My JEL codes
Follow this JEL code
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E3: Prices, Business Fluctuations, and Cycles
/ / / E37: Forecasting and Simulation: Models and Applications
This JEL code is mentioned in the following RePEc Biblio entries:
- > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables
- > Econometrics > Forecasting > Nowcasting
This topic is covered by the following reading lists:
- Mondialisation
- Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
- Advanced Monetary Theory and Policy (ECON 447)
2025
- Paul Beaudry & Chenyu Hou & Franck Portier, 2025. "On the Fragility of the Nonlinear Phillips Curve View of Recent Inflation," NBER Working Papers 33522, National Bureau of Economic Research, Inc.
- Ana Vujovic, 2025. "News article analysis using Naive Bayes classifier," Working Papers Bulletin 27, National Bank of Serbia.
- Francesca Loria & Christian Matthes & Donghai Zhang, 2025.
"Assessing Macroeconomic Tail Risk,"
The Economic Journal, Royal Economic Society, vol. 135(665), pages 264-284.
- Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Finance and Economics Discussion Series 2019-026, Board of Governors of the Federal Reserve System (U.S.).
- Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Working Paper 19-10, Federal Reserve Bank of Richmond.
- Pundit, Madhavi & Ramayandi, Arief & Simba, Patrick Jaime & Sorino, Dennis & Tan, Sharyl Rose, 2025. "Monitoring Business Cycle Fluctuations in Asia," ADB Economics Working Paper Series 766, Asian Development Bank.
- Bozkurt, Hatice, 2025. "Küresel Gıda ve Petrol Fiyatlarının Enflasyon Üzerindeki Etkisi: Türkiye’den Ampirik Kanıtlar (The Effect of Global Food and Oil Prices on Inflation: Empirical Evidence from Türkiye)," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 16(1), pages 21-41, January.
- Dennis Kant & Andreas Pick & Jasper de Winter, 2025. "Nowcasting GDP using machine learning methods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 109(1), pages 1-24, March.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2025.
"Specification Choices in Quantile Regression for Empirical Macroeconomics,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(1), pages 57-73, January.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Specification Choices in Quantile Regression for Empirical Macroeconomics," Working Papers 22-25, Federal Reserve Bank of Cleveland.
- Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2024. "Specification Choices in Quantile Regression for Empirical Macroeconomics," CEPR Discussion Papers 18901, C.E.P.R. Discussion Papers.
- Emile du Plessis & Ulrich Fritsche, 2025.
"New forecasting methods for an old problem: Predicting 147 years of systemic financial crises,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(1), pages 3-40, January.
- du Plessis, Emile & Fritsche, Ulrich, 2022. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series 67, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
- Jonas D. M. Fisher, Jonas D. & Melosi, Leonardo & Sebastian Rast, Sebastian, 2025. "Long-Run Inflation Expectations," The Warwick Economics Research Paper Series (TWERPS) 1551, University of Warwick, Department of Economics.
- Verona, Fabio, 2025. "From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models," Bank of Finland Research Discussion Papers 1/2025, Bank of Finland.
- Dück, Alexander & Verona, Fabio, 2025. "Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies," Bank of Finland Research Discussion Papers 2/2025, Bank of Finland.
- Christian Bayer & Luis Calderon & Moritz Kuhn, 2025.
"Distributional Dynamics,"
CRC TR 224 Discussion Paper Series
crctr224_2025_625, University of Bonn and University of Mannheim, Germany.
- Christian Bayer & Luis Calderon & Moritz Kuhn, 2025. "Distributional Dynamics," ECONtribute Discussion Papers Series 351, University of Bonn and University of Cologne, Germany.
- Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu & Borsos, András & Kaszowska-Mojsa, Jagoda & Glielmo, Aldo, 2025. "Agent-based modeling at central banks: recent developments and new challenges," INET Oxford Working Papers 2025-05, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Joshua Brault & Louis Phaneuf, 2025. "What Drives Low and Stable Inflation?," Working Papers 25-02, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Feb 2025.
- Chris Naubert, 2025. "Differentiable, Filter Free Bayesian Estimation of DSGE Models Using Mixture Density Networks," Staff Working Papers 25-3, Bank of Canada.
- Stéphane Surprenant, 2025. "Quantile VARs and Macroeconomic Risk Forecasting," Staff Working Papers 25-4, Bank of Canada.
- Tatjana Dahlhaus & Thibaut Duprey & Craig Johnston, 2025. "Estimating the impacts on GDP of natural disasters in Canada," Staff Analytical Notes 2025-5, Bank of Canada.
- András Borsos & Adrian Carro & Aldo Glielmo & Marc Hinterschweiger & Jagoda Kaszowska-Mojsa & Arzu Uluc, 2025. "Agent-based modeling at central banks: recent developments and new challenges," Occasional Papers 2503, Banco de España.
- András Borsos & Adrian Carro & Aldo Glielmo & Marc Hinterschweiger & Jagoda Kaszowska-Mojsa & Arzu Uluc, 2025. "Agent-based modeling at central banks: recent developments and new challenges," Occasional Papers 2503, Banco de España.
- Matteo Mogliani & Florens Odendahl, 2025. "Density forecast transformations," Working Papers 2511, Banco de España.
- Valentina Aprigliano & Francesco Corsello, 2025. "Underlying Composite Inflation (UCI): a novel indicator to track inflation developments," Questioni di Economia e Finanza (Occasional Papers) 928, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri, 2025. "Energy prices, inflation and the ECB's monetary policy during the 2021-22 energy crisis," Temi di discussione (Economic working papers) 1481, Bank of Italy, Economic Research and International Relations Area.
- Matteo Santi, 2025. "A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area," Temi di discussione (Economic working papers) 1484, Bank of Italy, Economic Research and International Relations Area.
- Daniel Parra-Amado & Camilo Granados, 2025. "Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach," Borradores de Economia 1295, Banco de la Republica de Colombia.
- Bokan, Nikola & Lenza, Michele & Araujo, Douglas & Comazzi, Fabio Alberto, 2025.
"Word2Prices: embedding central bank communications for inflation prediction,"
Working Paper Series
3047, European Central Bank.
- Douglas Kiarelly Godoy de Araujo & Nikola Bokan & Fabio Alberto Comazzi & Michele Lenza, 2025. "Word2Prices: embedding central bank communications for inflation prediction," BIS Working Papers 1253, Bank for International Settlements.
- Elizaveta Volgina, 2025. "Forecasting Inflation Using News Indices," Russian Journal of Money and Finance, Bank of Russia, vol. 84(1), pages 26-59, March.
- Shunsuke Haba & Kimihiko Izawa & Yui Kishaba & Yusuke Takahashi & Shunichi Yoneyama, 2025. "Measuring Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE): An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series 25-E-2, Bank of Japan.
- Ichiro Fukunaga & Yui Kishaba & Nao Shibata & Shunichi Yoneyama, 2025. "Uncertainty in the Formation of Inflation Expectations in Japan: An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series 25-E-3, Bank of Japan.
- Christian Bayer & Luis Calderon & Moritz Kuhn, 2025.
"Distributional Dynamics,"
ECONtribute Discussion Papers Series
351, University of Bonn and University of Cologne, Germany.
- Christian Bayer & Luis Calderon & Moritz Kuhn, 2025. "Distributional Dynamics," CRC TR 224 Discussion Paper Series crctr224_2025_625, University of Bonn and University of Mannheim, Germany.
- Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2024.
"Inflation, Attention and Expectations,"
Working Papers
24-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2024.
- Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2025. "Inflation, Attention and Expectations," CIRANO Working Papers 2025s-01, CIRANO.
- Jonas D. M. Fisher & Leonardo Melosi & Sebastian Rast, 2025. "Long-Run Inflation Expectations," Working Papers 829, DNB.
- Foroni, Claudia & Schroeder, Christofer, 2025. "Using corporate earnings calls to forecast euro area labour demand," Economic Bulletin Boxes, European Central Bank, vol. 2.
- Douglas Kiarelly Godoy de Araujo & Nikola Bokan & Fabio Alberto Comazzi & Michele Lenza, 2025.
"Word2Prices: embedding central bank communications for inflation prediction,"
BIS Working Papers
1253, Bank for International Settlements.
- Bokan, Nikola & Lenza, Michele & Araujo, Douglas & Comazzi, Fabio Alberto, 2025. "Word2Prices: embedding central bank communications for inflation prediction," Working Paper Series 3047, European Central Bank.
- Clements, Michael P. & Rich, Robert W. & Tracy, Joseph, 2025.
"An Investigation into the Uncertainty Revision Process of Professional Forecasters,"
Journal of Economic Dynamics and Control, Elsevier, vol. 173(C).
- Michael Clements & Robert W. Rich & Joseph Tracy, 2024. "An Investigation into the Uncertainty Revision Process of Professional Forecasters," Working Papers 24-19, Federal Reserve Bank of Cleveland.
- Błażej, Mirosław & Górajski, Mariusz & Ulrichs, Magdalena, 2025. "Microdata-based output gap estimation using business tendency surveys," Journal of Economic Dynamics and Control, Elsevier, vol. 174(C).
- Domenico, Jacopo Di & Catalano, Michele & Riccetti, Luca, 2025. "Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy," Economic Modelling, Elsevier, vol. 147(C).
- Na, Seunghoon & Oh, Hyunseung, 2025. "Computerizing households and the role of technology shocks in consumer durables," Journal of Macroeconomics, Elsevier, vol. 83(C).
- Isabel Cairó & Hess T. Chung & Francesco Ferrante & Cristina Fuentes-Albero & Camilo Morales-Jimenez & Damjan Pfajfar, 2023.
"Endogenous Labor Supply in an Estimated New-Keynesian Model: Nominal versus Real Rigidities,"
Finance and Economics Discussion Series
2023-069, Board of Governors of the Federal Reserve System (U.S.).
- Isabel Cairó & Hess T. Chung & Francesco Ferrante & Cristina Fuentes-Albero & Camilo Morales-Jimenez & Damjan Pfajfar, 2025. "Endogenous Labor Supply in an Estimated New-Keynesian Model: Nominal versus Real Rigidities," Working Papers 25-08, Federal Reserve Bank of Cleveland.
- Dobrislav Dobrev & Pawel J. Szerszen, 2025. "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in Linear State-Space Models," Finance and Economics Discussion Series 2025-001, Board of Governors of the Federal Reserve System (U.S.).
- Jonas D. M. Fisher & Leonardo Melosi & Sebastian Rast, 2025. "Long-Run Inflation Expectations," Working Paper Series WP 2025-03, Federal Reserve Bank of Chicago.
- Stefania Albanesi, 2019.
"Changing Business Cycles: The Role of Women's Employment,"
Working Papers
2019-021, Human Capital and Economic Opportunity Working Group.
- Stefania Albanesi, 2025. "Changing Business Cycles: The Role of Women’s Employment," Opportunity and Inclusive Growth Institute Working Papers 109, Federal Reserve Bank of Minneapolis.
- Albanesi, Stefania, 2019. "Changing Business Cycles: The Role of Women's Employment," CEPR Discussion Papers 13578, C.E.P.R. Discussion Papers.
- Stefania Albanesi, 2019. "Changing Business Cycles: The Role of Women's Employment," NBER Working Papers 25655, National Bureau of Economic Research, Inc.
- Stefania Albanesi, 2019. "Changing Business Cycles: The Role of Women's Employment," Working Paper 6608, Department of Economics, University of Pittsburgh.
- Ozge Akinci & Martín Almuzara & Silvia Miranda-Agrippino & Ramya Nallamotu & Argia M. Sbordone & Greg Simitian & William Zeng, 2025. "Global Trends in U.S. Inflation Dynamics," Liberty Street Economics 20250227a, Federal Reserve Bank of New York.
- Ozge Akinci & Martín Almuzara & Silvia Miranda-Agrippino & Ramya Nallamotu & Argia M. Sbordone & Greg Simitian & William Zeng, 2025. "Supply and Demand Drivers of Global Inflation Trends," Liberty Street Economics 20250227b, Federal Reserve Bank of New York.
- Temurbek Boymirzaev, 2025. "Development of the Near-Term Forecast of Inflation for Uzbekistan: Application of FAVAR and BVAR models," IHEID Working Papers 06-2025, Economics Section, The Graduate Institute of International Studies.
- Emmanouil Sofianos & Christos Alexakis & Periklis Gogas & Theophilos Papadimitriou, 2025.
"Machine learning forecasting in the macroeconomic environment: the case of the US output gap,"
Economic Change and Restructuring, Springer, vol. 58(1), pages 1-19, February.
- Emmanouil Sofianos & Christos Alexakis & Periklis Gogas & Theophilos Papadimitriou, 2025. "Machine learning forecasting in the macroeconomic environment: the case of the US output gap," Post-Print hal-04885268, HAL.
- Karlsson, Sune & Mazur, Stepan & Raftab, Mariya, 2025. "Identifying Useful Indicators for Nowcasting GDP in Sweden," Working Papers 2025:4, Örebro University, School of Business.
- Zongwu Cai & Jingxian Hu, 2025. "A Selective Survey on Mathematical Programmings in Macroeconomics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202503, University of Kansas, Department of Economics.
- Emmanouil Sofianos & Christos Alexakis & Periklis Gogas & Theophilos Papadimitriou, 2025.
"Machine learning forecasting in the macroeconomic environment: the case of the US output gap,"
Economic Change and Restructuring, Springer, vol. 58(1), pages 1-19, February.
- Emmanouil Sofianos & Christos Alexakis & Periklis Gogas & Theophilos Papadimitriou, 2025. "Machine learning forecasting in the macroeconomic environment: the case of the US output gap," Post-Print hal-04885268, HAL.
2024
- Zhen Huo & Marcelo Pedroni & Guangyu Pei, 2024. "Bias and Sensitivity under Ambiguity," American Economic Review, American Economic Association, vol. 114(12), pages 4091-4133, December.
- Brian Adams & Lara Loewenstein & Hugh Montag & Randal Verbrugge, 2024.
"Disentangling Rent Index Differences: Data, Methods, and Scope,"
American Economic Review: Insights, American Economic Association, vol. 6(2), pages 230-245, June.
- Brian Adams & Lara Loewenstein & Hugh Montag & Randal Verbrugge, 2022. "Disentangling Rent Index Differences: Data, Methods, and Scope," Economic Working Papers 555, Bureau of Labor Statistics.
- Brian Adams & Lara Loewenstein & Hugh Montag & Randal J. Verbrugge, 2022. "Disentangling rent index differences: data, methods, and scope," Working Papers 22-38R, Federal Reserve Bank of Cleveland, revised 28 Sep 2023.
- Tiziano Ropele & Yuriy Gorodnichenko & Olivier Coibion, 2024.
"Inflation Expectations and Misallocation of Resources: Evidence from Italy,"
American Economic Review: Insights, American Economic Association, vol. 6(2), pages 246-261, June.
- Tiziano Ropele & Yuriy Gorodnichenko & Olivier Coibion, 2023. "Inflation Expectations and Misallocation of Resources: Evidence from Italy," NBER Working Papers 31190, National Bureau of Economic Research, Inc.
- Ropele, Tiziano & Gorodnichenko, Yuriy & Coibion, Olivier, 2023. "Inflation Expectations and Misallocation of Resources: Evidence from Italy," IZA Discussion Papers 16106, Institute of Labor Economics (IZA).
- Tiziano Ropele & Yuriy Gorodnichenko & Olivier Coibion, 2023. "Inflation expectations and misallocation of resources: evidence from Italy," Temi di discussione (Economic working papers) 1437, Bank of Italy, Economic Research and International Relations Area.
- Marco Del Negro & Keshav Dogra & Aidan Gleich & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula, 2024.
"The NY Fed DSGE Model: A Post-COVID Assessment,"
AEA Papers and Proceedings, American Economic Association, vol. 114, pages 95-100, May.
- Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Gundam, Pranay & Lee, Donggyu & Nallamotu, Ramya, 2024. "The NY Fed DSGE Model: A Post-Covid Assessment," CEPR Discussion Papers 18742, C.E.P.R. Discussion Papers.
- Tom Krebs, 2024. "Transformative Investitionen als Treiber eines neuen Wirtschaftsbooms?," Working Papers 1, Forum New Economy.
- Polina A. Popova & Tatiana V. Bukina & Dmitriy V. Kashin, 2024. "Influence of Interregional Spatial Effects on the Economic Development of Russian Regions," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(3), pages 751-775.
- Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024. "Message in a bottle: Forecasting wine prices," LIDAM Reprints LFIN 2024006, Université catholique de Louvain, Louvain Finance (LFIN).
- Gabriel P. Mathy & Yongchen Zhao, 2024. "Could Diffusion Indexes Have Forecasted the Great Recession?," Working Papers 2024-03, American University, Department of Economics.
- Татибеков Б. // Tatibekov B. & Абдразакова А. // Abdrazakova А., 2024. "Особенности взаимосвязи рынка труда и инфляционных процессов в экономике Казахстана в период 2001-2021 гг.: теория и практика реализации // Specifics of Relationship between the Labor Market and Infla," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 60-61.
- Кулкаева Алтын // Altyn Kulkayeva & Тайбекова Аида // Taibekova Aida & Орлов Константин // Orlov Konstantin, 2024. "Прогнозирование цен на нефть // Predicting Oil Prices," Working Papers #2024-6, National Bank of Kazakhstan.
- Адилханова Зарина // Adilkhanova Zarina & Ержан Ислам // Yerzhan Islam, 2024. "Система селективно - комбинированного прогноза инфляции (SSCIF)// Selective-Combined Inflation Forecasting System," Working Papers #2024-13, National Bank of Kazakhstan.
- Jakub Rybacki & Marcin Klucznik & Dawid Sułkowski, 2024. "The false start of disinflation – evidence from the major European economies," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 1, pages 7-23.
- Forte Federico Daniel, 2024.
"Pronóstico de inflación de corto plazo en Argentina con modelos Random Forest,"
Asociación Argentina de Economía Política: Working Papers
4731, Asociación Argentina de Economía Política.
- Federico Forte, 2024. "Pronóstico de Infl ación de Corto Plazo en Argentina con Modelos Random Forest," Working Papers 340, Red Nacional de Investigadores en Economía (RedNIE).
- Inna S. Lola & Dmitry G. Asoskov, 2024. "Potential of business uncertainty indicators in forecasting economic activity: The case of Russia," Russian Journal of Economics, ARPHA Platform, vol. 10(4), pages 351-364, December.
- M. Hashem Pesaran & Ron P. Smith, 2024.
"High-Dimensional Forecasting with Known Knowns and Known Unknowns,"
CESifo Working Paper Series
10931, CESifo.
- M. Hashem Pesaran & Ron P. Smith, 2024. "High-dimensional forecasting with known knowns and known unknowns," Papers 2401.14582, arXiv.org, revised Apr 2024.
- Pesaran, M. H. & Smith, R. P., 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics 2406, Faculty of Economics, University of Cambridge.
- Victor Olkhov, 2024. "Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts," Papers 2408.04644, arXiv.org, revised Oct 2024.
- Conrad, Christian & Lahiri, Kajal, 2023.
"Heterogeneous expectations among professional forecasters,"
ZEW Discussion Papers
23-062, ZEW - Leibniz Centre for European Economic Research.
- Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.
- Khadijat A. Azeez & Victor O. Hambolu & Andy T. Okwu & Bukunmi A. Agboola, 2024. "Russia-Ukraine War and Price Volatility of Global Commodities - The Role of Public Sentiments," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-6.
- Biman Chand Prasad & Paresh Kumar Narayan & Joel Abraham, 2024. "Understanding Price Leadership in Fiji’s Energy Market," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(4), pages 1-4.
- Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2024.
"Inflation, Attention and Expectations,"
Working Papers
24-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2024.
- Etienne Briand & Massimiliano Marcellino & Dalibor Stevanovic, 2025. "Inflation, Attention and Expectations," CIRANO Working Papers 2025s-01, CIRANO.
- Federico Daniel Forte, 2024. "Argentina | Pronóstico de inflación de corto plazo con modelos Random Forest [Argentina | Forecasting short-term inflation with Random Forest Models]," Working Papers 24/10, BBVA Bank, Economic Research Department.
- Rodrigo Sekkel & Tamon Takamura & Yaz Terajima, 2024. "Monetary Policy Transmission to Small Business Loan Performance: Evidence from Loan-Level Data," Staff Working Papers 24-41, Bank of Canada.
- Fares Bounajm & Jean Garry Junior Roc & Yang Zhang, 2024. "Sources of pandemic-era inflation in Canada: an application of the Bernanke and Blanchard model," Staff Analytical Notes 2024-13, Bank of Canada.
- Fares Bounajm & Jean Garry Junior Roc & Yang Zhang, 2024. "Sources d’inflation durant la pandémie au Canada : une application du modèle de Bernanke et Blanchard," Staff Analytical Notes 2024-13fr, Bank of Canada.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022.
"Constructing Fan Charts from the Ragged Edge of SPF Forecasts,"
Working Papers
22-36, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
- Clark, Todd E. & Ganics, Gergely & Mertens, Elmar, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Discussion Papers 38/2024, Deutsche Bundesbank.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36R, Federal Reserve Bank of Cleveland.
- Stefano Neri, 2024. "There has been an awakening. The rise (and fall) of inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 834, Bank of Italy, Economic Research and International Relations Area.
- Simone Auer & Antonio M. Conti, 2024. "Bank lending in an unprecedented monetary tightening cycle: evidence from the euro area," Questioni di Economia e Finanza (Occasional Papers) 856, Bank of Italy, Economic Research and International Relations Area.
- Davide Delle Monache & Claudia Pacella, 2024. "The drivers of inflation dynamics in Italy over the period 2021-2023," Questioni di Economia e Finanza (Occasional Papers) 873, Bank of Italy, Economic Research and International Relations Area.
- Antonio Maria Conti & Stefano Neri & Alessandro Notarpietro, 2024. "Credit strikes back: the macroeconomic impact of the 2022-23 ECB monetary tightening and the role of lending rates," Questioni di Economia e Finanza (Occasional Papers) 884, Bank of Italy, Economic Research and International Relations Area.
- Donato Ceci & Orest Prifti & Andrea Silvestrini, 2024. "Nowcasting Italian GDP growth: a Factor MIDAS approach," Temi di discussione (Economic working papers) 1446, Bank of Italy, Economic Research and International Relations Area.
- Héctor M. Zárate-Solano & Norberto Rodríguez-Niño, 2024. "Consumer Prices Trends in Colombia: Detecting Breaks and Forecasting Infation," Borradores de Economia 1289, Banco de la Republica de Colombia.
- Julien Andre & Marie Bessec, 2024. "A Mixed-Frequency Factor Model for Nowcasting French GDP," Working papers 975, Banque de France.
- Urmat Dzhunkeev, 2024. "Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 53-76, March.
- Yury Perevyshin, 2024. "Analysts' Inflation Expectations vs Univariate Models of Inflation Forecasting in the Russian Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 54-76, June.
- Rodion Latypov & Elena Akhmedova & Egor Postolit & Marina Mikitchuk, 2024. "Bottom-up Inflation Forecasting Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 23-44, September.
- Alexandra Bozhechkova & Urmat Dzhunkeev, 2024. "CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 45-69, September.
- Igor Savchenko & Marya Butakova & Leonid Markov & Margarita Lyakhnova & Olga Erushina & Roman Gartvich & Maxim Yakovina & Vasilii Shcherbakov, 2024. "Quarterly Projection Model for the Siberian Macroregion," Russian Journal of Money and Finance, Bank of Russia, vol. 83(4), pages 48-75, December.
- Pedro Brinca & João Ricardo Costa Filho & Francesca Loria, 2024.
"Business cycle accounting: What have we learned so far?,"
Journal of Economic Surveys, Wiley Blackwell, vol. 38(4), pages 1276-1316, September.
- Brinca, Pedro & Costa-Filho, João & Loria, Francesca, 2020. "Business Cycle Accounting: what have we learned so far?," MPRA Paper 100180, University Library of Munich, Germany.
- Eguren-Martin, Fernando & Kösem, Sevim & Maia, Guido & Sokol, Andrej, 2024. "Targeted financial conditions indices and growth-at-risk," Bank of England working papers 1084, Bank of England.
- Dimitris Malliaropulos & Evgenia Passari & Filippos Petroulakis, 2024. "Unpacking commodity price fluctuations: reading the news to understand inflation," Working Papers 334, Bank of Greece.
- Yoichi Ueno, 2024. "Linkage between Wage and Price Inflation in Japan," Bank of Japan Working Paper Series 24-E-7, Bank of Japan.
- Martinez-Martin Jaime & Morris Richard & Onorante Luca & Piersanti Fabio Massimo, 2024. "Merging Structural and Reduced-Form Models for Forecasting," The B.E. Journal of Macroeconomics, De Gruyter, vol. 24(1), pages 399-437, January.
- Galimberti Jaqueson K., 2024.
"Initial Beliefs Uncertainty,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 24(1), pages 45-96, January.
- Jaqueson K. Galimberti, 2021. "Initial beliefs uncertainty," CAMA Working Papers 2021-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chernis Tony, 2024.
"Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 293-317, April.
- Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
- Christophe Blot, 2024. "La courbe de Phillips est-elle pertinente pour comprendre le lien entre inflation et chômage ?," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 165-178.
- M. Hashem Pesaran & Ron P. Smith, 2024.
"High-Dimensional Forecasting with Known Knowns and Known Unknowns,"
CESifo Working Paper Series
10931, CESifo.
- Pesaran, M. H. & Smith, R. P., 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics 2406, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Ron P. Smith, 2024. "High-dimensional forecasting with known knowns and known unknowns," Papers 2401.14582, arXiv.org, revised Apr 2024.
- Diakonova, Marina & Molina, Luis & Mueller, Hannes & Pérez, Javier J. & Rauh, Christopher, 2024.
"The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(4).
- Marina Diakonova & Luis Molina & Hannes Mueller & Javier J. Pérez & Cristopher Rauh, 2022. "The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting," Working Papers 2232, Banco de España.
- Diakonova, M. & Molina, L. & Mueller, H. & Pérez, J. J. & Rauh, C., 2024. "The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting," Cambridge Working Papers in Economics 2418, Faculty of Economics, University of Cambridge.
- Diakonova, M. & Molina, L. & Mueller, H. & Pérez, J. J. & Rauh, C., 2024. "The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting," Janeway Institute Working Papers 2413, Faculty of Economics, University of Cambridge.
- Diakonova, Marina & Molina, Luis & Mueller, Hannes & Pérez, Javier J. & Rauh, Christopher, 2024.
"The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(4).
- Marina Diakonova & Luis Molina & Hannes Mueller & Javier J. Pérez & Cristopher Rauh, 2022. "The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting," Working Papers 2232, Banco de España.
- Diakonova, M. & Molina, L. & Mueller, H. & Pérez, J. J. & Rauh, C., 2024. "The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting," Janeway Institute Working Papers 2413, Faculty of Economics, University of Cambridge.
- Diakonova, M. & Molina, L. & Mueller, H. & Pérez, J. J. & Rauh, C., 2024. "The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting," Cambridge Working Papers in Economics 2418, Faculty of Economics, University of Cambridge.
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"High-dimensional forecasting with known knowns and known unknowns,"
Papers
2401.14582, arXiv.org, revised Apr 2024.
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- Pesaran, M. H. & Smith, R. P., 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics 2406, Faculty of Economics, University of Cambridge.
- Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024.
"Technological synergies, heterogeneous firms, and idiosyncratic volatility,"
Economics Series Working Papers
1037, University of Oxford, Department of Economics.
- Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti & Jesús Fernández-Villaverde, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series 11000, CESifo.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers 2412, Centre for Macroeconomics (CFM).
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers 2024-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive 24-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Fernández-Villaverde, Jesús & Yu, Yang & Zanetti, Francesco, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CEPR Discussion Papers 18899, C.E.P.R. Discussion Papers.
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"Endogenous vs Exogenous Instability: An Out-of-Sample Comparison,"
Working Papers - Economics
wp2024_05.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
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- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024.
"Filtering with Limited Information,"
NBER Working Papers
32754, National Bureau of Economic Research, Inc.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
- Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerron, Pablo & Oosthuizen, Dick, 2024. "Filtering with Limited Information," CEPR Discussion Papers 19270, C.E.P.R. Discussion Papers.
- Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Herbert Dawid & Domenico Delli Gatti & Luca Eduardo Fierro & Sebastian Poledna, 2024. "Implications of Behavioral Rules in Agent-Based Macroeconomics," CESifo Working Paper Series 11411, CESifo.
- Mariia Okuneva & Philipp Hauber & Kai Carstensen & Jasper Bär, 2024. "Nowcasting German GDP with Text Data," CESifo Working Paper Series 11587, CESifo.
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"On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs,"
IMES Discussion Paper Series
23-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
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- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," Working Papers on Central Bank Communication 052, University of Tokyo, Graduate School of Economics.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2023. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," Keio-IES Discussion Paper Series 2023-016, Institute for Economics Studies, Keio University.
- Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024.
"Technological synergies, heterogeneous firms, and idiosyncratic volatility,"
Economics Series Working Papers
1037, University of Oxford, Department of Economics.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers 2412, Centre for Macroeconomics (CFM).
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers 2024-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti & Jesús Fernández-Villaverde, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series 11000, CESifo.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive 24-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Fernández-Villaverde, Jesús & Yu, Yang & Zanetti, Francesco, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CEPR Discussion Papers 18899, C.E.P.R. Discussion Papers.
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- Jan Bruha & Adam Ruschka & Jan Solc, 2024. "LUCI: Your Best Friend for Measuring Labor Market Tightness," Working Papers 2024/7, Czech National Bank.
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"Technological synergies, heterogeneous firms, and idiosyncratic volatility,"
Economics Series Working Papers
1037, University of Oxford, Department of Economics.
- Fernández-Villaverde, Jesús & Yu, Yang & Zanetti, Francesco, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CEPR Discussion Papers 18899, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers 2412, Centre for Macroeconomics (CFM).
- Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti & Jesús Fernández-Villaverde, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series 11000, CESifo.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers 2024-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive 24-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2025.
"Specification Choices in Quantile Regression for Empirical Macroeconomics,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(1), pages 57-73, January.
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"The Dominant Role of Expectations and Broad-Based Supply Shocks in Driving Inflation,"
NBER Chapters, in: NBER Macroeconomics Annual 2024, volume 39,
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"Global Economic Impacts of Antimicrobial Resistance,"
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- Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024.
"Filtering with Limited Information,"
PIER Working Paper Archive
24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
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"The Drivers of Post-Pandemic Inflation,"
NBER Working Papers
32859, National Bureau of Economic Research, Inc.
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"A Bayesian Approach to Inference on Probabilistic Surveys,"
Staff Reports
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- Bassetti, Federico & Casarin, Roberto & Del Negro, Marco, 2024. "A Bayesian Approach for Inference on Probabilistic Surveys," CEPR Discussion Papers 19426, C.E.P.R. Discussion Papers.
- Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024.
"Message in a bottle: Forecasting wine prices,"
Journal of Wine Economics, Cambridge University Press, vol. 19(1), pages 64-91, February.
- Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2023. "Message in a Bottle: Forecasting wine prices," LIDAM Discussion Papers LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
- Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
- Marco Hoeberichts & Jan Willem van den End, 2024. "Detecting turning points in the inflation cycle," Working Papers 808, DNB.
- Dorinth van Dijk & Mick van Rooijen & Jasper de Winter, 2024. "DFROG: A nowcasting model for GDP growth," Working Papers 819, DNB.
- Chahad, Mohammed & Hofmann-Drahonsky, Anna-Camilla & Krause, Willi & Landau, Bettina & Sigwalt, Antoine, 2024. "The empirical performance of ECB/Eurosystem staff inflation projections since 2000," Economic Bulletin Articles, European Central Bank, vol. 5.
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- Allayioti, Anastasia & Arioli, Rodolfo & Bates, Colm & Botelho, Vasco & Fagandini, Bruno & Fonseca, Luís & Healy, Peter & Meyler, Aidan & Minasian, Ryan & Zahrt, Octavia, 2024. "A look back at 25 years of the ECB SPF," Occasional Paper Series 364, European Central Bank.
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"Quantifying financial stability risks for monetary policy,"
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"Satellites Turn Concrete : Tracking Cement with Satellite Data and Neural Networks,"
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"Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany,"
Discussion Papers
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"Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator,"
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"Estimating the output gap after COVID: How to address unprecedented macroeconomic variations,"
Economic Modelling, Elsevier, vol. 135(C).
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"The post-COVID inflation episode,"
Economic Modelling, Elsevier, vol. 139(C).
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"Real-time forecast of DSGE models with time-varying volatility in GARCH form,"
International Review of Financial Analysis, Elsevier, vol. 93(C).
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"Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments,"
Finance Research Letters, Elsevier, vol. 69(PB).
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"Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation,"
International Economics, Elsevier, vol. 178(C).
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"Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 626-640.
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"Back to the present: Learning about the euro area through a now-casting model,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
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"Improving inflation forecasts using robust measures,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 735-745.
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"Forecasting UK inflation bottom up,"
International Journal of Forecasting, Elsevier, vol. 40(4), pages 1521-1538.
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"The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(4).
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"Cyclicality of uncertainty and disagreement,"
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"Indirect consumer inflation expectations: Theory and evidence,"
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"Firm level expectations and macroeconomic conditions underpinnings and disagreement,"
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"Technological synergies, heterogeneous firms, and idiosyncratic volatility,"
Economics Series Working Papers
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"Global Economic Impacts of Antimicrobial Resistance,"
CEPR Discussion Papers
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"Lessons from nowcasting GDP across the world,"
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Edward Elgar Publishing.
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- Woraphon Yamaka, 2024. "Analyzing shifts in structural dependence between oil prices and exchange rates in oil-importing economies," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, vol. 9(1), pages 48-63, December.
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- Katarzyna Boratynska, 2024. "The Economic and Financial Standing Assessment of Energy Sector Companies During the COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1248-1265.
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"Practical Macrofinancial Stability Analysis: A Prototype Semistructural Model,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(1), pages 2-42, March.
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"The Anatomy of Out-of-Sample Forecasting Accuracy,"
FRB Atlanta Working Paper
2022-16, Federal Reserve Bank of Atlanta.
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- Christopher D. Cotton, 2024. "A Faster Convergence of Shelter Prices and Market Rent: Implications for Inflation," Current Policy Perspectives 2024-4, Federal Reserve Bank of Boston.
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"The Pass‐through of Gaps between Market Rent and the Price of Shelter,"
Working Papers
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"The Pass‐Through of Gaps between Market Rent and the Price of Shelter,"
Working Papers
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- Christian Garciga & Randal J. Verbrugge & Saeed Zaman, 2024. "Improving the Median CPI: Maximal Disaggregation Isn't Necessarily Optimal," Working Papers 24-02R, Federal Reserve Bank of Cleveland, revised 01 Apr 2025.
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"Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts,"
School of Economics Working Paper Series
2022-5, LeBow College of Business, Drexel University.
- Ina Hajdini & Andre Kurmann, 2024. "Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts," Working Papers 24-08, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022.
"Constructing Fan Charts from the Ragged Edge of SPF Forecasts,"
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22-36, Federal Reserve Bank of Cleveland.
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- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
- Clark, Todd E. & Ganics, Gergely & Mertens, Elmar, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Discussion Papers 38/2024, Deutsche Bundesbank.
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"An Investigation into the Uncertainty Revision Process of Professional Forecasters,"
Journal of Economic Dynamics and Control, Elsevier, vol. 173(C).
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- Hana Braitsch & James Mitchell & Taylor Shiroff, 2024. "Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation," Working Papers 24-25, Federal Reserve Bank of Cleveland.
- Michael J. Lamla & Damjan Pfajfar & Lea Rendell, 2024. "Inflation and Deflationary Biases in the Distribution of Inflation Expectations: Theory and Empirical Evidence from Nine Countries," Working Papers 24-26, Federal Reserve Bank of Cleveland.
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- Michael T. Kiley, 2024. "Monetary Policy, Employment Shortfalls, and the Natural Rate Hypothesis," Finance and Economics Discussion Series 2024-032, Board of Governors of the Federal Reserve System (U.S.).
- Michael T. Kiley, 2024. "Monetary Policy Strategies to Foster Price Stability and a Strong Labor Market," Finance and Economics Discussion Series 2024-033, Board of Governors of the Federal Reserve System (U.S.).
- Bora Durdu & Sergio Villalvazo, 2024. "Nonlinear Effects of Loan-to-Value Constraints," Finance and Economics Discussion Series 2024-081, Board of Governors of the Federal Reserve System (U.S.).
- Hie Joo Ahn & Leland E. Farmer, 2024. "Disagreement About the Term Structure of Inflation Expectations," Finance and Economics Discussion Series 2024-084, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Barigozzi & Claudio Lissona & Matteo Luciani, 2024. "Measuring the Euro Area Output Gap," Finance and Economics Discussion Series 2024-099, Board of Governors of the Federal Reserve System (U.S.).
- Miguel Faria-e-Castro & Fernando Leibovici, 2024.
"Artificial Intelligence and Inflation Forecasts,"
Review, Federal Reserve Bank of St. Louis, vol. 106(12), pages 1-14, November.
- Miguel Faria-e-Castro & Fernando Leibovici, 2023. "Artificial Intelligence and Inflation Forecasts," Working Papers 2023-015, Federal Reserve Bank of St. Louis, revised 26 Feb 2024.
- Marco Del Negro, 2024. "Are Professional Forecasters Overconfident?," Liberty Street Economics 20240903, Federal Reserve Bank of New York.
- Marco Del Negro, 2024. "Can Professional Forecasters Predict Uncertain Times?," Liberty Street Economics 20240904a, Federal Reserve Bank of New York.
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"Endogenous vs Exogenous Instability: An Out-of-Sample Comparison,"
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- David Reifschneider, 2024. "US monetary policy and the recent surge in inflation," Working Paper Series WP24-13, Peterson Institute for International Economics.
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"Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe,"
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- Heinisch Katja & Behrens Christoph & Döpke Jörg & Foltas Alexander & Fritsche Ulrich & Köhler Tim & Müller Karsten & Puckelwald Johannes & Reichmayr Hannes, 2024.
"The IWH Forecasting Dashboard: From Forecasts to Evaluation and Comparison,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 244(3), pages 277-288, June.
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- Rosa Drift & Jan Haan & Peter Boelhouwer, 2024. "Forecasting House Prices through Credit Conditions: A Bayesian Approach," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3381-3405, December.
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"The Dominant Role of Expectations and Broad-Based Supply Shocks in Driving Inflation,"
NBER Chapters, in: NBER Macroeconomics Annual 2024, volume 39,
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"The Dominant Role of Expectations and Broad-Based Supply Shocks in Driving Inflation,"
NBER Chapters, in: NBER Macroeconomics Annual 2024, volume 39,
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"Filtering with Limited Information,"
PIER Working Paper Archive
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"Density forecasts of inflation: a quantile regression forest approach,"
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- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers 2412, Centre for Macroeconomics (CFM).
- Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti & Jesús Fernández-Villaverde, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series 11000, CESifo.
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- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive 24-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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"Does the Zillow rent measure help predict CPI rent inflation?,"
Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 59(4), pages 220-226, October.
- Kishor, N. Kundan, 2024. "Does Zillow Rent Measure Help Predict CPI Rent Inflation?," MPRA Paper 120818, University Library of Munich, Germany.
- Chris Murphy, 2024. "An Evaluation of the Macro Policy Response to COVID," Departmental Working Papers 2024-9, The Australian National University, Arndt-Corden Department of Economics.
- Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024.
"Technological synergies, heterogeneous firms, and idiosyncratic volatility,"
Economics Series Working Papers
1037, University of Oxford, Department of Economics.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive 24-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers 2412, Centre for Macroeconomics (CFM).
- Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti & Jesús Fernández-Villaverde, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series 11000, CESifo.
- Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers 2024-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fernández-Villaverde, Jesús & Yu, Yang & Zanetti, Francesco, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CEPR Discussion Papers 18899, C.E.P.R. Discussion Papers.
- Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerron, Pablo & Oosthuizen, Dick, 2024.
"Filtering with Limited Information,"
CEPR Discussion Papers
19270, C.E.P.R. Discussion Papers.
- Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
- Harashima, Taiji, 2024. "Numerical Simulation of Economic Depression," MPRA Paper 120508, University Library of Munich, Germany.
- N. Kundan Kishor, 2024.
"Does the Zillow rent measure help predict CPI rent inflation?,"
Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 59(4), pages 220-226, October.
- Kishor, N. Kundan, 2024. "Does Zillow Rent Measure Help Predict CPI Rent Inflation?," MPRA Paper 120818, University Library of Munich, Germany.
- Alnaa, Samuel Erasmus & Matey, Juabin, 2024. "Financial Deepening in Ghana; Does Macroeconomics Matter," MPRA Paper 120974, University Library of Munich, Germany, revised 02 Apr 2024.
- Olkhov, Victor, 2024. "Lower bounds of uncertainty and upper limits on the accuracy of forecasts of macroeconomic variables," MPRA Paper 121628, University Library of Munich, Germany.
- Vîntu, Denis, 2024. "Twin Deficits and Fiscal Spillovers in the European Periphery (Candidate Countries to EU Accession): A Keynesian Perspective," MPRA Paper 123504, University Library of Munich, Germany, revised Aug 2024.
- Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian & Polat, Onur, 2024.
"Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments,"
Finance Research Letters, Elsevier, vol. 69(PB).
- Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024. "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers 202435, University of Pretoria, Department of Economics.
- Mihail Petkovski & Jordan Kjosevski & Aleksandar Stojkov & Katerina Bartasek Petkovska, 2024. "Examining Country-specific and Global Factors of Inflation Dynamics: The Curious Case of Baltic States," Politická ekonomie, Prague University of Economics and Business, vol. 2024(6), pages 896-922.
- Nuno Vilarinho Goncalves, 2024. "Post-pandemic inflation dynamics in Portugal: an application of the Bernanke-Blanchard model," Working Papers w202418, Banco de Portugal, Economics and Research Department.
- Luke Hartigan & Tom Rosewall, 2024.
"Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator,"
Working Papers
2024-15, University of Sydney, School of Economics.
- Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers rdp2024-04, Reserve Bank of Australia.
- Tenorio, Juan & Perez, Wilder, 2024. "GDP nowcasting with Machine Learning and Unstructured Data," Working Papers 2024-003, Banco Central de Reserva del Perú.
- Monique Reid & Pierre Siklos, 2024.
"Firm Level Expectations and Macroeconomic Conditions: Underpinnings and Disagreement,"
CAMA Working Papers
2024-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Monique Reid & Pierre Siklos, 2024. "Firm level expectations and macroeconomic conditions underpinnings and disagreement," Working Papers 11058, South African Reserve Bank.
- Tüzüntürk, Selim, 2024. "Forecasting Drinking Water Sales Values with Artificial Neural Networks: A Comparative Analysis with ARIMA and Winters’ Methods," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 15(4), pages 371-388, October.
- Rhee, Hongjai, 2024. "Assessing the Economic Impact of Covid-19 through a Counterfactual Analysis," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 28(1), pages 69-94, March.
- Han, Jung Min, 2024. "KIET Manufacturing Business Survey Index (BSI) for the 1st Quarter 2024," Industrial Economic Review 24-10, Korea Institute for Industrial Economics and Trade.
- Xianning WANG & Xikai HUANG & Longkun TIAN & Huiyan ZHOU, 2024. "Can the Futures Price of Agricultural Products Predict the Scale of China's Agricultural Production?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 128-143, December.
- Pablo PINCHEIRA-BROWN & Nicolás HARDY, 2024. "More predictable than ever, with the worst MSPE ever," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-30, December.
- Hossa Almutairi & Marzio Galeotti & Baltasar Manzano & Axel Pierru, 2024. "Resilience of Saudi Arabia’s Economy to Oil Shocks: Effects of Economic Reforms," The Energy Journal, , vol. 45(5), pages 125-148, September.
- Ganapati Mendali & Sanjukta Das, 2024. "Asymmetric Exchange Rate Pass-through in India: A Non-linear ARDL Approach," Foreign Trade Review, , vol. 59(3), pages 429-447, August.
- Dila Asfuroglu, 2024. "Surprise by Anticipated Inflation," SAGE Open, , vol. 14(2), pages 21582440241, May.
- Mehdi Mili & Jean‐Michel Sahut & Frédéric Teulon & Lubica Hikkerova, 2024. "A multidimensional Bayesian model to test the impact of investor sentiment on equity premium," Annals of Operations Research, Springer, vol. 334(1), pages 919-939, March.
- Hedi Ben Haddad & Imed Mezghani & Imed Medhioub & Sohale Altamimi, 2024. "Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity: evidence from the quantile vector autoregressive connectedness approach," Empirical Economics, Springer, vol. 66(2), pages 829-858, February.
- Andrzej Cieślik & Mehmet Burak Turgut, 2024. "Uncertainty and long-run economy: the role of R &D and business dynamism," Empirical Economics, Springer, vol. 66(4), pages 1403-1441, April.
- Tural Yusifzada, 2024. "Evaluating the global impact of climate change on agricultural inflation: an innovative climate condition index approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(7), pages 18411-18438, July.
- Sharon Pun-wai Ng & Eddie Ming-lok Kwok & Brian Chi-yan Cheng & Alfred Yiu-po Yuen, 2024. "Business Cycle and Early Warning Indicators for the Economy of Hong Kong– Challenges of Forecasting Work amid the COVID-19 Pandemic," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(1), pages 123-135, August.
- Kai Carstensen & Felix Kießner & Thies Rossian, 2024. "Estimation of the TFP Gap for the Largest Five EMU Countries," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(2), pages 243-296, July.
- Kristian Jönsson, 2024. "Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(2), pages 219-242, July.
- Sarah Fischer & Christian Glocker & Serguei Kaniovski & Philipp Wegmüller, 2024. "Assessing the Potential Output for Switzerland: Determinants, Trends and Drivers," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(2), pages 297-338, July.
- Giovanni Dosi & Davide Usula & Maria Enrica Virgillito, 2024.
"Increasing returns and labor markets in a predator–prey model,"
Journal of Evolutionary Economics, Springer, vol. 34(2), pages 375-402, April.
- Giovanni Dosi & Davide Usula & Maria Enrica Virgillito, 2023. "Increasing returns and labour markets in a predator-prey model," LEM Papers Series 2023/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Gavin Ooft & Sailesh Bhaghoe & Philip Hans Franses, 2024. "Forecasting Annual Inflation Using Weekly Money Supply," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(1), pages 25-43, March.
- Yongguang Zhu & Ya Li & Yuna Gong & Deyi Xu, 2024. "Examining the metal futures price discovery in China from multi-scale time," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 37(1), pages 173-188, March.
- Diego Fresoli, 2024. "Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 15(2), pages 145-177, June.
- Vatis Christian Kemezang & André Ilaire Djou & Ivette Gnitedem Keubeng, 2024. "Measuring market risk with GARCH models under Basel III: selection and application to German firms," SN Business & Economics, Springer, vol. 4(10), pages 1-30, October.
- Luke Hartigan & Tom Rosewall, 2024.
"Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator,"
RBA Research Discussion Papers
rdp2024-04, Reserve Bank of Australia.
- Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," Working Papers 2024-15, University of Sydney, School of Economics.
- Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2024.
"How can technology significantly contribute to climate change mitigation?,"
Applied Economics, Taylor & Francis Journals, vol. 56(41), pages 4925-4937, September.
- Claire Alestra & Gilbert Cette & Val rie Chouard & R my Lecat, 2023. "How Can Technology Significantly Contribute to Climate Change Mitigation?," Working papers 909, Banque de France.
- Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2024. "How can technology significantly contribute to climate change mitigation?," Post-Print hal-04184412, HAL.
- Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2023. "How can technology significantly contribute to climate change mitigation?," AMSE Working Papers 2301, Aix-Marseille School of Economics, France.
- Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2023. "How can technology significantly contribute to climate change mitigation?," Working Papers hal-03924629, HAL.
- Liu Yang & Kajal Lahiri & Adrian Pagan, 2024.
"Getting the ROC into Sync,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 109-121, January.
- Liu Yang & Kajal Lahiri & Adrian Pagans, 2022. "Getting the ROC into Sync," CAMA Working Papers 2022-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024.
"Modeling and Forecasting Macroeconomic Downside Risk,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1010-1025, July.
- Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021. "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers) 1324, Bank of Italy, Economic Research and International Relations Area.
- Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2022. "Modeling and Forecasting Macroeconomic Downside Risk," CEPR Discussion Papers 15109, C.E.P.R. Discussion Papers.
- F. Blasques & S.J. Koopman & G. Mingoli & S. Telg, 2024. "A Novel Test for the Presence of Local Explosive Dynamics," Tinbergen Institute Discussion Papers 24-036/III, Tinbergen Institute.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2024.
"Addressing COVID-19 Outliers in BVARs with Stochastic Volatility,"
The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1403-1417, September.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers 21-02R, Federal Reserve Bank of Cleveland, revised 09 Aug 2021.
- Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers 15964, C.E.P.R. Discussion Papers.
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2022. "Addressing COVID-19 outliers in BVARs with stochastic volatility," Discussion Papers 13/2022, Deutsche Bundesbank.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2023.
"On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs,"
Keio-IES Discussion Paper Series
2023-016, Institute for Economics Studies, Keio University.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," Working Papers on Central Bank Communication 052, University of Tokyo, Graduate School of Economics.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," CARF F-Series CARF-F-591, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2023. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," IMES Discussion Paper Series 23-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- LOMADZE, Davit & BERISHVILI, Vakhtang, 2024. "The Impact Of Sovereign Credit Ratings On Interest Rates In Emerging Economies – Case From Georgia," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 12(1), pages 115-125, October.
- Petar Ivanov, 2024. "Detecting Housing Bubbles Through the Assessment of House Price Deviations in Bulgaria," Stroitelno predpriemachestvo i nedvizhima sobstvenost = Construction Entrepreneurship and Real Property, University of Economics Varna, issue 2, pages 40-53.
- Boysen-Hogrefe Jens & Groll Dominik, 2024. "Konjunkturschlaglicht: Auswirkungen des Haushaltsurteils," Wirtschaftsdienst, Sciendo, vol. 104(1), pages 67-68, January.
- James Mitchell & Aubrey Poon & Dan Zhu, 2024.
"Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 790-812, August.
- James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
- Peter McAdam & Anders Warne, 2024.
"Density forecast combinations: The real‐time dimension,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1153-1172, August.
- McAdam, Peter & Warne, Anders, 2020. "Density forecast combinations: the real-time dimension," Working Paper Series 2378, European Central Bank.
- Jiawen Luo & Tony Klein & Thomas Walther & Qiang Ji, 2024.
"Forecasting realized volatility of crude oil futures prices based on machine learning,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1422-1446, August.
- Luo, Jiawen & Klein, Tony & Walther, Thomas & Ji, Qiang, 2021. "Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning," QBS Working Paper Series 2021/04, Queen's University Belfast, Queen's Business School.
- Pablo Pincheira Brown & Nicolás Hardy, 2024.
"Correlation‐based tests of predictability,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1835-1858, September.
- Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2024.
"Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1099-1127, August.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," Working Papers 20-02R, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
- Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," CEPR Discussion Papers 17512, C.E.P.R. Discussion Papers.
- Nguyen Anh Phong & Phan Huy Tam & Nguyen Thanh Tung, 2024. "Identifying Fraud Financial Reports Based on Signs of Income Management Using Machine Learning Technology: The Case of Listed Companies in Vietnam," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 15(02), pages 1-16, June.
- Yushan Hu & Penglong Zhang, 2024. "Performance Of China’S Core Inflation Measures For Monetary Policy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(07), pages 2207-2234, December.
- Fungáčová, Zuzana & Kerola, Eeva & Weill, Laurent, 2024. "European banks are not immune to national elections," BOFIT Discussion Papers 4/2024, Bank of Finland Institute for Emerging Economies (BOFIT).
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022.
"Constructing Fan Charts from the Ragged Edge of SPF Forecasts,"
Working Papers
22-36, Federal Reserve Bank of Cleveland.
- Clark, Todd E. & Ganics, Gergely & Mertens, Elmar, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Discussion Papers 38/2024, Deutsche Bundesbank.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36R, Federal Reserve Bank of Cleveland.
- Schnorrenberger, Richard & Schwind, Patrick & Wieland, Elisabeth, 2024. "Forecasting HICP package holidays with forward-looking booking data," Technical Papers 04/2024, Deutsche Bundesbank.
- Herbst, Tobias & Plaasch, Jannick & Stammwitz, Florian, 2024. "A price-at-risk approach for the German commercial real estate market," Technical Papers 08/2024, Deutsche Bundesbank.
- Schult, Christoph, 2024. "Is risk the fuel of the business cycle? Financial frictions and oil market disturbances," IWH Discussion Papers 4/2024, Halle Institute for Economic Research (IWH).
- Heinisch, Katja, 2024. "Step by step - A quarterly evaluation of EU Commission's GDP forecasts," IWH Discussion Papers 22/2024, Halle Institute for Economic Research (IWH).
- Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Sardone, Alessandro & Schult, Christoph & Zeddies, Götz, 2024. "Mittelfristige Projektion der gesamtwirtschaftlichen Entwicklung und Szenarien für die Erreichung der gesetzlichen Emissionsziele," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 12(4), pages 170-187.
- Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2022.
"Conditional density forecasting: a tempered importance sampling approach,"
Working Paper Series
2754, European Central Bank.
- Wolf, Elias & Montes-Galdón, Carlos & Paredes, Joan, 2024. "Conditional density forecasting: a tempered importance sampling approach," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302442, Verein für Socialpolitik / German Economic Association.
2023
- Jacek Kotłowski, 2023. "The role of central bank forecasts in uncertain times," NBP Working Papers 363, Narodowy Bank Polski.
- Fernández-Villaverde, Jesús & Hull, Isaiah, 2023.
"Dynamic Programming on a Quantum Annealer: Solving the RBC Model,"
CEPR Discussion Papers
18190, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Isaiah J. Hull, 2023. "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," NBER Working Papers 31326, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Isaiah Hull, 2023. "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," CESifo Working Paper Series 10500, CESifo.
- Jes'us Fern'andez-Villaverde & Isaiah Hull, 2023. "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," Papers 2306.04285, arXiv.org.
- Menzie Chinn & Baptiste Meunier & Sebastian Stumpner, 2023.
"Nowcasting World Trade with Machine Learning: a Three-Step Approach,"
Working papers
917, Banque de France.
- Menzie D. Chinn & Baptiste Meunier & Sebastian Stumpner, 2023. "Nowcasting World Trade with Machine Learning: a Three-Step Approach," NBER Working Papers 31419, National Bureau of Economic Research, Inc.
- Chinn, Menzie D. & Meunier, Baptiste & Stumpner, Sebastian, 2023. "Nowcasting world trade with machine learning: a three-step approach," Working Paper Series 2836, European Central Bank.
- Zigang Li & Stijn Van Nieuwerburgh & Wang Renxuan, 2023. "Understanding Rationality and Disagreement in House Price Expectations," NBER Working Papers 31516, National Bureau of Economic Research, Inc.
- Luca Gemmi & Rosen Valchev, 2023. "Biased Surveys," NBER Working Papers 31607, National Bureau of Economic Research, Inc.
- Hengjie Ai & Ravi Bansal & Hongye Guo, 2023. "Macroeconomic Announcement Premium," NBER Working Papers 31923, National Bureau of Economic Research, Inc.
- Irina-Stefana Cibotariu, 2023. "Methods of Measuring and Analyzing Inflation and Its Effect on Economic Growth," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 36-45, December.
- John O’Trakoun, 2023.
"An alternative measure of core inflation: the Trimmed Persistence PCE price index,"
Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 58(4), pages 205-223, October.
- John O'Trakoun, 2023. "An Alternative Measure of Core Inflation: The Trimmed Persistence PCE Price Index," Working Paper 23-10, Federal Reserve Bank of Richmond.
- Massimo Ferrari Minesso & Laura Lebastard & Helena Mezo, 2023.
"Text-Based Recession Probabilities,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 415-438, June.
- Le Mezo, Helena & Ferrari Minesso, Massimo, 2021. "Text-based recession probabilities," Working Paper Series 2516, European Central Bank.
- Kumar, Anshul, 2023. "A basic two-sector new Keynesian DSGE model of the Indian economy," MPRA Paper 115863, University Library of Munich, Germany.
- Sinem Kilic Celik & M. Ayhan Kose & Franziska Ohnsorge & F. Ulrich Ruch, 2023.
"Potential Growth: A Global Database,"
CAMA Working Papers
2023-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kilic Celik, Sinem & Kose, Ayhan M. & Ohnsorge, Franziska & Ruch, Franz, 2023. "Potential Growth: A Global Database," MPRA Paper 116902, University Library of Munich, Germany.
- Sinem Kilic Celik & M. Ayhan Kose & Franziska Ohnsorge & F. Ulrich Ruch, 2023. "Potential Growth: A Global Database," Koç University-TUSIAD Economic Research Forum Working Papers 2302, Koc University-TUSIAD Economic Research Forum.
- Kilic Celik, Sinem & Kose, M. Ayhan & Ohnsorge, Franziska & Ruch, Franz, 2023. "Potential Growth: A Global Database," CEPR Discussion Papers 18061, C.E.P.R. Discussion Papers.
- Sinem Kilic Celik & M. Ayhan Kose & Franziska Ohnsorge, 2023.
"Potential Growth Prospects: Risks, Rewards and Policies,"
CAMA Working Papers
2023-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kilic Celic, Sinem & Kose, M. Ayhan & Ohnsorge, Franziska, 2023. "Potential Growth Prospects: Risks, Rewards, and Policies," MPRA Paper 116905, University Library of Munich, Germany.
- Sinem Kilic Celik & M. Ayhan Kose & Franziska Ohnsorge, 2023. "Potential Growth Prospects: Risks, Rewards, and Policies," Koç University-TUSIAD Economic Research Forum Working Papers 2303, Koc University-TUSIAD Economic Research Forum.
- Kilic Celik, Sinem & Kose, M. Ayhan & Ohnsorge, Franziska, 2023. "Potential Growth Prospects: Risks, Rewards, and Policies," CEPR Discussion Papers 18062, C.E.P.R. Discussion Papers.
- Kilic Celik,Sinem & Kose,Ayhan & Ohnsorge,Franziska Lieselotte, 2023. "Potential Growth Prospects : Risks, Rewards, and Policies," Policy Research Working Paper Series 10355, The World Bank.
- Medina, Juan Pablo & Toni, Emiliano & Valdes, Rodrigo, 2023. "The Art and Science of Monetary and Fiscal Policies in Chile," MPRA Paper 117198, University Library of Munich, Germany, revised 28 Apr 2023.
- M. Ayhan Kose & Franziska Ohnsorge, 2023.
"Slowing Growth: More Than a Rough Patch,"
CAMA Working Papers
2023-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose, M. Ayhan & Ohnsorge, Franziska, 2023. "Slowing Growth: More than a rough Patch," MPRA Paper 117327, University Library of Munich, Germany.
- Kose, M. Ayhan & Ohnsorge, Franziska, 2023. "Slowing Growth: More Than a Rough Patch," CEPR Discussion Papers 18226, C.E.P.R. Discussion Papers.
- M. Ayhan Kose & Franziska Ohnsorge, 2023. "Slowing Growth: More Than a Rough Patch," Koç University-TUSIAD Economic Research Forum Working Papers 2304, Koc University-TUSIAD Economic Research Forum.
- Saccal, Alessandro, 2023. "A role for confidence: volition regimes and news," MPRA Paper 117484, University Library of Munich, Germany.
- Frank, Luis, 2023. "Revisión del traslado a precios de la devaluación del tipo de cambio oficial durante el per\'iodo 2017-2023 en Argentina [Review of the devaluation of the official exchange rate pass-through to pri," MPRA Paper 117904, University Library of Munich, Germany.
- Victor Olkhov, 2023.
"Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions,"
Papers
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"How can technology significantly contribute to climate change mitigation?,"
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"Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts,"
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"Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach,"
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"ROC and PRC Approaches to Evaluate Recession Forecasts,"
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- Berger, Helge & Karlsson, Sune & Österholm, Pär, 2023. "A Note of Caution on the Relation between Money Growth and Inflation," Working Papers 2023:9, Örebro University, School of Business.
- KANO, Takashi, 2023. "Posterior Inferences on Incomplete Structural Models : The Minimal Econometric Interpretation," Discussion paper series HIAS-E-128, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- NAKAJIMA, Jouchi & 中島, 上智, 2023. "Estimation of firms' inflation expectations using the survey DI," Discussion paper series HIAS-E-131, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- 中島, 上智 & ナカジマ, ジョウチ, 2023. "短観diを用いた企業のインフレ予想の推計," Discussion Paper Series 744, Institute of Economic Research, Hitotsubashi University.
- NAKAJIMA, Jouchi, 2023. "Estimation of firms' inflation expectations using the survey DI," Discussion Paper Series 749, Institute of Economic Research, Hitotsubashi University.
- Olivier J. Blanchard & Ben S. Bernanke, 2023.
"What Caused the US Pandemic-Era Inflation?,"
NBER Working Papers
31417, National Bureau of Economic Research, Inc.
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- Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2023.
"Container Trade and the U.S. Recovery,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 417-450, March.
- Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2021. "Container Trade and the U.S. Recovery," Working Papers 2108, Federal Reserve Bank of Dallas.
- Kilian, Lutz & Nikos, Nomikos & Zhou, Xiaoqing, 2021. "Container Trade and the U.S. Recovery," CEPR Discussion Papers 16277, C.E.P.R. Discussion Papers.
- Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2021. "Container Trade and the U.S. Recovery," CESifo Working Paper Series 9154, CESifo.
- Kilian, Lutz & Nomikos, Nikos K. & Zhou, Xiaoqing, 2021. "Container trade and the U.S. recovery," CFS Working Paper Series 659, Center for Financial Studies (CFS).
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2023.
"On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs,"
Keio-IES Discussion Paper Series
2023-016, Institute for Economics Studies, Keio University.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," Working Papers on Central Bank Communication 052, University of Tokyo, Graduate School of Economics.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," CARF F-Series CARF-F-591, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2023. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," IMES Discussion Paper Series 23-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2023.
"Understanding post-COVID inflation dynamics,"
Journal of Monetary Economics, Elsevier, vol. 140(S), pages 101-118.
- Martin Harding & Jesper Lindé & Mathias Trabandt, 2022. "Understanding Post-COVID Inflation Dynamics," Staff Working Papers 22-50, Bank of Canada.
- Martin Harding & Jesper Lindé & Mathias Trabandt, 2023. "Understanding Post-COVID Inflation Dynamics," IMF Working Papers 2023/010, International Monetary Fund.
- Martín Harding & Jesper Lindé & Mathias Trabandt, 2023. "Understanding post-Covid inflation dynamics," BIS Working Papers 1077, Bank for International Settlements.
- Helge Berger & Sune Karlsson & Pär Österholm, 2023.
"A note of caution on the relation between money growth and inflation,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 70(5), pages 479-496, November.
- Berger, Helge & Karlsson, Sune & Österholm, Pär, 2023. "A Note of Caution on the Relation between Money Growth and Inflation," Working Papers 2023:9, Örebro University, School of Business.
- Mr. Helge Berger & Sune Karlsson & Pär Österholm, 2023. "A Note of Caution on the Relation Between Money Growth and Inflation," IMF Working Papers 2023/137, International Monetary Fund.
- Josué Alan Cantú Esquivel & Humberto Rios Bolivar & Ana Lorena Jiménez Preciado, 2023. "Causalidad y acoplamiento cíclico entre variables macroeconómicas en la conformación de crisis financieras," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(1), pages 1-28, Enero - M.
- Marc Burri, 2023. "Do daily lead texts help nowcasting GDP growth?," IRENE Working Papers 23-02, IRENE Institute of Economic Research.
- Siddhartha Chib & Minchul Shin & Fei Tan, 2023.
"DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors,"
Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 69-111, January.
- Siddhartha Chib & Minchul Shin & Fei Tan, 2021. "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Working Papers 21-02, Federal Reserve Bank of Philadelphia.
- Klaus Weyerstrass & Rijad Kovac, 2023. "Fiscal policies in the Federation of Bosnia and Herzegovina: are spending or revenue measures more effective?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(1), pages 173-206, February.
- Klaus Weyerstrass & Dmitri Blueschke & Reinhard Neck & Miroslav Verbič, 2023. "Dealing with the COVID-19 pandemic in Slovenia: simulations with a macroeconometric model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(4), pages 853-881, November.
- Dongchul Cho & Wankeun Oh, 2023. "Predictive Abilities of Inflation Expectations and Implications on Monetary Policy in Korea," Korean Economic Review, Korean Economic Association, vol. 39, pages 257-276.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2023.
"On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs,"
IMES Discussion Paper Series
23-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," CARF F-Series CARF-F-591, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2023. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," Keio-IES Discussion Paper Series 2023-016, Institute for Economics Studies, Keio University.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," Working Papers on Central Bank Communication 052, University of Tokyo, Graduate School of Economics.
- Sinem Kilic Celik & M. Ayhan Kose & Franziska Ohnsorge & F. Ulrich Ruch, 2023.
"Potential Growth: A Global Database,"
CAMA Working Papers
2023-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sinem Kilic Celik & M. Ayhan Kose & Franziska Ohnsorge & F. Ulrich Ruch, 2023. "Potential Growth: A Global Database," Koç University-TUSIAD Economic Research Forum Working Papers 2302, Koc University-TUSIAD Economic Research Forum.
- Kilic Celik, Sinem & Kose, Ayhan M. & Ohnsorge, Franziska & Ruch, Franz, 2023. "Potential Growth: A Global Database," MPRA Paper 116902, University Library of Munich, Germany.
- Kilic Celik, Sinem & Kose, M. Ayhan & Ohnsorge, Franziska & Ruch, Franz, 2023. "Potential Growth: A Global Database," CEPR Discussion Papers 18061, C.E.P.R. Discussion Papers.
- Sinem Kilic Celik & M. Ayhan Kose & Franziska Ohnsorge, 2023.
"Potential Growth Prospects: Risks, Rewards and Policies,"
CAMA Working Papers
2023-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sinem Kilic Celik & M. Ayhan Kose & Franziska Ohnsorge, 2023. "Potential Growth Prospects: Risks, Rewards, and Policies," Koç University-TUSIAD Economic Research Forum Working Papers 2303, Koc University-TUSIAD Economic Research Forum.
- Kilic Celik, Sinem & Kose, M. Ayhan & Ohnsorge, Franziska, 2023. "Potential Growth Prospects: Risks, Rewards, and Policies," CEPR Discussion Papers 18062, C.E.P.R. Discussion Papers.
- Kilic Celic, Sinem & Kose, M. Ayhan & Ohnsorge, Franziska, 2023. "Potential Growth Prospects: Risks, Rewards, and Policies," MPRA Paper 116905, University Library of Munich, Germany.
- Kilic Celik,Sinem & Kose,Ayhan & Ohnsorge,Franziska Lieselotte, 2023. "Potential Growth Prospects : Risks, Rewards, and Policies," Policy Research Working Paper Series 10355, The World Bank.
- M. Ayhan Kose & Franziska Ohnsorge, 2023.
"Slowing Growth: More Than a Rough Patch,"
CAMA Working Papers
2023-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- M. Ayhan Kose & Franziska Ohnsorge, 2023. "Slowing Growth: More Than a Rough Patch," Koç University-TUSIAD Economic Research Forum Working Papers 2304, Koc University-TUSIAD Economic Research Forum.
- Kose, M. Ayhan & Ohnsorge, Franziska, 2023. "Slowing Growth: More Than a Rough Patch," CEPR Discussion Papers 18226, C.E.P.R. Discussion Papers.
- Kose, M. Ayhan & Ohnsorge, Franziska, 2023. "Slowing Growth: More than a rough Patch," MPRA Paper 117327, University Library of Munich, Germany.
- Klaus Abberger & Yngve Abrahamsen & Marc Anderes & Maurizio Daniele & Michael Graff & Philipp Kronenberg & Isabel Martinez & Heiner Mikosch & Nina Mühlebach & Tim Reinicke & Samad Sarferaz & Pascal Se, 2023. "Konjunkturanalyse: Prognose 2023 / 2024. Milder Winter dämpft Rezessionsängste," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 17(1), pages 1-60, March.
- Klaus Abberger & Yngve Abrahamsen & Marc Anderes & Maurizio Daniele & Thomas Domjahn & Michael Graff & Philipp Kronenberg & Isabel Martinez & Heiner Mikosch & Nina Mühlebach & Alexis Perakis & Tim Rei, 2023. "Konjunkturanalyse: Prognose 2023 / 2024. Starke Beschäftigung trifft auf stockende Wirtschaft," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 17(2), pages 1-26, June.
- Jan-Egbert Sturm & Alexander Rathke & Klaus Abberger & Maurizio Daniele & Michael Graff & Philipp Kronenberg & Isabel Martinez & Heiner Mikosch & Nina Mühlebach & Alexis Perakis & Tim Reinicke & Samad, 2023. "Konjunkturanalyse: Prognose 2024 / 2025. Schweizer Konjunktur: Binnenwirtschaft stützt – Aussenhandel schwächelt," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 17(3), pages 1-70, September.
- Moira Ohaco, 2023. "Registración del servicio doméstico: Evaluación de impacto de una política de difusión dirigida a empleadores," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 69, pages 86-121, January-D.
- Aguirre, Idoia & Casares, Miguel, 2024.
"The post-COVID inflation episode,"
Economic Modelling, Elsevier, vol. 139(C).
- Idoia Aguirre & Miguel Casares, 2023. "The post-covid inflation episode," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 2301, Departamento de Economía - Universidad Pública de Navarra.
- Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg, 2023. "Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets," Working Paper Research 433, National Bank of Belgium.
- Jakub Rybacki & Michał Gniazdowski, 2023. "Macroeconomic forecasting in Poland: lessons from the external shocks," Bank i Kredyt, Narodowy Bank Polski, vol. 54(1), pages 45-64.
2022
- Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2022.
"Belief Distortions and Macroeconomic Fluctuations,"
American Economic Review, American Economic Association, vol. 112(7), pages 2269-2315, July.
- Bianchi, Francesco & Ludvigson, Sydney & Ma, Sai, 2020. "Belief Distortions and Macroeconomic Fluctuations," CEPR Discussion Papers 15003, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2020. "Belief Distortions and Macroeconomic Fluctuations," NBER Working Papers 27406, National Bureau of Economic Research, Inc.
- Michael Weber & Francesco D'Acunto & Yuriy Gorodnichenko & Olivier Coibion, 2022.
"The Subjective Inflation Expectations of Households and Firms: Measurement, Determinants, and Implications,"
Journal of Economic Perspectives, American Economic Association, vol. 36(3), pages 157-184, Summer.
- Weber, Michael & D’Acunto, Francesco & Gorodnichenko, Yuriy & Coibion, Olivier, 2022. "The Subjective Inflation Expectations of Households and Firms: Measurement, Determinants, and Implications," IZA Discussion Papers 15391, Institute of Labor Economics (IZA).
- Weber, Michael & D'Acunto, Francesco & Gorodnichenko, Yuriy & Coibion, Olivier, 2022. "The Subjective Inflation Expectations of Households and Firms: Measurement, Determinants, and Implications," CEPR Discussion Papers 17406, C.E.P.R. Discussion Papers.
- Michael Weber & Francesco D’Acunto & Yuriy Gorodnichenko & Olivier Coibion, 2022. "The Subjective Inflation Expectations of Households and Firms: Measurement, Determinants, and Implications," NBER Working Papers 30046, National Bureau of Economic Research, Inc.
- VinÃcius Naves Andrade & João Gonçalves Silva Muntaser & Thiago Alberto dos Reis Prado, 2022. "Influência de variáveis macroeconômicas no preço das ações do setor financeiro da b3," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 19(1), pages 170-190, january-j.
- Romani, Ilenia & Galeotti, Marzio & Lanza, Alessandro, 2022. "Besides promising economic growth, will the Italian NRRP also produce fewer emissions?," FEEM Working Papers 319781, Fondazione Eni Enrico Mattei (FEEM).
- Hasse, Jean-Baptiste & Lajaunie, Quentin, 2022.
"Does the yield curve signal recessions? New evidence from an international panel data analysis,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 9-22.
- Jean-Baptiste Hasse & Quentin Lajaunie, 2020. "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," AMSE Working Papers 2013, Aix-Marseille School of Economics, France.
- Hasse, Jean-Baptiste & Lajaunie, Quentin, 2022. "Does the yield curve signal recessions? New evidence from an international panel data analysis," LIDAM Reprints LFIN 2022004, Université catholique de Louvain, Louvain Finance (LFIN).
- Jean-Baptiste Hasse & Quentin Lajaunie, 2022. "Does the yield curve signal recessions? New evidence from an international panel data analysis," Post-Print hal-03740235, HAL.
- Nuno Goncalves, 2022. "Most probable or more prudent? Analysing CFP's macroeconomic projections, 2015-2019," CFP Occasional Papers 02/2022, Portuguese Public Finance Council.
- Ержан Ислам // Yerzhan Islam & Сейдахметов Ансар // Seidakhmetov Ansar, 2022. "Динамическая факторная модель инфляции для Казахстана // Dynamic Factor Model of Inflation for Kazakhstan," Working Papers #2022-4, National Bank of Kazakhstan.
- Emilie Jasova & Bozena Kaderabkova, 2022. "The effectiveness of government measures in the first wave of Covid-19 pandemic," International Journal of Economic Sciences, European Research Center, vol. 11(1), pages 19-36, April.
- Joshua C. C. Chan, 2023.
"Large Hybrid Time-Varying Parameter VARs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 890-905, July.
- Joshua C.C. Chan, 2019. "Large hybrid time-varying parameter VARs," CAMA Working Papers 2019-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C. C. Chan, 2022. "Large Hybrid Time-Varying Parameter VARs," Papers 2201.07303, arXiv.org, revised Jun 2022.
- Olkhov, Victor, 2022.
"Market-Based Price Autocorrelation,"
MPRA Paper
120288, University Library of Munich, Germany, revised 26 Feb 2024.
- Victor Olkhov, 2022. "Market-Based Price Autocorrelation," Papers 2202.09323, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
113096, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Dec 2024.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Emanuel Kohlscheen, 2021.
"What does machine learning say about the drivers of inflation?,"
BIS Working Papers
980, Bank for International Settlements.
- Emanuel Kohlscheen, 2022. "What does machine learning say about the drivers of inflation?," Papers 2208.14653, arXiv.org, revised Jan 2023.
- James T. E. Chapman & Ajit Desai, 2023.
"Macroeconomic Predictions Using Payments Data and Machine Learning,"
Forecasting, MDPI, vol. 5(4), pages 1-32, November.
- James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
- James T. E. Chapman & Ajit Desai, 2022. "Macroeconomic Predictions using Payments Data and Machine Learning," Papers 2209.00948, arXiv.org.
- Dimitris Korobilis & Maximilian Schroder, 2022.
"Probabilistic Quantile Factor Analysis,"
Papers
2212.10301, arXiv.org, revised Aug 2024.
- Dimitris Korobilis & Maximilian Schröder, 2023. "Probabilistic Quantile Factor Analysis," Working Papers No 05/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hematy, Maryam, 2022. "Comparative Study of Phillips Curve under Dual-stickiness Model Considering Heterogeneity in Iran\'s Economy (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 27(3), pages 27-74, December.
- Alok Kumar Mishra & Aruna Kumar Dash, 2022. "Connecting the Carbon Ecological Footprint, Economic Globalization, Population Density, Financial Sector Development, and Economic Growth of Five South Asian Countries," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 3(2), pages 1-6.
- Lachezar Borisov, 2022. "Consumer Confidence And Real Economic Growth In The Eurozone," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 8(3).
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"The demand and supply of information about inflation,"
CIRANO Working Papers
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- James T. E. Chapman & Ajit Desai, 2023.
"Macroeconomic Predictions Using Payments Data and Machine Learning,"
Forecasting, MDPI, vol. 5(4), pages 1-32, November.
- James T. E. Chapman & Ajit Desai, 2022. "Macroeconomic Predictions using Payments Data and Machine Learning," Papers 2209.00948, arXiv.org.
- James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2023.
"Understanding post-COVID inflation dynamics,"
Journal of Monetary Economics, Elsevier, vol. 140(S), pages 101-118.
- Martin Harding & Jesper Lindé & Mathias Trabandt, 2022. "Understanding Post-COVID Inflation Dynamics," Staff Working Papers 22-50, Bank of Canada.
- Martín Harding & Jesper Lindé & Mathias Trabandt, 2023. "Understanding post-Covid inflation dynamics," BIS Working Papers 1077, Bank for International Settlements.
- Martin Harding & Jesper Lindé & Mathias Trabandt, 2023. "Understanding Post-COVID Inflation Dynamics," IMF Working Papers 2023/010, International Monetary Fund.
- Vivian Chu & Yang Zhang, 2022. "Harnessing the benefit of state-contingent forward guidance," Staff Analytical Notes 2022-13, Bank of Canada.
- Andisheh (Andy) Danaee & Harsimran Grewal & Brad Howell & Guillaume Ouellet Leblanc & Xuezhi Liu & Xiangjin Shen & Mayur Patel, 2022. "How well can large banks in Canada withstand a severe economic downturn?," Staff Analytical Notes 2022-6, Bank of Canada.
- Emilio Blanco & Fiorella Dogliolo & Lorena Garegnani, 2022. "Nowcasting during the Pandemic: Lessons from Argentina," BCRA Working Paper Series 202299, Central Bank of Argentina, Economic Research Department.
- Paolo Pasimeni, 2022.
"Supply or Demand, that is the Question: Decomposing Euro Area Inflation,"
Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(6), pages 384-393, November.
- Pasimeni, Paolo, 2022. "Supply, or Demand, that is the Question: Decomposing Euro Area Inflation," Single Market Economics Papers WP2022/2, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
- Diakonova, Marina & Molina, Luis & Mueller, Hannes & Pérez, Javier J. & Rauh, Christopher, 2024.
"The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(4).
- Marina Diakonova & Luis Molina & Hannes Mueller & Javier J. Pérez & Cristopher Rauh, 2022. "The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting," Working Papers 2232, Banco de España.
- Diakonova, M. & Molina, L. & Mueller, H. & Pérez, J. J. & Rauh, C., 2024. "The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting," Cambridge Working Papers in Economics 2418, Faculty of Economics, University of Cambridge.
- Diakonova, M. & Molina, L. & Mueller, H. & Pérez, J. J. & Rauh, C., 2024. "The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting," Janeway Institute Working Papers 2413, Faculty of Economics, University of Cambridge.
- Luis J. Álvarez & Florens Odendahl, 2022. "Data outliers and Bayesian VARs in the Euro Area," Working Papers 2239, Banco de España.
- Diakonova, Marina & Ghirelli, Corinna & Molina, Luis & Pérez, Javier J., 2023.
"The economic impact of conflict-related and policy uncertainty shocks: The case of Russia,"
International Economics, Elsevier, vol. 174(C), pages 69-90.
- Marina Diakonova & Corinna Ghirelli & Javier J. Pérez & Luis Molina, 2022. "The economic impact of conflict-related and policy uncertainty shocks: the case of Russia," Working Papers 2242, Banco de España.
- Gergely Ganics & María Rodríguez-Moreno, 2022. "A house price-at-risk model to monitor the downside risk for the spanish housing market," Working Papers 2244, Banco de España.
- María Alejandra Hernández-Montes & Ramón Hernández-Ortega & Jonathan Alexander Muñoz-Martínez, 2022. "Aporte de las expectativas de empresarios al pronóstico de las variables macroeconómicas," Borradores de Economia 1202, Banco de la Republica de Colombia.
- Youssef Ulgazi & Paul Vertier, 2022. "Forecasting Inflation in France: an Update of MAPI," Working papers 869, Banque de France.
- Aldama Pierre & Gaulier Guillaume & Lemoine Matthieu & Robert Pierre-Antoine & Turunen Harri & Zhutova Anastasia, 2022. "The EA-BDF Model and Government Spending Multipliers in a Monetary Union," Working papers 883, Banque de France.
- Virginia Sánchez-Marcos & Francesc Obiols-Homs, 2022. "Labor Force Participation, Wages and Turbulence," Working Papers 1347, Barcelona School of Economics.
- Christopher S Sutherland, 2022. "Forward guidance and expectation formation: A narrative approach," BIS Working Papers 1024, Bank for International Settlements.
- Aikman, David & Drehmann, Mathias & Juselius, Mikael & Xing, Xiaochuan, 2022.
"The scarring effects of deep contractions,"
Bank of Finland Research Discussion Papers
12/2022, Bank of Finland.
- David Aikman & Mathias Drehmann & Mikael Juselius & Xiaochuan Xing, 2022. "The scarring effects of deep contractions," BIS Working Papers 1043, Bank for International Settlements.
- Londhe Sanket Tanaji & Palwe Sushila, 2022. "Customer-Centric Sales Forecasting Model: RFM-ARIMA Approach," Business Systems Research, Sciendo, vol. 13(1), pages 35-45, June.
- Sergey Ivashchenko, 2022. "Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 46-72, March.
- Urmat Dzhunkeev, 2022. "Forecasting Unemployment in Russia Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 73-87, March.
- Patricia Carballo, 2022. "Política monetaria y formación de expectativas en un modelo neokeynesiano," Documentos de trabajo 2022001, Banco Central del Uruguay.
- Santiago Etchegaray Alvarez, 2022. "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo 2022004, Banco Central del Uruguay.
- Andrea Barón & José Mourelle & Gabriela Romaniello & Esteban Tisnés, 2022. "Modelo macroeconométrico de estimación trimestral para la economía uruguaya. Desarrollos recientes," Documentos de trabajo 2022006, Banco Central del Uruguay.
- Kazeem O. Isah & Abdulkader C. Mahomedy & Elias A. Udeaja & Ojo J. Adelakun & Yusuf Yakubu & Danmecca Musa, 2022. "Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 329-348, September.
- Brian Adams & Lara Loewenstein & Hugh Montag & Randal Verbrugge, 2024.
"Disentangling Rent Index Differences: Data, Methods, and Scope,"
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"Testing big data in a big crisis: Nowcasting under Covid-19,"
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"Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework,"
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"From Low to High Inflation: Implications for Emerging Market and Developing Economies,"
MPRA Paper
112596, University Library of Munich, Germany.
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"Is a Global Recession Imminent?,"
MPRA Paper
114627, University Library of Munich, Germany.
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"The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach,"
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"Besides promising economic growth, will the Italian NRRP also produce fewer emissions,"
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"What can stockouts tell us about inflation? Evidence from online micro data,"
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"Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method,"
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"Comparing Past and Present Inflation [Supply and demand in disaggregated Keynesian economies with an application to the covid-19 crisis],"
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"Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model,"
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"Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts,"
MPRA Paper
114325, University Library of Munich, Germany.
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"The Coming Rise in Residential Inflation [The repeat rent index],"
Review of Finance, European Finance Association, vol. 26(5), pages 1051-1072.
- Marijn A. Bolhuis & Judd N. L. Cramer & Lawrence H. Summers, 2022. "The Coming Rise in Residential Inflation," NBER Working Papers 29795, National Bureau of Economic Research, Inc.
- Marijn A Bolhuis & Judd N L Cramer & Lawrence H Summers, 2022.
"Comparing Past and Present Inflation [Supply and demand in disaggregated Keynesian economies with an application to the covid-19 crisis],"
Review of Finance, European Finance Association, vol. 26(5), pages 1073-1100.
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"Low Inflation Bends the Phillips Curve around the World,"
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"Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
202203, University of Kansas, Department of Economics.
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"Correlation‐based tests of predictability,"
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"From Low to High Inflation: Implications for Emerging Market and Developing Economies,"
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- Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022.
"Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
541, National Institute of Economic and Social Research.
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"Is a Global Recession Imminent?,"
CEPR Discussion Papers
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"The Market-Based Asset Price Probability,"
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113096, University Library of Munich, Germany.
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"Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts,"
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"Do Local Forecasters Have Better Information?,"
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"Market-Based Price Autocorrelation,"
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"Real-time forecast of DSGE models with time-varying volatility in GARCH form,"
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"Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models,"
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"Modelo de Proyección Trimestral: Una Actualización Hasta 2019,"
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"Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts,"
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- Vedev, Alexey (Ведев, Алексей) & Silchuk, Aleksandra (Сильчук, Александра) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022. "Analysis Of The Efficiency Of Industry Support Measures During The Coronavirus Pandemic And Their Contribution To The Recovery Of Economic Activity In Russia [Анализ Эффективности Отраслевых Мер По," Working Papers w20220298, Russian Presidential Academy of National Economy and Public Administration.
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"Regional Resilience in China: The Response of the Provinces to the Growth Slowdown,"
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"Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression,"
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"COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic,"
Digital Finance, Springer, vol. 4(1), pages 17-61, March.
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- Charl Maree & Christian W. Omlin, 2022. "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, vol. 4(2), pages 241-262, September.
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"Macroeconometric forecasting using a cluster of dynamic factor models,"
Empirical Economics, Springer, vol. 63(1), pages 43-91, July.
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"Supply or Demand, that is the Question: Decomposing Euro Area Inflation,"
Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(6), pages 384-393, November.
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"Calibration and validation of macroeconomic simulation models by statistical causal search,"
Journal of Economic Behavior & Organization, Elsevier, vol. 228(C).
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- Tereza Matasová & Marek Vochozka & Zuzana Rowland, 2022. "Alternative costs of equity of coal mining companies taking into account a context of the Russian Invasion into Ukraine," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(2), pages 394-407, December.
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"Business-cycle reports and the efficiency of macroeconomic forecasts for Germany,"
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"How do world commodity prices affect Asian commodity exporting economies? The role of financial frictions,"
Applied Economics Letters, Taylor & Francis Journals, vol. 29(1), pages 84-90, January.
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"Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter,"
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"Why Has the U.S. Economy Stagnated since the Great Recession?,"
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"A boosted HP filter for business cycle analysis:evidence from New Zealand's small open economy,"
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"Is a Global Recession Imminent?,"
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- Justin Damien Guénette & M. Ayhan Kose & Naotaka Sugawara, 2022. "Is a Global Recession Imminent?," CAMA Working Papers 2022-55, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Guénette, Justin Damien & Kose, M. Ayhan & Sugawara, Naotaka, 2022. "Is a Global Recession Imminent?," CEPR Discussion Papers 17566, C.E.P.R. Discussion Papers.
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"Long‐term inflation expectations and inflation dynamics,"
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"An automated prior robustness analysis in Bayesian model comparison,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 583-602, April.
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- Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2022.
"The global component of inflation volatility,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 700-721, June.
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- Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco, 2019. "The Global Component of Inflation Volatility," CEPR Discussion Papers 13470, C.E.P.R. Discussion Papers.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022.
"Nowcasting tail risk to economic activity at a weekly frequency,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 843-866, August.
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- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022.
"How is machine learning useful for macroeconomic forecasting?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
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"Time‐varying trend models for forecasting inflation in Australia,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 316-330, March.
- Na Guo & Bo Zhang & Jamie Cross, 2020. "Time-varying trend models for forecasting inflation in Australia," CAMA Working Papers 2020-99, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Bo Zhang & Jamie Cross & Na Guo, 2020. "Time-Varying Trend Models for Forecasting Inflation in Australia," Working Papers No 09/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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"Nowcasting world GDP growth with high‐frequency data,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1181-1200, September.
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"Asymmetric conjugate priors for large Bayesian VARs,"
Quantitative Economics, Econometric Society, vol. 13(3), pages 1145-1169, July.
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- Joshua C. C. Chan, 2021. "Asymmetric Conjugate Priors for Large Bayesian VARs," Papers 2111.07170, arXiv.org.
- Nyholm, Juho & Silvo, Aino, 2022. "A model for predicting Finnish household loan stocks," BoF Economics Review 4/2022, Bank of Finland.
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"The scarring effects of deep contractions,"
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"Addressing COVID-19 Outliers in BVARs with Stochastic Volatility,"
The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1403-1417, September.
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- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2022. "Addressing COVID-19 outliers in BVARs with stochastic volatility," Discussion Papers 13/2022, Deutsche Bundesbank.
- Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar, 2021. "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," CEPR Discussion Papers 15964, C.E.P.R. Discussion Papers.
- Berger, Tino & Ochsner, Christian, 2022. "Robust real-time estimates of the German output gap based on a multivariate trend-cycle decomposition," Discussion Papers 35/2022, Deutsche Bundesbank.
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- Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Sardone, Alessandro & Zeddies, Götz, 2022. "Wirtschaftswachstum, Staatsfinanzen und Treibhausgas-Emissionen in der mittleren Frist," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 10(4), pages 146-151.
- Holtemöller, Oliver & Lindner, Axel & Schult, Christoph, 2022. "Regionale Effekte einer durch einen Lieferstopp für russisches Gas ausgelösten Rezession in Deutschland," IWH Policy Notes 1/2022, Halle Institute for Economic Research (IWH).
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- Shrub, Yuliya & Rieger, Jonas & Müller, Henrik & Jentsch, Carsten, 2022. "Text data rule - don't they? A study on the (additional) information of Handelsblatt data for nowcasting German GDP in comparison to established economic indicators," Ruhr Economic Papers 964, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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"New forecasting methods for an old problem: Predicting 147 years of systemic financial crises,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(1), pages 3-40, January.
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2021
- Van Nieuwerburgh, Stijn & Elenev, Vadim & Landvoigt, Tim & Shultz, Patrick, 2021.
"Can Monetary Policy Create Fiscal Capacity?,"
CEPR Discussion Papers
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"What can stockouts tell us about inflation? Evidence from online micro data,"
Journal of International Economics, Elsevier, vol. 146(C).
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- Alberto Cavallo & Oleksiy Kryvtsov, 2021. "What Can Stockouts Tell Us About Inflation? Evidence from Online Micro Data," Staff Working Papers 21-52, Bank of Canada.
- Alberto Cavallo & Oleksiy Kryvtsov, 2021. "What Can Stockouts Tell Us About Inflation? Evidence from Online Micro Data," NBER Working Papers 29209, National Bureau of Economic Research, Inc.
- Kristin J. Forbes & Joseph E. Gagnon & Christopher G. Collins, 2022.
"Low Inflation Bends the Phillips Curve around the World,"
Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 45(89), pages 52-72.
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- Kristin Forbes & Joseph Gagnon & Christopher G. Collins, 2021. "Low Inflation Bends the Phillips Curve around the World," NBER Working Papers 29323, National Bureau of Economic Research, Inc.
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- Leland Farmer & Emi Nakamura & Jón Steinsson, 2021. "Learning About the Long Run," NBER Working Papers 29495, National Bureau of Economic Research, Inc.
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- Akindinova, N. & Avdeyeva, D. & Kondrashov, N. & Misikhina, S. & Smirnov, S., 2021. "Macroeconomic consequences of the COVID-19 pandemic," Journal of the New Economic Association, New Economic Association, vol. 52(4), pages 239-246.
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"The network origins of aggregate fluctuations: A demand-side approach,"
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"On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia,"
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Empirical Economics, Springer, vol. 60(6), pages 2701-2740, June.
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"A study of financial cycles and the macroeconomy in Taiwan,"
Empirical Economics, Springer, vol. 61(4), pages 1749-1778, October.
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"Forecasting inflation in the euro area: countries matter!,"
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"Predicting the German Economy: Headline Survey Indices Under Test,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(2), pages 215-232, November.
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"Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective,"
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"What does forecaster disagreement tell us about the state of the economy?,"
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"A Medium-Scale Bayesian DSGE Model for Kazakhstan with Incomplete Exchange Rate Pass-Through,"
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"A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance,"
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"Can Machine Learning Catch The Covid-19 Recession?,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 71-109, May.
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- Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2020. "Long-term growth impact of climate change and policies: the Advanced Climate Change Long-term (ACCL) scenario building model," AMSE Working Papers 2007, Aix-Marseille School of Economics, France.
- Claire Alestra & Gilbert Cette & Val rie Chouard & R my Lecat, 2020. "Long-term growth impact of climate change and policies: the Advanced Climate Change Long-term (ACCL) scenario building model," Working papers 759, Banque de France.
- Hasse, Jean-Baptiste & Lajaunie, Quentin, 2022.
"Does the yield curve signal recessions? New evidence from an international panel data analysis,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 9-22.
- Jean-Baptiste Hasse & Quentin Lajaunie, 2020. "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," Working Papers halshs-02549044, HAL.
- Hasse, Jean-Baptiste & Lajaunie, Quentin, 2022. "Does the yield curve signal recessions? New evidence from an international panel data analysis," LIDAM Reprints LFIN 2022004, Université catholique de Louvain, Louvain Finance (LFIN).
- Jean-Baptiste Hasse & Quentin Lajaunie, 2020. "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," AMSE Working Papers 2013, Aix-Marseille School of Economics, France.
- Jean-Baptiste Hasse & Quentin Lajaunie, 2022. "Does the yield curve signal recessions? New evidence from an international panel data analysis," Post-Print hal-03740235, HAL.
- Nurdaulet Abilov & Alisher Tolepbergen & Aizhan Bolatbayeva & Zarina Adilkhanova & Erlan Konebayev & Zhandos Ybrayev, 2020. "An Economic Response to COVID-19," NAC Analytica Staff Notes 1, NAC Analytica, Nazarbayev University, revised Apr 2020.
- Erlan Konebayev, 2023.
"Estimation of a small open economy DSGE model for Kazakhstan,"
Post-Communist Economies, Taylor & Francis Journals, vol. 35(7), pages 670-707, October.
- Erlan Konebayev, 2020. "Estimation of a Small Open Economy DSGE Model for Kazakhstan," NAC Analytica Working Paper 6, NAC Analytica, Nazarbayev University.
- N. Abilov, 2021.
"A Medium-Scale Bayesian DSGE Model for Kazakhstan with Incomplete Exchange Rate Pass-Through,"
International Economic Journal, Taylor & Francis Journals, vol. 35(4), pages 486-522, October.
- Nurdaulet Abilov, 2020. "A medium-scale Bayesian DSGE model for Kazakhstan with incomplete exchange rate pass-through," NAC Analytica Working Paper 7, NAC Analytica, Nazarbayev University, revised Apr 2021.
- Nurdaulet Abilov, 2020. "The role of banking and credit in business cycle fluctuations in Kazakhstan," NAC Analytica Working Paper 8, NAC Analytica, Nazarbayev University, revised Jan 2021.
- Ержан И.С. // Erzhan I.S., 2020. "Использование моделей machine learning при прогнозировании инфляции // Using machine learning models in inflation forecasting," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 39-48.
- Zhantleuova A.K., 2020. "Modeling the Real Effective Exchange Rate of UK on the basis of theory of BEER(behavioral equilibrium exchange rate) using VECM," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 37-47.
- Dimitris Korobilis, 2021.
"High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
- Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
- Laurent Ferrara & Anna Simoni, 2023.
"When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
- Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
- Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
- Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
- Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021.
"Macroeconomic data transformations matter,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Working Papers 20-17, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Mar 2021.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Papers 2008.01714, arXiv.org, revised Mar 2021.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022.
"How is machine learning useful for macroeconomic forecasting?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
- Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023.
"Nowcasting in a pandemic using non-parametric mixed frequency VARs,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 52-69.
- Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers 2008.12706, arXiv.org, revised Dec 2020.
- Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," JRC Working Papers in Economics and Finance 2021-01, Joint Research Centre, European Commission.
- Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series 2510, European Central Bank.
- Mykola Babiak & Jozef Barunik, 2020.
"Deep Learning, Predictability, and Optimal Portfolio Returns,"
CERGE-EI Working Papers
wp677, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Mykola Babiak & Jozef Barunik, 2020. "Deep Learning, Predictability, and Optimal Portfolio Returns," Papers 2009.03394, arXiv.org, revised Jul 2021.
- Kohns, David & Bhattacharjee, Arnab, 2023.
"Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model,"
International Journal of Forecasting, Elsevier, vol. 39(3), pages 1384-1412.
- David Kohns & Arnab Bhattacharjee, 2020. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," Papers 2011.00938, arXiv.org, revised May 2022.
- Bhattacharjee, Arnab & Kohns, David, 2022. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 538, National Institute of Economic and Social Research.
- Barkan, Oren & Benchimol, Jonathan & Caspi, Itamar & Cohen, Eliya & Hammer, Allon & Koenigstein, Noam, 2023.
"Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks,"
International Journal of Forecasting, Elsevier, vol. 39(3), pages 1145-1162.
- Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2020. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Papers 2011.07920, arXiv.org, revised Feb 2022.
- Oren Barkan & Jonathan Benchimol & Itamar Caspi & Allon Hammer & Noam Koenigstein, 2021. "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Bank of Israel Working Papers 2021.06, Bank of Israel.
- Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," Post-Print emse-04624940, HAL.
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
- Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020.
"The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach,"
Papers
2012.14693, arXiv.org.
- Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2021. "The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Working Papers 2021:03, Department of Economics, University of Venice "Ca' Foscari".
- Nurdaulet Abilov, 2020. "An Estimated Bayesian DSGE Model for Kazakhstan," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 8(1), pages 30-54, March.
- Fernando Zarzosa Valdivia, 2020. "Inflation Dynamics in the ABC (Argentina, Brazil and Chile) countries," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 3(2), pages 77-99, Octubre.
- Jaqueson K. Galimberti, 2020.
"Information weighting under least squares learning,"
CAMA Working Papers
2020-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jaqueson Galimberti, 2021. "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers 2021-01, Auckland University of Technology, Department of Economics.
- Jaqueson K. Galimberti, 2021. "Initial beliefs uncertainty," CAMA Working Papers 2021-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jaqueson K. Galimberti, 2020. "Information weighting under least squares adaptive learning," Working Papers 2020-04, Auckland University of Technology, Department of Economics.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022.
"How is machine learning useful for macroeconomic forecasting?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
- Hashmat Khan & Louis Phaneuf & Jean-Gardy Victor, 2020.
"A Tale of Two Major Postwar Business Cycle Episodes,"
Carleton Economic Papers
20-03, Carleton University, Department of Economics, revised 20 Apr 2020.
- Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2020. "A Tale of Two Major Postwar Business Cycle Episodes," Working Papers 20-03, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Louis Phaneuf & Jean Gardy Victor, 2020. "Nominal Contracting With Positive Trend Inflation: Which Way to Go?," Working Papers 20-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Rachidi Kotchoni & Dalibor Stevanovic, 2020. "GDP Forecast Accuracy During Recessions," Working Papers 20-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Khan, Hashmat & Phaneuf, Louis & Victor, Jean Gardy, 2020.
"Rules-based monetary policy and the threat of indeterminacy when trend inflation is low,"
Journal of Monetary Economics, Elsevier, vol. 114(C), pages 317-333.
- 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 18-08, Carleton University, Department of Economics, revised 08 Mar 2019.
- Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2020. "Rule-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation Is Low," Working Papers 20-08, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022.
"Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis,"
International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
- Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," CEPR Discussion Papers 15114, C.E.P.R. Discussion Papers.
- Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers 20-14, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2020.
- Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers 2020s-32, CIRANO.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020. "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series 2468, European Central Bank.
- Joshua Brault & Hashmat Khan & Louis Phaneuf & Jean-Gardy Victor, 2020.
"Is Unconventional Monetary Policy Stabilizing? Evidence From the Great Recession and Recovery Years,"
Carleton Economic Papers
20-11, Carleton University, Department of Economics.
- Joshua Brault & Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2020. "Is Unconventional Monetary Policy Stabilizing? Evidence From the Great Recession and Recovery Years," Working Papers 20-15, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021.
"Macroeconomic data transformations matter,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Working Papers 20-17, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Mar 2021.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Papers 2008.01714, arXiv.org, revised Mar 2021.
- Patrick Blagrave & Claudia Godbout & Justin-Damien Guénette & René Lalonde & Nikita Perevalov, 2020. "IMPACT: The Bank of Canada’s International Model for Projecting Activity," Technical Reports 116, Bank of Canada.
- Dany Brouillette & Julien Champagne & Julien McDonald-Guimond, 2020. "Potential output in Canada: 2020 reassessment," Staff Analytical Notes 2020-25, Bank of Canada.
- Dany Brouillette & Julien Champagne & Julien McDonald-Guimond, 2020. "Production potentielle au Canada : réévaluation de 2020," Staff Analytical Notes 2020-25fr, Bank of Canada.
- Alban Moura, 2020. "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers 147, Central Bank of Luxembourg.
- Necmettin Alpay KOCAK, 2020. "Are CBRT’s Monetary Policy Statements Affected by ECB and FED Statements?," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 14(2), pages 205-226.
- Álvarez, Luis J. & Correa-López, Mónica, 2020.
"Inflation expectations in euro area Phillips curves,"
Economics Letters, Elsevier, vol. 195(C).
- Luis J. Álvarez & Mónica Correa-López, 2020. "Inflation expectations in euro area Phillips curves," Occasional Papers 2018, Banco de España.
- Aguilar, Pablo & Ghirelli, Corinna & Pacce, Matías & Urtasun, Alberto, 2021.
"Can news help measure economic sentiment? An application in COVID-19 times,"
Economics Letters, Elsevier, vol. 199(C).
- Pablo Aguilar & Corinna Ghirelli & Matías Pacce & Alberto Urtasun, 2020. "Can news help measure economic sentiment? An application in COVID-19 times," Working Papers 2027, Banco de España.
- Nélida Díaz Sobrino & Corinna Ghirelli & Samuel Hurtado & Javier J. Pérez & Alberto Urtasun, 2020. "The narrative about the economy as a shadow forecast: an analysis using Banco de España quarterly reports," Working Papers 2042, Banco de España.
- Alex Tagliabracci, 2020. "Asymmetry in the conditional distribution of euro-area inflation," Temi di discussione (Economic working papers) 1270, Bank of Italy, Economic Research and International Relations Area.
- Ercolani, Valerio & Natoli, Filippo, 2020.
"Forecasting US recessions: The role of economic uncertainty,"
Economics Letters, Elsevier, vol. 193(C).
- Valerio Ercolani & Filippo Natoli, 2020. "Forecasting US recessions: the role of economic uncertainty," Temi di discussione (Economic working papers) 1299, Bank of Italy, Economic Research and International Relations Area.
- Benavides Guillermo, 2020. "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers 2020-10, Banco de México.
- Valeria Bejarano-Salcedo & Juan Manuel Julio-Román & Edgar Caicedo-García & Julián Alonso Cárdenas-Cárdenas, 2020. "Entendiendo, Modelando y Pronosticando el Efecto de “El Niño” Sobre los Precios de los Alimentos: El Caso Colombiano," Borradores de Economia 1102, Banco de la Republica de Colombia.
- González-Gómez, Andrés & Guarín-López, Alexander & Rodríguez, Diego & Vargas-Herrera, Hernando, 2020.
"4GM: A New Model for the Monetary Policy Analysis in Colombia,"
Working papers
31, Red Investigadores de Economía.
- Andres Gonzalez & Alexander Guarin & Diego A. Rodriguez-Guzman & Hernando Vargas-Herrera, 2020. "4GM: A New Model for the Monetary Policy Analysis in Colombia," Borradores de Economia 1106, Banco de la Republica de Colombia.
- Javier G. Gómez-Pineda, 2020. "The depth, length and shape of the covid-19 recession conveyed in 2020 growth forecasts," Borradores de Economia 1123, Banco de la Republica de Colombia.
- Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2020.
"Long-term growth impact of climate change and policies: the Advanced Climate Change Long-term (ACCL) scenario building model,"
Working Papers
halshs-02505088, HAL.
- Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2020. "Long-term growth impact of climate change and policies: the Advanced Climate Change Long-term (ACCL) scenario building model," Working papers 759, Banque de France.
- Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2020. "Long-term growth impact of climate change and policies: the Advanced Climate Change Long-term (ACCL) scenario building model," AMSE Working Papers 2007, Aix-Marseille School of Economics, France.
- Caroline Jardet & Baptiste Meunier, 2022.
"Nowcasting world GDP growth with high‐frequency data,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1181-1200, September.
- Jardet Caroline & Meunier Baptiste, 2020. "Nowcasting World GDP Growth with High-Frequency Data," Working papers 788, Banque de France.
- Caroline Jardet & Baptiste Meunier, 2022. "Nowcasting world GDP growth with high‐frequency data," Post-Print hal-03647097, HAL.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020.
"What's Up with the Phillips Curve?,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s up with the Phillips Curve?," NBER Working Papers 27003, National Bureau of Economic Research, Inc.
- Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020. "What’s up with the Phillips Curve?," Working Paper Series 2435, European Central Bank.
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s Up with the Phillips Curve?," Liberty Street Economics 20200918a, Federal Reserve Bank of New York.
- Ryan Niladri Banerjee & Juan Contreras & Aaron Mehrotra & Fabrizio Zampolli, 2020. "Inflation at risk in advanced and emerging economies," BIS Working Papers 883, Bank for International Settlements.
- Evgeny Pavlov, 2020. "Forecasting Inflation in Russia Using Neural Networks," Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 57-73, March.
- Vladimir Boyko & Nadezhda Kislyak & Mikhail Nikitin & Oleg Oborin, 2020. "Methods for Estimating the Gross Regional Product Leading Indicator," Russian Journal of Money and Finance, Bank of Russia, vol. 79(3), pages 3-29, September.
- Sergey Seleznev & Natalia Turdyeva & Ramis Khabibullin & Anna Tsvetkova, 2020. "Seasonal adjustment of the Bank of Russia Payment System financial flows data," Bank of Russia Working Paper Series wps65, Bank of Russia.
- Jaqueson K. Galimberti, 2020.
"Forecasting GDP Growth from Outer Space,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 697-722, August.
- Jaqueson K Galimberti, 2017. "Forecasting GDP growth from the outer space," KOF Working papers 17-427, KOF Swiss Economic Institute, ETH Zurich.
- Jaqueson K. Galimberti, 2020. "Forecasting GDP growth from outer space," Working Papers 2020-02, Auckland University of Technology, Department of Economics.
- Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020.
"News Media vs. FRED-MD for Macroeconomic Forecasting,"
CESifo Working Paper Series
8639, CESifo.
- Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Paper 2020/14, Norges Bank.
- Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Papers No 08/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020.
"Climate Risk and Commodity Currencies,"
Working Papers
No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate risk and commodity currencies," Working Paper 2020/18, Norges Bank.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," CESifo Working Paper Series 8788, CESifo.
- Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020.
"News Media vs. FRED-MD for Macroeconomic Forecasting,"
CESifo Working Paper Series
8639, CESifo.
- Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Papers No 08/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "News media vs. FRED-MD for macroeconomic forecasting," Working Paper 2020/14, Norges Bank.
- Bo Zhang & Jamie Cross & Na Guo, 2020. "Time-Varying Trend Models for Forecasting Inflation in Australia," Working Papers No 09/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020.
"Climate risk and commodity currencies,"
Working Paper
2020/18, Norges Bank.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," CESifo Working Paper Series 8788, CESifo.
- Manuel M. F. Martins & Fabio Verona, 2020.
"Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters,"
CEF.UP Working Papers
2001, Universidade do Porto, Faculdade de Economia do Porto.
- Martins, Manuel M. F. & Verona, Fabio, 2020. "Forecasting inflation with the New Keynesian Phillips curve : Frequency matters," Research Discussion Papers 4/2020, Bank of Finland.
- Ilek, Alex, 2021.
"Are monetary surprises effective? The view of professional forecasters in Israel,"
International Review of Economics & Finance, Elsevier, vol. 76(C), pages 516-530.
- Alex Ilek, 2020. "Are monetary surprises effective? The view of professional forecasters in Israel," Bank of Israel Working Papers 2020.09, Bank of Israel.
- Benchimol, Jonathan & El-Shagi, Makram & Saadon, Yossi, 2022.
"Do expert experience and characteristics affect inflation forecasts?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 205-226.
- Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020. "Do Expert Experience and Characteristics Affect Inflation Forecasts?," CFDS Discussion Paper Series 2020/6, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020. "Do Expert Experience and Characteristics Affect Inflation Forecasts?," Bank of Israel Working Papers 2020.11, Bank of Israel.
- Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2022. "Do expert experience and characteristics affect inflation forecasts?," Post-Print emse-04624966, HAL.
- Nam Gang Lee, 2020. "Vulnerable Growth: A Revisit," Working Papers 2020-22, Economic Research Institute, Bank of Korea.
- Lehmann Robert & Wollmershäuser Timo, 2020.
"The macroeconomic projections of the German government: A comparison to an independent forecasting institution,"
German Economic Review, De Gruyter, vol. 21(2), pages 235-270, June.
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"Uncertainty and Forecasts of U.S. Recessions,"
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"A Tale of Two Major Postwar Business Cycle Episodes,"
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"Is Unconventional Monetary Policy Stabilizing? Evidence From the Great Recession and Recovery Years,"
Working Papers
20-15, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
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"Deep Learning, Predictability, and Optimal Portfolio Returns,"
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"Predicting the German Economy: Headline Survey Indices Under Test,"
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"The Forecasting Power of the ifo Business Survey,"
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"The Nordhaus test with many zeros,"
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"Demand or Supply? Price Adjustment during the COVID-19 Pandemic,"
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"News media vs. FRED-MD for macroeconomic forecasting,"
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"A comparison of monthly global indicators for forecasting growth,"
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"Distributional Effects of Macroeconomic Shocks in Real-Time: A Novel Method Applied to the Covid-19 Crisis in Germany,"
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"Climate Risk and Commodity Currencies,"
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"Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity,"
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"Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis,"
International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
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"Macroeconomic data transformations matter,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
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"A model of the Euro area, China, and the United States: Trade links and trade wars,"
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"What drives fluctuations of labor wedge and business cycles? Evidence from Japan,"
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"A fiscal rule to achieve debt sustainability in Colombia,"
Coyuntura Económica, Fedesarrollo, vol. 51, pages 13-35, December.
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"Forecasting macroeconomic risks,"
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"What's Up with the Phillips Curve?,"
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"Demand or Supply? Price Adjustment during the COVID-19 Pandemic,"
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"Multimodality In Macrofinancial Dynamics,"
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"Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis,"
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"International Evidence on Shock-Dependent Exchange Rate Pass-Through,"
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"How to Estimate a VAR after March 2020,"
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"A comparison of monthly global indicators for forecasting growth,"
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"Answering the Queen: Machine Learning and Financial Crises,"
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"Is Business Cycle Asymmetry Intrinsic In Industrialized Economies?,"
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"When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage,"
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"Density forecast combinations: The real‐time dimension,"
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"What's Up with the Phillips Curve?,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 51(1 (Spring), pages 301-373.
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"Nowcasting with large Bayesian vector autoregressions,"
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"Vulnerable growth in the euro area: Measuring the financial conditions,"
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"How to Estimate a VAR after March 2020,"
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"International Evidence on Shock-Dependent Exchange Rate Pass-Through,"
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"A Fisherian Approach to Financial Crises: Lessons from the Sudden Stops Literature,"
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"Predicting recessions with a frontier measure of output gap: an application to Italian economy,"
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"A Fisherian Approach to Financial Crises: Lessons from the Sudden Stops Literature,"
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"An RBC model with Epstein-Zin (non-expected-utility) recursive preferences: lessons from Bulgaria (1999-2018),"
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- Henry Nasses & Rodrigo De Losso, 2020. "Behavior Biases in Macroeconomic Forecasting," Working Papers, Department of Economics 2020_23, University of São Paulo (FEA-USP).
- Paul Malliet & Frédéric Reynès & Gissela Landa & Meriem Hamdi-Cherif & Aurélien Saussay, 2020.
"Assessing Short-Term and Long-Term Economic and Environmental Effects of the COVID-19 Crisis in France,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 76(4), pages 867-883, August.
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- Christian Glocker & Philipp Wegmueller, 2020.
"Business cycle dating and forecasting with real-time Swiss GDP data,"
Empirical Economics, Springer, vol. 58(1), pages 73-105, January.
- Christian Glocker & Philipp Wegmüller, 2017. "Business Cycle Dating and Forecasting with Real-time Swiss GDP Data," WIFO Working Papers 542, WIFO.
- Byeong U. Park & Léopold Simar & Valentin Zelenyuk, 2020.
"Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008),"
Empirical Economics, Springer, vol. 58(1), pages 379-392, January.
- Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2018. "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," LIDAM Discussion Papers ISBA 2018004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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- Byeong U. Park & Lèopold Simar & Valentin Zelenyuk, 2018. "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," CEPA Working Papers Series WP092018, School of Economics, University of Queensland, Australia.
- Marcus P. A. Cobb, 2020. "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, vol. 58(1), pages 287-312, January.
- Paolo Fornaro & Henri Luomaranta, 2020. "Nowcasting Finnish real economic activity: a machine learning approach," Empirical Economics, Springer, vol. 58(1), pages 55-71, January.
- João C. Claudio & Katja Heinisch & Oliver Holtemöller, 2020.
"Nowcasting East German GDP growth: a MIDAS approach,"
Empirical Economics, Springer, vol. 58(1), pages 29-54, January.
- Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019. "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers 24/2019, Halle Institute for Economic Research (IWH).
- Ines Fortin & Sebastian P. Koch & Klaus Weyerstrass, 2020. "Evaluation of economic forecasts for Austria," Empirical Economics, Springer, vol. 58(1), pages 107-137, January.
- Kristian Jönsson, 2020. "Real-time US GDP gap properties using Hamilton’s regression-based filter," Empirical Economics, Springer, vol. 59(1), pages 307-314, July.
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"Does business confidence matter for investment?,"
Empirical Economics, Springer, vol. 59(4), pages 1633-1665, October.
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- Maurizio Bovi, 2020.
"A time-varying expectations formation mechanism,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(1), pages 69-103, April.
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- Yongchen Zhao, 2020.
"Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 77-97, November.
- Herman O. Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Herman Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-15, Towson University, Department of Economics, revised Sep 2016.
- Juan Camilo Anzoátegui-Zapata & Juan Camilo Galvis-Ciro, 2020. "Disagreements in Consumer Inflation Expectations: Empirical Evidence for a Latin American Economy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 99-122, November.
- Kashif Zaheer Malik & Syed Zahid Ali, 2020. "Is the empirical relationship between hours and productivity effected by corporate profits?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(1), pages 99-119, January.
- Annarita Colasante & Aurora García-Gallego & Nikolaos Georgantzis & Andrea Morone, 2020. "Voluntary contributions in a system with uncertain returns: a case of systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 111-132, January.
- Yuri Biondi & Simone Righi, 2020. "Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 333-362, April.
- Saakshi & Sohini Sahu & Siddhartha Chattopadhyay, 2020.
"Epidemiology of inflation expectations and internet search: an analysis for India,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 649-671, July.
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- Moses Tule & Afees Salisu & Charles Chiemeke, 2020. "Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 191-229, March.
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"Oil price pass-through into inflation in Spain at national and regional level,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(4), pages 561-583, December.
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- Marc Burri & Daniel Kaufmann, 2020.
"A daily fever curve for the Swiss economy,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-11, December.
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- Pascal Seiler, 2020. "Weighting bias and inflation in the time of COVID-19: evidence from Swiss transaction data," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-11, December.
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"Real-time density nowcasts of US inflation: A model combination approach,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1736-1760.
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"Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1092-1110, July.
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- Mahmut Gunay, 2020. "Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial," Working Papers 2002, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Monokroussos, George & Zhao, Yongchen, 2020.
"Nowcasting in real time using popularity priors,"
International Journal of Forecasting, Elsevier, vol. 36(3), pages 1173-1180.
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"The Nordhaus test with many zeros,"
Economics Letters, Elsevier, vol. 193(C).
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- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020.
"Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors,"
The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
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- Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 17-15R, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
- Teshale D. BEDADA & Wondaferahu M. DEMISSIE & Endeg T. WOLDE, 2020. "Determinants of Inflationary Experience in Ethiopia," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 4(1), pages 15-54.
- Dmytro Krukovets, 2020. "Data Science Opportunities at Central Banks: Overview," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 249, pages 13-24.
- Bibiana Lanzilotta & Gabriel Merlo & Gabriela Mordecki & Viviana Umpierrez, 2023.
"Understanding Uncertainty Shocks in Uruguay Through VAR Modeling,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(3), pages 399-419, November.
- Bibiana Lanzilotta & Gabriel Merlo & Gabriela Mordecki & Viviana Umpierrez, 2020. "Understanding Uncertainty Shocks in Uruguay through VAR modeling," Documentos de Trabajo (working papers) 20-17, Instituto de EconomÃa - IECON.
- Anping Chen & Nicolaas Groenewold, 2022.
"Regional Resilience in China: The Response of the Provinces to the Growth Slowdown,"
The Review of Regional Studies, Southern Regional Science Association, vol. 52(1), pages 74-103.
- Anping Chen & Nicolaas Groenewold, 2019. "Regional resilience in China: The response of the provinces to the growth slowdown," Economics Discussion / Working Papers 19-06, The University of Western Australia, Department of Economics.
- Anping Chen & Nicolaas Groenewold, 2020. "Regional resilience in China: The response of the provinces to the growth slowdown," Economics Discussion / Working Papers 20-15, The University of Western Australia, Department of Economics.
- Zuzana Molnarova, 2020. "Industry evidence and the vanishing cyclicality of labor productivity," Vienna Economics Papers 2001, University of Vienna, Department of Economics.
- Zuzana Molnarova, 2020. "Industry evidence and the vanishing cyclicality of labor productivity," Vienna Economics Papers vie2001, University of Vienna, Department of Economics.
- Rybacki Jakub, 2020. "Macroeconomic forecasting in Poland: The role of forecasting competitions," Central European Economic Journal, Sciendo, vol. 7(54), pages 1-11, January.
- Rybacki Jakub, 2020.
"Macroeconomic forecasting in Poland: The role of forecasting competitions,"
Central European Economic Journal, Sciendo, vol. 7(54), pages 1-11, January.
- Rybacki Jakub, 2020. "Macroeconomic forecasting in Poland: The role of forecasting competitions," Central European Economic Journal, Sciendo, vol. 7(54), pages 1-11, January.
- Lee Changro & Park Keith Key-Ho, 2020. "Representing Uncertainty in Property Valuation Through a Bayesian Deep Learning Approach," Real Estate Management and Valuation, Sciendo, vol. 28(4), pages 15-23, December.
- Viv B. Hall & Peter Thomson, 2021.
"Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(2), pages 151-183, November.
- Hall, Viv B & Thomson, Peter, 2020. "Does Hamilton’s OLS regression provide a “better alternative” to the Hodrick-Prescott filter? A New Zealand Business Cycle Perspective," Working Paper Series 21070, Victoria University of Wellington, School of Economics and Finance.
- Viv B Hall & Peter Thomson, 2020.
"Does Hamilton’s OLS regression provide a “better alternative†to the Hodrick-Prescott filter? A New Zealand business cycle perspective,"
CAMA Working Papers
2020-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hall, Viv B & Thomson, Peter, 2020. "Does Hamilton’s OLS regression provide a “better alternative†to the Hodrick-Prescott filter? A New Zealand Business Cycle Perspective," Working Paper Series 8956, Victoria University of Wellington, School of Economics and Finance.
- Christian Glocker & Serguei Kaniovski, 2022.
"Macroeconometric forecasting using a cluster of dynamic factor models,"
Empirical Economics, Springer, vol. 63(1), pages 43-91, July.
- Christian Glocker & Serguei Kaniovski, 2020. "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers 614, WIFO.
- Michael Frenkel & Haiko Stefan, 2020. "Why we should expect a much stronger recession in Germany in 2020 than widely believed," WHU Working Paper Series - Economics Group 20-03, WHU - Otto Beisheim School of Management.
- Čapek, Jan & Crespo Cuaresma, Jesús & Hauzenberger, Niko & Reichel, Vlastimil, 2023.
"Macroeconomic forecasting in the euro area using predictive combinations of DSGE models,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1820-1838.
- Capek, Jan & Crespo Cuaresma, Jesus & Hauzenberger, Niko & Reichel, Vlastimil, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Paper Series 305, WU Vienna University of Economics and Business.
- Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Papers wuwp305, Vienna University of Economics and Business, Department of Economics.
- Čapek, Jan & Crespo Cuaresma, Jesús & Hauzenberger, Niko & Reichel, Vlastimil, 2023.
"Macroeconomic forecasting in the euro area using predictive combinations of DSGE models,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1820-1838.
- Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Papers wuwp305, Vienna University of Economics and Business, Department of Economics.
- Capek, Jan & Crespo Cuaresma, Jesus & Hauzenberger, Niko & Reichel, Vlastimil, 2020. "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Paper Series 305, WU Vienna University of Economics and Business.
- Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2020.
"Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 934-943, September.
- Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation," CAMA Working Papers 2019-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pierre L. Siklos, 2020.
"U.S. Monetary Policy since the 1950s and the Changing Content of FOMC Minutes,"
Southern Economic Journal, John Wiley & Sons, vol. 86(3), pages 1192-1213, January.
- Pierre L Siklos, 2019. "US monetary policy since the 1950s and the changing content of FOMC minutes," CAMA Working Papers 2019-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F., 2021.
"Structural scenario analysis with SVARs,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 798-815.
- Petrella, Ivan & Antolin-Diaz, Juan & Rubio-RamÃrez, Juan Francisco, 2018. "Structural Scenario Analysis with SVARs," CEPR Discussion Papers 12579, C.E.P.R. Discussion Papers.
- Antolin-Diaz, Juan & Petrella, Ivan & Rubio-Ramirez, Juan F., 2020. "Structural Scenario Analysis with SVARs," EMF Research Papers 32, Economic Modelling and Forecasting Group.
- Galvão, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2021.
"Does judgment improve macroeconomic density forecasts?,"
International Journal of Forecasting, Elsevier, vol. 37(3), pages 1247-1260.
- Galvao, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2020. "Does Judgment Improve Macroeconomic Density Forecasts?," EMF Research Papers 33, Economic Modelling and Forecasting Group.
- Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024.
"Modeling and Forecasting Macroeconomic Downside Risk,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1010-1025, July.
- Delle-Monache, Davide & De-Polis, Andrea & Petrella, Ivan, 2020. "Modelling and Forecasting Macroeconomic Downside Risk," EMF Research Papers 34, Economic Modelling and Forecasting Group.
- Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021. "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers) 1324, Bank of Italy, Economic Research and International Relations Area.
- Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2022. "Modeling and Forecasting Macroeconomic Downside Risk," CEPR Discussion Papers 15109, C.E.P.R. Discussion Papers.
- Laine, Olli-Matti & Lindblad, Annika, 2020. "Nowcasting Finnish GDP growth using financial variables: a MIDAS approach," BoF Economics Review 4/2020, Bank of Finland.
- Manuel M. F. Martins & Fabio Verona, 2020.
"Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters,"
CEF.UP Working Papers
2001, Universidade do Porto, Faculdade de Economia do Porto.
- Martins, Manuel Mota Freitas & Verona, Fabio, 2020. "Forecasting inflation with the New Keynesian Phillips curve: Frequency matters," Bank of Finland Research Discussion Papers 4/2020, Bank of Finland.
- Eraslan, Sercan & Nöller, Marvin, 2020. "Recession probabilities falling from the STARs," Discussion Papers 08/2020, Deutsche Bundesbank.
- Hertrich, Markus, 2020. "Foreign exchange interventions under a one-sided target zone regime and the Swiss franc," Discussion Papers 21/2020, Deutsche Bundesbank.
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021.
"Identifying indicators of systemic risk,"
Journal of International Economics, Elsevier, vol. 132(C).
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020. "Identifying indicators of systemic risk," Discussion Papers 33/2020, Deutsche Bundesbank.
- Günter Coenen & Carlos Montes‐Galdón & Frank Smets, 2023.
"Effects of State‐Dependent Forward Guidance, Large‐Scale Asset Purchases, and Fiscal Stimulus in a Low‐Interest‐Rate Environment,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 825-858, June.
- Günter Coenen & Carlos Montes-Galdón & Frank Smets, 2019. "Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/983, Ghent University, Faculty of Economics and Business Administration.
- Smets, Frank & Coenen, Günter & Montes-Galdón, Carlos, 2021. "Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment," CEPR Discussion Papers 16050, C.E.P.R. Discussion Papers.
- Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020. "Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment," CFS Working Paper Series 639, Center for Financial Studies (CFS).
- Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020. "Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment," Working Paper Series 2352, European Central Bank.
- Vasilev, Aleksandar, 2020.
"Indeterminacy with preferences featuring multiplicative habits in consumption: lessons from Bulgaria (1999-2016),"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
- Vasilev, Aleksandar, 2018. "Indeterminacy with preferences featuring multiplicative habits in consumption: lessons from Bulgaria (1999-2016)," EconStor Preprints 182499, ZBW - Leibniz Information Centre for Economics.
- Hauser, Luisa-Marie & Schlag, Carsten-Henning & Wolf, André, 2020. "Demographic change in Switzerland: Impacts on economic growth in an Overlapping Generations Model," HWWI Research Papers 191, Hamburg Institute of International Economics (HWWI).
- Josefine Quast & Maik H. Wolters, 2022.
"Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 152-168, January.
- Quast, Josefine & Wolters, Maik H., 2019. "Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203535, Verein für Socialpolitik / German Economic Association.
- Quast, Josefine & Wolters, Maik H., 2020. "Reliable real-time output gap estimates based on a modified Hamilton filter," Kiel Working Papers 2158, Kiel Institute for the World Economy (IfW Kiel).
- Quast, Josefine & Wolters, Maik H., 2019. "Reliable real-time output gap estimates based on a modified Hamilton filter," IMFS Working Paper Series 133, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Wieschemeyer, Matthias & Zeddies, Götz, 2020. "Hohes öffentliches Defizit nicht nur wegen Corona: Mittelfristige Handlungsmöglichkeiten für den Staat," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 8(4), pages 150-161.
- Chon, Sora, 2020. "International Inflation Synchronization and Implications," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 42(2), pages 57-84.
- Urban, Jörg, 2020. "Credit cycles revisited," Working Paper Series in Economics 146, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Foltas, Alexander & Pierdzioch, Christian, 2020. "On the efficiency of German growth forecasts: An empirical analysis using quantile random forests," Working Papers 21, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Alexander Foltas & Christian Pierdzioch, 2022.
"Business-cycle reports and the efficiency of macroeconomic forecasts for Germany,"
Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 867-872, June.
- Foltas, Alexander & Pierdzioch, Christian, 2020. "Business-cycle reports and the efficiency of macroeconomic forecasts for Germany," Working Papers 22, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Müller, Karsten, 2020. "German forecasters' narratives: How informative are German business cycle forecast reports?," Working Papers 23, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Salzmann, Leonard, 2020. "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224588, Verein für Socialpolitik / German Economic Association.
- David Carl & Christian Ewerhart, 2020. "Ethereum gas price statistics," ECON - Working Papers 373, Department of Economics - University of Zurich.
2019
- Paweł Macias & Damian Stelmasiak, 2019. "Food inflation nowcasting with web scraped data," NBP Working Papers 302, Narodowy Bank Polski.
- Albanesi, Stefania, 2019.
"Changing Business Cycles: The Role of Women's Employment,"
CEPR Discussion Papers
13578, C.E.P.R. Discussion Papers.
- Stefania Albanesi, 2019. "Changing Business Cycles: The Role of Women's Employment," NBER Working Papers 25655, National Bureau of Economic Research, Inc.
- Stefania Albanesi, 2019. "Changing Business Cycles: The Role of Women's Employment," Working Paper 6608, Department of Economics, University of Pittsburgh.
- Stefania Albanesi, 2025. "Changing Business Cycles: The Role of Women’s Employment," Opportunity and Inclusive Growth Institute Working Papers 109, Federal Reserve Bank of Minneapolis.
- Stefania Albanesi, 2019. "Changing Business Cycles: The Role of Women's Employment," Working Papers 2019-021, Human Capital and Economic Opportunity Working Group.
- Jesus Fernandez-Villaverde & Federico Mandelman & Francesco Zanetti & Yang Yu, 2018.
"Search Complementarities, Aggregate Fluctuations and Fiscal Policy,"
2018 Meeting Papers
386, Society for Economic Dynamics.
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"Search Complementarities, Aggregate Fluctuations and Fiscal Policy,"
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"Bayesian VAR forecasts, survey information, and structural change in the euro area,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
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"Forecasting inflation in the euro area: countries matter!,"
Empirical Economics, Springer, vol. 61(5), pages 2477-2499, November.
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"Forecasting with instabilities: An application to DSGE models with financial frictions,"
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"Bayesian MIDAS penalized regressions: Estimation, selection, and prediction,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 833-860.
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"When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage,"
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"Bayesian VAR forecasts, survey information, and structural change in the euro area,"
International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
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"Comments on: “What drives aggregate investment? Evidence from German survey data”,"
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"Inflation and Deflationary Biases in Inflation Expectations,"
Essex Finance Centre Working Papers
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"Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model,"
Economic Inquiry, Western Economic Association International, vol. 57(3), pages 1302-1323, July.
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"State-Dependent Forward Guidance and the Problem of Inconsistent Announcements,"
German Economic Review, De Gruyter, vol. 20(4), pages 1019-1027, December.
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"Should Forecasters Use Real-Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence,"
German Economic Review, De Gruyter, vol. 20(4), pages 170-200, December.
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"A Novel Housing Price Misalignment Indicator for Germany,"
German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
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"Intermittent Price Changes in Production Plants: Empirical Evidence Using Monthly Data,"
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"Disaggregated Short-Term Inflation Forecast (Stif) For Monetary Policy Decision In Sierra Leone,"
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"Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting,"
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"News-driven inflation expectations and information rigidities,"
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"Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(531), pages 1092-1110, July.
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"News-driven inflation expectations and information rigidities,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 507-520.
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"Optimal monetary policy under bounded rationality,"
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"Forecast performance in times of terrorism,"
Economic Modelling, Elsevier, vol. 91(C), pages 386-402.
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"State‐Dependent Forward Guidance and the Problem of Inconsistent Announcements,"
German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 1019-1027, November.
- Parra-Polania Julian A., 2019. "State-Dependent Forward Guidance and the Problem of Inconsistent Announcements," German Economic Review, De Gruyter, vol. 20(4), pages 1019-1027, December.
- Julian A. Parra-Polania, 2018. "State-dependent Forward Guidance and the Problem of Inconsistent Announcements," Borradores de Economia 1035, Banco de la Republica de Colombia.
- Katja Heinisch & Rolf Scheufele, 2019.
"Should Forecasters Use Real‐Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence,"
German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 170-200, November.
- Heinisch Katja & Scheufele Rolf, 2019. "Should Forecasters Use Real-Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, De Gruyter, vol. 20(4), pages 170-200, December.
- Heinisch, Katja & Scheufele, Rolf, 2017. "Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence," IWH Discussion Papers 5/2017, Halle Institute for Economic Research (IWH).
- Markus Hertrich, 2019.
"A Novel Housing Price Misalignment Indicator for Germany,"
German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
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"The macroeconomic projections of the German government: A comparison to an independent forecasting institution,"
German Economic Review, De Gruyter, vol. 21(2), pages 235-270, June.
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"Forecasting GDP all over the world using leading indicators based on comprehensive survey data,"
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"On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation,"
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"How is machine learning useful for macroeconomic forecasting?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
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- Johanna Garnitz & Robert Lehmann & Klaus Wohlrabe, 2019. "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," Applied Economics, Taylor & Francis Journals, vol. 51(54), pages 5802-5816, November.
- Garnitz, Johanna & Lehmann, Robert & Wohlrabe, Klaus, 2017. "Forecasting GDP all over the World: Evidence from Comprehensive Survey Data," MPRA Paper 81772, University Library of Munich, Germany.
- Garnitz, Johanna & Lehmann, Robert & Wohlrabe, Klaus, 2019. "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," Munich Reprints in Economics 78264, University of Munich, Department of Economics.
- Johanna Garnitz & Robert Lehmann & Klaus Wohlrabe, 2019. "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," CESifo Working Paper Series 7691, CESifo.
- hematy, maryam & tavakolian, hossein, 2019. "Evaluation of Price Setting Models in Iran’s Economy (DSGE Approach) (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(38), pages 698-655, March.
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2018
- Olivier Coibion & Yuriy Gorodnichenko & Rupal Kamdar, 2018.
"The Formation of Expectations, Inflation, and the Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 56(4), pages 1447-1491, December.
- Olivier Coibion & Yuriy Gorodnichenko & Rupal Kamdar, 2017. "The Formation of Expectations, Inflation and the Phillips Curve," NBER Working Papers 23304, National Bureau of Economic Research, Inc.
- Byeong U. Park & Léopold Simar & Valentin Zelenyuk, 2020.
"Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008),"
Empirical Economics, Springer, vol. 58(1), pages 379-392, January.
- Byeong U. Park & Lèopold Simar & Valentin Zelenyuk, 2018. "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," CEPA Working Papers Series WP092018, School of Economics, University of Queensland, Australia.
- Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2018. "Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)," LIDAM Discussion Papers ISBA 2018004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2019. "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," LIDAM Reprints ISBA 2019014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Muellbauer, John, 2018. "The Future of Macroeconomics," INET Oxford Working Papers 2018-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Mundaca, Fernando & Sánchez, Elmer, 2018.
"Índice de Precios de Inmuebles: Un Enfoque Hedónico,"
Working Papers
2018-006, Banco Central de Reserva del Perú.
- Fernando Mundaca & Elmer Sánchez León, 2018. "Índice de precios de inmuebles: un enfoque hedónico," Working Papers 124, Peruvian Economic Association.
- Elmer Sánchez León, 2018. "Mortgage Credit: Lending and Borrowing Constraints in a DSGE Model," Working Papers 125, Peruvian Economic Association.
- David Lee, 2018.
"Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment,"
Working Papers
hal-01758922, HAL.
- David Lee, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Papers 1804.02289, arXiv.org.
- Lee, David, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper 85575, University Library of Munich, Germany.
- Jokosenumi Saidat Omolola & Adesete Ahmed Adefemi, 2018. "Modelling the Effect of Stock Market Volatility and Exchange Rate Volatility on Foreign Direct Investment in Nigeria: A New Framework Approach," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(12), pages 1482-1505, December.
- Ion Stancu & Ion Alexandru Stancu & Laura Elly Naghi & Dragos Bâlteanu, 2018. "Predicting Strategic Areas of a Financial Intermediation Services (SIF) Company Using BSC and PLS," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 20(47), pages 218-218, February.
- Yurii Paida & Yaryna Andrushko & Olena Iliushyk, 2018. "Macroeconomic Risks: Classified Features, Methods Of Measurement, Mitigation Patterns," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(4).
- James Mitchell & Donald Robertson & Stephen Wright, 2019.
"R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 681-695, October.
- Stephen Wright & James Mitchell & Donald Robertson, 2018. "R2 bounds for predictive models: what univariate properties tell us about multivariate predictability," Birkbeck Working Papers in Economics and Finance 1804, Birkbeck, Department of Economics, Mathematics & Statistics.
- Tony Chernis & Rodrigo Sekkel, 2018. "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers 18-9, Bank of Canada.
- Cameron MacDonald & Virginie Traclet, 2018. "The Framework for Risk Identification and Assessment," Technical Reports 113, Bank of Canada.
- Lise Pichette & Marie-Noëlle Robitaille & Mohanad Salameh & Pierre St-Amant, 2018. "Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation," Staff Working Papers 18-10, Bank of Canada.
- José Dorich & Nicholas Labelle St‐Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018.
"Could a higher inflation target enhance macroeconomic stability?,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 1029-1055, August.
- José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 1029-1055, August.
- José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," BIS Working Papers 720, Bank for International Settlements.
- José Dorich & Nicholas Labelle & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a Higher Inflation Target Enhance Macroeconomic Stability?," Staff Working Papers 18-17, Bank of Canada.
- Monica Jain & Christopher S. Sutherland, 2020.
"How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 179-218, October.
- Monica Jain & Christopher S. Sutherland, 2018. "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," Staff Working Papers 18-2, Bank of Canada.
- Ba M. Chu & Kim Huynh & David T. Jacho-Chávez & Oleksiy Kryvtsov, 2018. "On the Evolution of the United Kingdom Price Distributions," Staff Working Papers 18-25, Bank of Canada.
- Monica Jain, 2018. "Sluggish Forecasts," Staff Working Papers 18-39, Bank of Canada.
- Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel, 2018. "Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts," Staff Working Papers 18-52, Bank of Canada.
- Andrew Agopsowicz & Dany Brouillette & Bassirou Gueye & Julien McDonald-Guimond & Jeffrey Mollins & Youngmin Park, 2018. "Potential Output in Canada: 2018 Reassessment," Staff Analytical Notes 2018-10, Bank of Canada.
- Thibaut Duprey & Xuezhi Liu & Cameron MacDonald & Maarten van Oordt & Sofia Priazhkina & Xiangjin Shen & Joshua Slive, 2018. "Modelling the Macrofinancial Effects of a House Price Correction in Canada," Staff Analytical Notes 2018-36, Bank of Canada.
- Thibaut Duprey, 2018. "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes 2018-6, Bank of Canada.
- Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki, 2022.
"Incentive-driven inattention,"
Journal of Econometrics, Elsevier, vol. 231(1), pages 188-212.
- Wagner Piazza Gaglianone & Raffaella Giacomini & João Victor Issler & Vasiliki Skreta, 2018. "Incentive-driven Inattention," Working Papers Series 485, Central Bank of Brazil, Research Department.
- Gaglianone, Wagner Piazza & Giacomini, Raffaella & Issler, João Victor & Skreta, Vasiliki, 2019. "Incentive-driven Inattention," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 811, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Skreta, Vasiliki & Giacomini, Raffaella & Gaglianone, Wagner & Issler, Joao, 2019. "Incentive-driven Inattention," CEPR Discussion Papers 13619, C.E.P.R. Discussion Papers.
- Alban Moura & Kyriacos Lambrias, 2018. "LU-EAGLE: A DSGE model for Luxembourg within the euro area and global economy," BCL working papers 122, Central Bank of Luxembourg.
- Fiorella Dogliolo, 2018. "Investment Nowcasting. A Real-Time Estimate with High Frequency Indicators," BCRA Working Paper Series 201878, Central Bank of Argentina, Economic Research Department.
- Laura D’Amato & Maximiliano Gómez Aguirre & Lorena Garegnani & Ariel Krysa & Luis Lanteri, 2018. "Forecasting Inflation in Argentina: A Comparison of Different Models," BCRA Working Paper Series 201881, Central Bank of Argentina, Economic Research Department.
- Simone Emiliozzi & Elisa Guglielminetti & Michele Loberto, 2018. "Forecasting house prices in Italy," Questioni di Economia e Finanza (Occasional Papers) 463, Bank of Italy, Economic Research and International Relations Area.
- Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2022.
"The global component of inflation volatility,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 700-721, June.
- Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2018. "The global component of inflation volatility," Temi di discussione (Economic working papers) 1170, Bank of Italy, Economic Research and International Relations Area.
- Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco, 2019. "The Global Component of Inflation Volatility," CEPR Discussion Papers 13470, C.E.P.R. Discussion Papers.
- Libero Monteforte & Valentina Raponi, 2019.
"Short‐term forecasts of economic activity: Are fortnightly factors useful?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(3), pages 207-221, April.
- Libero Monteforte & Valentina Raponi, 2018. "Short term forecasts of economic activity: are fortnightly factors useful?," Temi di discussione (Economic working papers) 1177, Bank of Italy, Economic Research and International Relations Area.
- Parra-Polania Julian A., 2019.
"State-Dependent Forward Guidance and the Problem of Inconsistent Announcements,"
German Economic Review, De Gruyter, vol. 20(4), pages 1019-1027, December.
- Julian A. Parra‐Polania, 2019. "State‐Dependent Forward Guidance and the Problem of Inconsistent Announcements," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 1019-1027, November.
- Julian A. Parra-Polania, 2018. "State-dependent Forward Guidance and the Problem of Inconsistent Announcements," Borradores de Economia 1035, Banco de la Republica de Colombia.
- Javier G. Gómez-Pineda, 2018. "A well-timed raise in inflation targets," Borradores de Economia 1042, Banco de la Republica de Colombia.
- S. B reau & V. Faubert & K. Schmidt, 2018. "Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors," Working papers 663, Banque de France.
- Aldasoro, Iñaki & Borio, Claudio & Drehmann, Mathias, 2018.
"Early warning indicators of banking crises: expanding the family,"
Journal of Financial Transformation, Capco Institute, vol. 48, pages 142-155.
- Iñaki Aldasoro & Claudio Borio & Mathias Drehmann, 2018. "Early warning indicators of banking crises: expanding the family," BIS Quarterly Review, Bank for International Settlements, March.
- Benjamin H Cohen & Peter Hördahl & Dora Xia, 2018. "Term premia: models and some stylised facts," BIS Quarterly Review, Bank for International Settlements, March.
- Claudio Borio & Mathias Drehmann & Dora Xia, 2018. "The financial cycle and recession risk," BIS Quarterly Review, Bank for International Settlements, December.
- José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018.
"Could a higher inflation target enhance macroeconomic stability?,"
Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 1029-1055, August.
- José Dorich & Nicholas Labelle St‐Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 1029-1055, August.
- José Dorich & Nicholas Labelle & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a Higher Inflation Target Enhance Macroeconomic Stability?," Staff Working Papers 18-17, Bank of Canada.
- José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," BIS Working Papers 720, Bank for International Settlements.
- Emanuel Kohlscheen & Aaron Mehrotra & Dubravko Mihaljek, 2020.
"Residential Investment and Economic Activity: Evidence from the Past Five Decades,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 287-329, December.
- Emanuel Kohlscheen & Aaron Mehrotra & Dubravko Mihaljek, 2018. "Residential investment and economic activity: evidence from the past five decades," BIS Working Papers 726, Bank for International Settlements.
- Franta, Michal, 2021.
"The Likelihood Of Effective Lower Bound Events,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2058-2079, December.
- Michal Franta, 2018. "The Likelihood of Effective Lower Bound Events," Working Papers 2018/3, Czech National Bank.
- Michal Franta, 2018. "The likelihood of effective lower bound events," BIS Working Papers 731, Bank for International Settlements.
- Dmitry Kreptsev & Sergei Seleznev, 2018. "Forecasting for the Russian Economy Using Small-Scale DSGE Models," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 51-67, June.
- Ksenia Yudaeva, 2018. "Frontiers of Monetary Policy: Global Trends and Russian Inflation Targeting Practicies," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 95-100, June.
- Erzsebet Eva Nagy & Veronika Tengely, 2018. "External and Domestic Drivers of Inflation: The Case Study of Hungary," Russian Journal of Money and Finance, Bank of Russia, vol. 77(3), pages 49-64, September.
- Ksenia Yakovleva, 2018. "Text Mining-based Economic Activity Estimation," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 26-41, December.
- Ivan Baybuza, 2018. "Inflation Forecasting Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 42-59, December.
- Elizaveta Danilova & Evgeny Rumyantsev & Ivan Shevchuk, 2018. "Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing'," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 60-83, December.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Konstantin Styrin, 2018. "Forecasting inflation in Russia by Dynamic Model Averaging," Bank of Russia Working Paper Series wps39, Bank of Russia.
- Michael T. Kiley, 2018.
"Quantitative Easing and the ‘New Normal’ in Monetary Policy,"
Manchester School, University of Manchester, vol. 86(S1), pages 21-49, September.
- Michael T. Kiley, 2018. "Quantitative Easing and the “New Normal” in Monetary Policy," Finance and Economics Discussion Series 2018-004, Board of Governors of the Federal Reserve System (U.S.).
- Daniela Bragoli & Jack Fosten, 2018.
"Nowcasting Indian GDP,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(2), pages 259-282, April.
- Daniela Bragoli & Jack Fosten, 2016. "Nowcasting Indian GDP," University of East Anglia School of Economics Working Paper Series 2016-06, School of Economics, University of East Anglia, Norwich, UK..
- Michael T. Belongia & Peter N. Ireland, 2018. "Monetary Policy Lessons from the Greenbook," Boston College Working Papers in Economics 955, Boston College Department of Economics.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014.
"Developing an underlying inflation gauge for China,"
BIS Working Papers
465, Bank for International Settlements.
- Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018. "Developing an underlying inflation gauge for China," BOFIT Discussion Papers 11/2018, Bank of Finland, Institute for Economies in Transition.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," Working Papers 853, Bruegel.
- Jonathan Benchimol & Lahcen Bounader, 2018.
"Optimal Monetary Policy Under Bounded Rationality,"
Globalization Institute Working Papers
336, Federal Reserve Bank of Dallas.
- Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Research Discussion Papers 9/2018, Bank of Finland.
- Benchimol, Jonathan & Bounader, Lahcen, 2018. "Optimal monetary policy under bounded rationality," Bank of Finland Research Discussion Papers 9/2018, Bank of Finland.
- Benchimol, Jonathan & Bounader, Lahcen, 2021. "Optimal Monetary Policy Under Bounded Rationality," Dynare Working Papers 67, CEPREMAP.
- Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy Under Bounded Rationality," IMF Working Papers 2019/166, International Monetary Fund.
- Jonathan Benchimol & Lahcen Bounader, 2019. "Optimal Monetary Policy under Bounded Rationality," Bank of Israel Working Papers 2019.07, Bank of Israel.
- Yosuke Uno & Saori Naganuma & Naoko Hara, 2018. "New Facts about Firms' Inflation Expectations: Simple Tests for a Sticky Information Model," Bank of Japan Working Paper Series 18-E-14, Bank of Japan.
- Noureldin Diaa, 2018. "Much Ado about the Egyptian Pound: Exchange Rate Misalignment and the Path Towards Equilibrium," Review of Middle East Economics and Finance, De Gruyter, vol. 14(2), pages 1-19, August.
- Zsolt Darvas, 2018. "Why is it so hard to reach the EU’s poverty target?," Policy Briefs 24611, Bruegel.
- Thomas Lustenberger & Enzo Rossi, 2020.
"Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 153-201, March.
- Thomas Lustenberger & Enzo Rossi, 2017. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working Papers 2017-12, Swiss National Bank.
- Lustenberger, Thomas & Rossi, Enzo, 2018. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working papers 2018/06, Faculty of Business and Economics - University of Basel.
- Dana Galizia, 2021.
"Saddle cycles: Solving rational expectations models featuring limit cycles (or chaos) using perturbation methods,"
Quantitative Economics, Econometric Society, vol. 12(3), pages 869-901, July.
- Dana Galizia, 2018. "Saddle Cycles: Solving Rational Expectations Models Featuring Limit Cycles (or Chaos) Using Perturbation Methods," Carleton Economic Papers 18-11, Carleton University, Department of Economics.
- Sergey Ivashchenko & Rangan Gupta, 2018.
"Forecasting using a Nonlinear DSGE Model,"
Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(2), pages 73-98.
- Sergey Ivashchenko & Rangan Gupta, 2016. "Forecasting using a Nonlinear DSGE Model," Working Papers 201659, University of Pretoria, Department of Economics.
- Øivind A. Nilsen & Magne Vange, 2019.
"Intermittent Price Changes in Production Plants: Empirical Evidence Using Monthly Data,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 98-122, February.
- Nilsen, Øivind A. & Vange, Magne, 2016. "Intermittent Price Changes in Production Plants: Empirical Evidence using Monthly Data," Discussion Paper Series in Economics 22/2016, Norwegian School of Economics, Department of Economics.
- Øivind Anti Nilsen & Magne Vange, 2018. "Intermittent Price Changes in Production Plants: Empirical Evidence Using Monthly Data," CESifo Working Paper Series 7145, CESifo.
- Jesus Fernandez-Villaverde & Federico Mandelman & Francesco Zanetti & Yang Yu, 2018.
"Search Complementarities, Aggregate Fluctuations and Fiscal Policy,"
2018 Meeting Papers
386, Society for Economic Dynamics.
- Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2022. "Search Complementarities, Aggregate Fluctuations,and Fiscal Policy," CAMA Working Papers 2022-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," Discussion Papers 1917, Centre for Macroeconomics (CFM).
- Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," NBER Working Papers 26210, National Bureau of Economic Research, Inc.
- Jesus Fernandez-Villaverde & Federico Mandelman & Francesco Zanetti & Yang Yu, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," 2019 Meeting Papers 380, Society for Economic Dynamics.
- Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," IMES Discussion Paper Series 19-E-18, Institute for Monetary and Economic Studies, Bank of Japan.
- Jesus Fernandez-Villaverde & Francesco Zanetti & Federico Mandelman & Yang Yu, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," Economics Series Working Papers 880, University of Oxford, Department of Economics.
- Jesús Fernández-Villaverde & Federico S. Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," FRB Atlanta Working Paper 2019-9, Federal Reserve Bank of Atlanta.
- Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," PIER Working Paper Archive 19-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Fernández-Villaverde, Jesús & Mandelman, Federico & Yu, Yang & Zanetti, Francesco, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," CEPR Discussion Papers 13950, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations,and Fiscal Policy," BCAM Working Papers 1905, Birkbeck Centre for Applied Macroeconomics.
- Carlos Brenes Soto & Manfred Esquivel Monge, 2018. "Asymmetries of the Exchange Rate Pass-through to Domestic Prices in Costa Rica during the Exchange Rate Flexibility Period," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 1-35, january-j.
- Carlos Brenes Soto & Manfred Esquivel Monge, 2018. "Asimetrías en el traspaso del tipo de cambio a los precios en Costa Rica durante el periodo de flexibilidad cambiaria," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 1-37, enero-jun.
- Tomas Adam & Filip Novotny, 2018. "Assessing the External Demand of the Czech Economy: Nowcasting Foreign GDP Using Bridge Equations," Working Papers 2018/18, Czech National Bank.
- Audzei, Volha & Slobodyan, Sergey, 2022.
"Sparse restricted perceptions equilibrium,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Volha Audzei & Sergey Slobodyan, 2018. "Sparse Restricted Perception Equilibrium," Working Papers 2018/8, Czech National Bank.
- Sebastián Cadavid Sánchez, 2018. "Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach," Documentos CEDE 16970, Universidad de los Andes, Facultad de Economía, CEDE.
- Adriana Uquillas & Carlos González, 2017. "Determinantes macro y microeconómicos para pruebas de tensión de riesgo de crédito: un estudio comparativo entre Ecuador y Colombia basado en la tasa de morosidad," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(84), pages 245-259, December.
- Jesús Botero G & Álvaro Hurtado Rendón & Humberto Franco G. & José García Guzmán, 2018. "Monetary Policy and Accumulation of Reserves in an Emerging Economy: A dsge Model for the Colombian Case," Revista de Economía del Rosario, Universidad del Rosario, vol. 21(2), pages 309-339, December.
- Madeira, João & Palma, Nuno, 2018.
"Measuring monetary policy deviations from the Taylor rule,"
Economics Letters, Elsevier, vol. 168(C), pages 25-27.
- João Madeira & Nuno Palma, 2018. "Measuring Monetary Policy Deviations from the Taylor Rule," Economics Discussion Paper Series 1803, Economics, The University of Manchester.
- Palma, Nuno & Madeira, João, 2018. "Measuring monetary policy deviations from the Taylor rule," CEPR Discussion Papers 12553, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & David Zarruk Valencia, 2018.
"A Practical Guide to Parallelization in Economics,"
NBER Working Papers
24561, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Zarruk Valencia , David, 2018. "A Practical Guide to Parallelization in Economics," CEPR Discussion Papers 12890, C.E.P.R. Discussion Papers.
- Petrella, Ivan & Santoro, Emiliano & Simonsen, Lasse de la Porte, 2018. "Time-varying Price Flexibility and Inflation Dynamics," CEPR Discussion Papers 13027, C.E.P.R. Discussion Papers.
- Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018.
"The Forecasting Performance of Dynamic Factor Models with Vintage Data,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0070, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018. "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers 13034, C.E.P.R. Discussion Papers.
- Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018. "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent) 138, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Altug, Sumru & Çakmaklı, Cem & Demircan, Hamza, 2018.
"Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach,"
CEPR Discussion Papers
13171, C.E.P.R. Discussion Papers.
- Cem Cakmakli & Hamza Demircan & Sumru Altug, 2019. "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," Koç University-TUSIAD Economic Research Forum Working Papers 1907, Koc University-TUSIAD Economic Research Forum.
- Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020.
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Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 747-771, December.
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"Nowcasting GDP Growth by Reading the Newspapers,"
Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 17-33.
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"Nowcasting GDP Growth by Reading the Newspapers,"
Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 17-33.
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"No man is an Island: The impact of heterogeneity and local interactions on macroeconomic dynamics,"
Economic Modelling, Elsevier, vol. 68(C), pages 82-95.
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"No man is an Island: The impact of heterogeneity and local interactions on macroeconomic dynamics,"
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"Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment,"
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"Targeting Constant Money Growth at the Zero Lower Bound,"
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"Do Phillips Curves Conditionally Help to Forecast Inflation?,"
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"Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative?,"
International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(1), pages 171-188, January.
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"Banking crises in the US: the response of top income shares in a historical perspective,"
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"Price points and price dynamics,"
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"Measuring real–financial connectedness in the U.S. economy,"
The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
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"Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model,"
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"A Practical Guide to Parallelization in Economics,"
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"Nowcasting GDP Growth by Reading the Newspapers,"
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"Forecasting industrial production and inflation in Turkey with factor models,"
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"The Emissions Reduction Effect And Economic Impact Of An Energy Tax Vs. A Carbon Tax In China: A Dynamic Cge Model Analysis,"
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"The Stabilizing Role of Forward Guidance: A Macro Experiment,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
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- Vasilev, Aleksandar, 2018. "Indeterminacy and multiplicity of equilibria in a two-sector economy with a public-sector production," EconStor Preprints 184666, ZBW - Leibniz Information Centre for Economics.
- Ooft, Gavin, 2018. "Modelling and Forecasting Inflation for the Economy of Suriname," EconStor Preprints 215534, ZBW - Leibniz Information Centre for Economics.
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"Price points and price dynamics,"
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"Theories, Techniques and the Formation of German Business Cycle Forecasts : Evidence from a survey of professional forecasters,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(2), pages 203-241, April.
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2017
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"Bargaining shocks and aggregate fluctuations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
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- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerron-Quintana, 2021. "Bargaining Shocks and Aggregate Fluctuations," CESifo Working Paper Series 8989, CESifo.
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"A Note on Variance Decomposition with Local Projections,"
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- Francesca Rondina, 2017. "Model Uncertainty and the Direction of Fit of the Postwar U.S. Phillips Curve(s)," Working Papers 1702E, University of Ottawa, Department of Economics.
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"Two-sided learning and short-run dynamics in a New Keynesian model of the economy,"
Economics Letters, Elsevier, vol. 159(C), pages 53-56.
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"Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models,"
Journal of Financial Econometrics, Oxford University Press, vol. 15(4), pages 509-560.
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- Fedrico Torrachi, 2017. "How Do Credit Supply Conditions Affect the Labor Market? Estimating a New-Keynesian DSGE Model with Labor and Credit Market Frictions," Economics Series Working Papers 817, University of Oxford, Department of Economics.
- Alonso, Julio César & Rivera, Andrés Felipe, 2017. "Pronosticando la inflación mensual en Colombia un paso hacia delante: una aproximación "de abajo hacia arriba" || Forecasting the Colombian Monthly Inflation One Step Ahead: A "Bottom t," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 23(1), pages 98-118, Junio.
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"Modeling With @Risk: A Tutorial Guide,"
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"Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach,"
Journal of Time Series Econometrics, De Gruyter, vol. 15(1), pages 27-48, January.
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"A Power Booster Factor for Out-of-Sample Tests of Predictability,"
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"Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy,"
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- Christian Pinshi, 2017. "Une Perspective Macroprudentielle Pour La Stabilité Financière," Post-Print hal-02566812, HAL.
- Pinshi Paula, Christian, 2017. "Une perspective macroprudentielle pour la stabilité financière [A macroprudential perspective on financial stability]," MPRA Paper 80505, University Library of Munich, Germany, revised Jun 2017.
- Pinshi, Christian P., 2017. "Une Perspective Macroprudentielle Pour La Stabilité Financière [A macroprudential perspective on financial stability]," MPRA Paper 93140, University Library of Munich, Germany, revised 2017.
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"Forecasting inflation in Latin America with core measures,"
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- Christian Pinshi, 2017. "Une Perspective Macroprudentielle Pour La Stabilité Financière," Post-Print hal-02566812, HAL.
- Pinshi, Christian, 2017. "Une perspective macroprudentielle pour la stabilité financière [A macroprudential perspective of financial stability]," MPRA Paper 79189, University Library of Munich, Germany, revised 16 May 2017.
- Pinshi, Christian P., 2017. "Une Perspective Macroprudentielle Pour La Stabilité Financière [A macroprudential perspective on financial stability]," MPRA Paper 93140, University Library of Munich, Germany, revised 2017.
- Kuusela, Annika & Hännikäinen, Jari, 2017. "What do the shadow rates tell us about future inflation?," MPRA Paper 80542, University Library of Munich, Germany.
- Hecq, Alain & Issler, João Victor & Telg, Sean, 2017. "Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors," MPRA Paper 80767, University Library of Munich, Germany.
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Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
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"Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico,"
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"Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy,"
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"Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico,"
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"Identification and Estimation in Non-Fundamental Structural VARMA Models,"
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Energy Economics, Elsevier, vol. 70(C), pages 334-356.
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"Predicting US inflation: Evidence from a new approach,"
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- Bozhechkova Alexandra & Trunin Pavel & Shagaida Natalia & Kaukin Andrey & Zubarevich Natalia & Miller Evgenia & Sokolov Ilya & Malinina Tatiana, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 16, pages 1-24, September.
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- Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Miller Evgenia & Nazarov Vladimir, 2017. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-24, November.
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"PIIGS in the Euro Area. An Empirical DSGE Model,"
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"Why is it So Hard to Reach the EU’s Poverty Target?,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 141(3), pages 1081-1105, February.
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"Theories, Techniques and the Formation of German Business Cycle Forecasts : Evidence from a survey of professional forecasters,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(2), pages 203-241, April.
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"Inferring Inflation Expectations from Fixed-Event Forecasts,"
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"Macroeconomía y conciliación familiar: el impacto económico de los jardines infantiles,"
El Trimestre Económico, Fondo de Cultura Económica, vol. 0(339), pages .543-582, julio-sep.
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"Oil prices and inflation dynamics: Evidence from advanced and developing economies,"
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"An Econometric Analysis Of Energy Revenue And Government Expenditure Shocks On Economic Growth In Trinidad And Tobago,"
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"Determinants of house prices and new construction activity: An empirical investigation of the Namibian housing market,"
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"The dynamics of capital accumulation in the US: simulations after piketty,"
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- Philippe De Donder & John E. Roemer, 2016. "The Dynamics of Capital Accumulation in the US: Simulations after Piketty," Cowles Foundation Discussion Papers 1998R, Cowles Foundation for Research in Economics, Yale University.
- Philippe De Donder & John E. Roemer, 2015. "The Dynamics of Capital Accumulation in the US: Simulations after Piketty," CESifo Working Paper Series 5329, CESifo.
- Yngve Abrahamsen & Jan-Egbert Sturm & Klaus Abberger & Florian Chatagny & Andreas Dibiasi & Florian Eckert & Livia Eichenberger & Anne Kathrin Funk & Michael Graff & Florian Hälg & David Iselin & Hein, 2017. "Weitere Erholung der Schweizer Wirtschaft," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 11(1), pages 1-74, March.
- Yngve Abrahamsen & Jan-Egbert Sturm & Klaus Abberger & Florian Chatagny & Andreas Dibiasi & Florian Eckert & Livia Eichenberger & Anne Kathrin Funk & Michael Graff & Florian Hälg & David Iselin & Hein, 2017. "Konjunkturbild verbessert sich weiter," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 11(2), pages 1-24, June.
- Yngve Abrahamsen & Klaus Abberger & Florian Chatagny & Andreas Dibiasi & Florian Eckert & Anne Kathrin Funk & Michael Graff & Florian Hälg & David Iselin & Heiner Mikosch & Stefan Neuwirth & Alexander, 2017. "Internationale Impulse beflügeln die Schweizer Wirtschaft," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 11(3), pages 1-102, October.
- Yngve Abrahamsen & Jan-Egbert Sturm & Klaus Abberger & Florian Chatagny & Andreas Dibiasi & Florian Eckert & Anne Kathrin Funk & Michael Graff & Florian Hälg & David Iselin & Heiner Mikosch & Stefan N, 2017. "Der Aufschwung ist da," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 11(4), pages 1-30, December.
- Jaqueson K. Galimberti, 2020.
"Forecasting GDP Growth from Outer Space,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 697-722, August.
- Jaqueson K Galimberti, 2017. "Forecasting GDP growth from the outer space," KOF Working papers 17-427, KOF Swiss Economic Institute, ETH Zurich.
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- Vasilev, Aleksandar, 2017.
"Business Cycle Accounting: Bulgaria after the introduction of the currency board arrangement (1999-2014),"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 14(2), pages 197-219.
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- Aleksandar Vasilev, 2016. "Business Cycle Accounting: Bulgaria after the Introduction of the Currency Board Arrangement (1999-2014)," Bulgarian Economic Papers bep-2016-11, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Nov 2016.
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- Robert Lehmann & Klaus Wohlrabe, 2017.
"Boosting and regional economic forecasting: the case of Germany,"
Letters in Spatial and Resource Sciences, Springer, vol. 10(2), pages 161-175, July.
- Robert Lehmann & Klaus Wohlrabe, 2016. "Boosting and Regional Economic Forecasting: The Case of Germany," CESifo Working Paper Series 6157, CESifo.
- Lehmann, Robert & Wohlrabe, Klaus, 2017. "Boosting and regional economic forecasting: the case of Germany," Munich Reprints in Economics 49919, University of Munich, Department of Economics.
- Magdalena Petrovska & Gani Ramadani & Nikola Naumovski & Biljana Jovanovic, 2017. "Forecasting Macedonian Inflation: Evaluation of different models for short-term forecasting," Working Papers 2017-06, National Bank of the Republic of North Macedonia.
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"Global or Domestic? Which Shocks Drive Inflation in European Small Open Economies?,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(8), pages 1812-1835, August.
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- National Bank of Belgium, 2017. "Economic projections for Belgium – Spring 2017," Economic Review, National Bank of Belgium, issue i, pages 7-29, June.
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2016
- Alain Hecq & Lenard Lieb & Sean Telg, 2016. "Identification of Mixed Causal-Noncausal Models in Finite Samples," Annals of Economics and Statistics, GENES, issue 123-124, pages 307-331.
- Emmanuel Olusegun STOBER, 2016. "Crude Oil Price Shocks And Macroeconomic Behavior In Nigeria," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 5(1), pages 56-66, JULY.
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"Modeling With @Risk: A Tutorial Guide,"
Working papers
249766, Purdue University, Department of Agricultural Economics.
- Josiah Ringelberg & Andrew Johnson & Michael Boehlje & Michael Gunderson & Nathan Daninger, 2017. "Modeling With @Risk:A Tutorial Guide," Working Papers 16-3, Purdue University, College of Agriculture, Department of Agricultural Economics.
- Mario J. Crucini & Gregor W. Smith, 2016.
"Distance and Time Effects in Swedish Commodity Prices, 1732–1914,"
NBER Working Papers
22175, National Bureau of Economic Research, Inc.
- Crucini, Mario J. & Smith, Gregor W., 2016. "Distance and Time Effects in Swedish Commodity Prices, 1732-1914," Queen's Economics Department Working Papers 274683, Queen's University - Department of Economics.
- Mario J. Crucini & Gregor W. Smith, 2016. "Distance and Time Effects in Swedish Commodity Prices, 1732-1914," Working Papers 1357, Queen's University, Department of Economics.
- Arturo L. Vásquez Cordano & Abdel M. Zellou, 2016. "Where are natural gas prices heading, and what are the environmental consequences for Latin America?," Working Papers 71, Peruvian Economic Association.
- Jonas Dovern & Matthias Hartmann, 2017.
"Forecast performance, disagreement, and heterogeneous signal-to-noise ratios,"
Empirical Economics, Springer, vol. 53(1), pages 63-77, August.
- Hartmann, Matthias & Dovern, Jonas, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change 145925, Verein für Socialpolitik / German Economic Association.
- Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
- Ramiz Rahmanov, 2016. "Permanent and Temporary Oil Price Shocks, Macroeconomic Policy, and Tradable Non-oil Sector: Case of Azerbaijan, Kazakhstan, and Russia," Working Papers 1609, Central Bank of Azerbaijan Republic.
- Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2016.
"The Evasive Predictive Ability of Core Inflation,"
MPRA Paper
68704, University Library of Munich, Germany.
- Jose Luis Nolazco & Pablo Pincheira & Jorge Selaive, 2016. "The evasive predictive ability of core inflation," Working Papers 15/34, BBVA Bank, Economic Research Department.
- Stephen S. Poloz, 2016. "The Doug Purvis Memorial Lecture—Monetary/Fiscal Policy Mix and Financial Stability: The Medium Term Is Still the Message," Discussion Papers 16-13, Bank of Canada.
- Shukayev, Malik & Toktamyssov, Argyn, 2016.
"Implementing Cross-Border Interbank Lending in BoC-GEM-FIN,"
Working Papers
2016-15, University of Alberta, Department of Economics.
- Malik Shukayev & Argyn Toktamyssov, 2016. "Implementing Cross-Border Interbank Lending in BoC-GEM-FIN," Discussion Papers 16-19, Bank of Canada.
- Stephen S. Poloz, 2016. "The Paul Storer Memorial Lecture—Cross-Border Trade Integration and Monetary Policy," Discussion Papers 16-20, Bank of Canada.
- Calista Cheung & Dmitry Granovsky, 2016. "New Housing Registrations as a Leading Indicator of the BC Economy," Discussion Papers 16-3, Bank of Canada.
- Robert Fay & Justin-Damien Guénette & Louis Morel, 2016. "The Global Benefits of Low Oil Prices: More Than Meets the Eye," Staff Analytical Notes 16-13, Bank of Canada.
- Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2017.
"Applying a microfounded-forecasting approach to predict Brazilian inflation,"
Empirical Economics, Springer, vol. 53(1), pages 137-163, August.
- Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016. "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series 436, Central Bank of Brazil, Research Department.
- Laura D'Amato & Lorena Garegnani & Emilio Blanco, 2016. "GDP Nowcasting: Assessing the Cyclical Conditions of the Argentine Economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(74), pages 7-26, December.
- Paul De Grauwe & Eddie Gerba, 2015.
"Stock Market Cycles and Supply Side Dynamics: Two Worlds, One Vision?,"
CESifo Working Paper Series
5573, CESifo.
- Paul De Grauwe & Eddie Gerba, 2016. "Stock market cycles and supply side dynamics: two worlds, one vision?," Working Papers 1626, Banco de España.
- Alessandro Notarpietro & Lisa Rodano, 2016. "The evolution of bad debts in Italy during the global financial crisis and the sovereign debt crisis: a counterfactual analysis," Questioni di Economia e Finanza (Occasional Papers) 350, Bank of Italy, Economic Research and International Relations Area.
- Ugo Albertazzi & Alessandro Notarpietro & Stefano Siviero, 2016. "An inquiry into the determinants of the profitability of Italian banks," Questioni di Economia e Finanza (Occasional Papers) 364, Bank of Italy, Economic Research and International Relations Area.
- Hernando Vargas-Herrera, 2016.
"Inflation expectations and a model-based core inflation measure in Colombia,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 123-151,
Bank for International Settlements.
- Hernando Vargas-Herrera, 2016. "Inflation Expectations and a Model-Based Core Inflation Measure in Colombia," Borradores de Economia 14264, Banco de la Republica.
- Hernando Vargas-Herrera, 2016. "Inflation Expectations and a Model-Based Core Inflation Measure in Colombia," Borradores de Economia 928, Banco de la Republica de Colombia.
- Jesús Bejarano & Franz Hamann & Diego Rodríguez, 2016. "Indicador de Inflación Básica a partir de un Modelo Semi-estructural con inflación de alimentos," Borradores de Economia 935, Banco de la Republica de Colombia.
- Amador-Torres, J. Sebastián, 2017.
"Finance-neutral potential output: An evaluation in an emerging market monetary policy context,"
Economic Systems, Elsevier, vol. 41(3), pages 389-407.
- J. Sebastián Amador-Torres, 2016. "Finance neutral potential output: an evaluation on an emerging market monetary policy context," Borradores de Economia 958, Banco de la Republica de Colombia.
- Javier G. Gómez-Pineda, 2016. "Commodity Price Fluctuations, Core Inflation and Policy Interest Rates," Borradores de Economia 967, Banco de la Republica de Colombia.
- C. Thubin & T. Ferri re & E. Monnet & M. Marx & V. Oung, 2016. "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers 596, Banque de France.
- M. Mogliani & T. Ferri re, 2016. "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers 600, Banque de France.
- Hernando Vargas-Herrera, 2016.
"Inflation expectations and a model-based core inflation measure in Colombia,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 123-151,
Bank for International Settlements.
- Hernando Vargas-Herrera, 2016. "Inflation Expectations and a Model-Based Core Inflation Measure in Colombia," Borradores de Economia 928, Banco de la Republica de Colombia.
- Hernando Vargas-Herrera, 2016. "Inflation Expectations and a Model-Based Core Inflation Measure in Colombia," Borradores de Economia 14264, Banco de la Republica.
- Krzysztof Olszewski & Hanna Augustyniak & Jacek Laszek & Robert Leszczynski & Joanna Waszczuk, 2016.
"On the dynamics of the primary housing market and the forecasting of house prices,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41,
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"An evaluation of inflation expectations in Turkey,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 17(1), pages 1-31–38.
- Baris Soybilgen & Ege Yazgan, 2016. "An Evaluation Of Inflation Expectations In Turkey," Working Papers 1601, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
- Farooq Akram & Andrew Binning & Junior Maih, 2016.
"Joint Prediction Bands for Macroeconomic Risk Management,"
Working Papers
No 5/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint prediction bands for macroeconomic risk management," Working Paper 2016/7, Norges Bank.
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"Nowcasting using news topics Big Data versus big bank,"
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- Leif Anders Thorsrud, 2016. "Nowcasting using news topics. Big Data versus big bank," Working Paper 2016/20, Norges Bank.
- Farooq Akram & Andrew Binning & Junior Maih, 2016.
"Joint prediction bands for macroeconomic risk management,"
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- Farooq Akram & Andrew Binning & Junior Maih, 2016. "Joint Prediction Bands for Macroeconomic Risk Management," Working Papers No 5/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Leif Anders Thorsrud, 2016.
"Nowcasting using news topics. Big Data versus big bank,"
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- Leif Anders Thorsrud, 2016. "Nowcasting using news topics Big Data versus big bank," Working Papers No 6/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Belongia, Michael T. & Ireland, Peter N., 2017.
"Circumventing the zero lower bound with monetary policy rules based on money,"
Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 42-58.
- Michael T. Belongia & Peter N. Ireland, 2016. "Circumventing the Zero Lower Bound with Monetary Policy Rules Based on Money," Boston College Working Papers in Economics 911, Boston College Department of Economics.
- Michael T. Belongia & Peter N. Ireland, 2017. "Circumventing the Zero Lower Bound with Monetary Policy Rules Based on Money," NBER Working Papers 23157, National Bureau of Economic Research, Inc.
- Michael T. Belongia & Peter N. Ireland, 2018.
"Targeting Constant Money Growth at the Zero Lower Bound,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 159-204, March.
- Michael T. Belongia & Peter N. Ireland, 2016. "Targeting Constant Money Growth at the Zero Lower Bound," Boston College Working Papers in Economics 913, Boston College Department of Economics.
- Burgess, Stephen & Burrows, Oliver & Godin, Antoine & Kinsella, Stephen & Millard, Stephen, 2016. "A dynamic model of financial balances for the United Kingdom," Bank of England working papers 614, Bank of England.
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"Deflation Probability and the Scope for Monetary Loosening in the United Kingdom,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 233-277, March.
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"How Informative are Aggregated Inflation Expectations? Evidence from the ECB Survey of Professional Forecasters,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 139-163, November.
- Oinonen, Sami & Paloviita, Maritta, 2016. "How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters," Research Discussion Papers 15/2016, Bank of Finland.
- Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
- Kazutoshi Kan & Yui Kishaba & Tomohiro Tsuruga, 2016. "Supplementary Paper Series for the "Comprehensive Assessment" (3): Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) -- Assessment Based on Bank of ," Bank of Japan Working Paper Series 16-E-15, Bank of Japan.
- Koji Takahashi, 2016. "TIPS: The Trend Inflation Projection System and Estimation Results," Bank of Japan Working Paper Series 16-E-18, Bank of Japan.
- M. E. Bontempi & R. Golinelli & M. Squadrani, 2016. "A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?," Working Papers wp1062, Dipartimento Scienze Economiche, Universita' di Bologna.
- Wiriyawit Varang & Wong Benjamin, 2016.
"Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 141-157, April.
- Varang Wiriyawit & Benjamin Wong, 2014. "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers 2014-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Benjamin Wong & Varang Wiriyawit, 2015. "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series DP2015/02, Reserve Bank of New Zealand.
- Lahiri Kajal & Yang Liu, 2016.
"A non-linear forecast combination procedure for binary outcomes,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 421-440, September.
- Kajal Lahiri & Liu Yang, 2015. "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series 5175, CESifo.
- Ravazzolo Francesco & Rothman Philip, 2016.
"Oil-price density forecasts of US GDP,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 441-453, September.
- Francesco Ravazzolo & Philip Rothman, 2015. "Oil-Price Density Forecasts of U.S. GDP," Working Papers No 10/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Fossati Sebastian, 2016.
"Dating US business cycles with macro factors,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 529-547, December.
- Fossati, Sebastian, 2011. "Dating U.S. Business Cycles with Macro Factors," Working Papers 2011-5, University of Alberta, Department of Economics, revised 01 Feb 2012.
- Graham Gudgin & Ken Coutts & Neil Gibson & Jordan Buchanan, 2016. "The Macro-Economic Impact of Brexit: Using the CBR Macro-Economic Model of the UK Economy (UKMOD)," Working Papers wp483, Centre for Business Research, University of Cambridge.
- Makram El-Shagi & Gregor Von Schweinitz, 2016.
"Qual Var Revisited: Good Forecast, Bad Story,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 19(2), pages 293-321, November.
- Makram El-Shagi & Gregor von Schweinitz, 2016. "Qual VAR revisited: Good forecast, bad story," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 293-322, November.
- El-Shagi, Makram & von Schweinitz, Gregor, 2012. "Qual VAR Revisited: Good Forecast, Bad Story," IWH Discussion Papers 12/2012, Halle Institute for Economic Research (IWH).
- Lutz Kilian & Robert J. Vigfusson, 2017.
"The Role of Oil Price Shocks in Causing U.S. Recessions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(8), pages 1747-1776, December.
- Lutz Kilian & Robert J. Vigfusson, 2014. "The Role of Oil Price Shocks in Causing U.S. Recessions," International Finance Discussion Papers 1114, Board of Governors of the Federal Reserve System (U.S.).
- Lutz Kilian & Robert J. Vigfusson, 2016. "The Role of Oil Price Shocks in Causing U.S. Recessions," CESifo Working Paper Series 5743, CESifo.
- Kilian, Lutz & Vigfusson, Robert J., 2014. "The Role of Oil Price Shocks in Causing U.S. Recessions," CEPR Discussion Papers 10040, C.E.P.R. Discussion Papers.
- Kilian, Lutz & Vigfusson, Robert J., 2014. "The role of oil price shocks in causing U.S. recessions," CFS Working Paper Series 460, Center for Financial Studies (CFS).
- Robert Lehmann & Klaus Wohlrabe, 2017.
"Boosting and regional economic forecasting: the case of Germany,"
Letters in Spatial and Resource Sciences, Springer, vol. 10(2), pages 161-175, July.
- Robert Lehmann & Klaus Wohlrabe, 2016. "Boosting and Regional Economic Forecasting: The Case of Germany," CESifo Working Paper Series 6157, CESifo.
- Lehmann, Robert & Wohlrabe, Klaus, 2017. "Boosting and regional economic forecasting: the case of Germany," Munich Reprints in Economics 49919, University of Munich, Department of Economics.
- Van Robays, Ine & Belu Mănescu, Cristiana, 2014.
"Forecasting the Brent oil price: addressing time-variation in forecast performance,"
Working Paper Series
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- Cristiana Belu Manescu & Ine Van Robays, 2016. "Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance," CESifo Working Paper Series 6242, CESifo.
- Robert Lehmann, 2016. "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65, May.
- Klaus Abberger & Biswa Nath Bhattacharyay & Chang Woon Nam & Gernot Nerb & Siegfried Schönherr, 2014. "How Can the Crisis Vulnerability of Emerging Economies Be Reduced?," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
- Franziska Fobbe & Robert Lehmann, 2016. "Elektromotoren, Energieversorgung und Erziehung: Die Güte der entstehungsseitigen ifo-Kurzfristprognose," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(12), pages 58-63, June.
- Robert Lehmann & Timo Wollmershäuser, 2016. "Zur Prognosegüte der gesamtwirtschaftlichen Stundenproduktivität," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(22), pages 57-61, November.
- Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis, 2015.
"Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis,"
MPRA Paper
65290, University Library of Munich, Germany.
- Carlos Medel & Gilmour Camilleri & Hsiang-Ling Hsu & Stefan Kania & Miltiadis Touloumtzoglou, 2016. "Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis," Working Papers Central Bank of Chile 784, Central Bank of Chile.
- Carlos A. Medel, 2018.
"Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach,"
International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
- Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
- Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
- Carlos Medel, 2017.
"Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
- Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
- Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
- P. Gagliardini & E. Ghysels & M. Rubin, 2017.
"Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models,"
Journal of Financial Econometrics, Oxford University Press, vol. 15(4), pages 509-560.
- Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016. "Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models," Swiss Finance Institute Research Paper Series 16-46, Swiss Finance Institute.
- Rachidi Kotchoni & Dalibor Stevanovic, 2016.
"Forecasting U.S. Recessions and Economic Activity,"
EconomiX Working Papers
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- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2023.
"Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications,"
The Review of Economics and Statistics, MIT Press, vol. 105(2), pages 392-407, March.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2016. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," International Finance Discussion Papers 1179, Board of Governors of the Federal Reserve System (U.S.).
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2020. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," Working Paper Series 2020-33, Federal Reserve Bank of San Francisco.
- Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2016. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," CIRANO Working Papers 2016s-53, CIRANO.
- Pablo Galaso & Sandra Rodriguez, 2014.
"A composite leading cycle indicator for Uruguay,"
Documentos de Trabajo (working papers)
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- Hernando Vargas-Herrera, 2016.
"Inflation expectations and a model-based core inflation measure in Colombia,"
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Bank for International Settlements.
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"Solution methods for models with rare disasters,"
Quantitative Economics, Econometric Society, vol. 9(2), pages 903-944, July.
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"Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank,"
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"Priors for the Long Run,"
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"Vulnerable Growth,"
American Economic Review, American Economic Association, vol. 109(4), pages 1263-1289, April.
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"Debt hangover in the aftermath of the Great Recession,"
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"An Analytical And Numerical Search For Bifurcations In Open Economy New Keynesian Models,"
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"The dynamics of capital accumulation in the US: simulations after piketty,"
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"Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations,"
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"Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?,"
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"On the Design of Data Sets for Forecasting with Dynamic Factor Models,"
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"Credit, asset prices and business cycles at the global level,"
Economic Modelling, Elsevier, vol. 54(C), pages 139-152.
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"Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?,"
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"Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR,"
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"Credit, asset prices and business cycles at the global level,"
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"A multi-country approach to forecasting output growth using PMIs,"
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"Dynamic prediction pools: An investigation of financial frictions and forecasting performance,"
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"The macroeconomic impact of financial and uncertainty shocks,"
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"In search of the Euro area fiscal stance,"
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"Economic policy uncertainty and stock markets: Long-run evidence from the US,"
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"Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs,"
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"Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey,"
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"Identification and real-time forecasting of Norwegian business cycles,"
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"Nowcasting Turkish GDP and news decomposition,"
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"Business uncertainty and investment: Evidence from Japanese companies,"
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- Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
- Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
- Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
- Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
- Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
- Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
- Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
- Drobyshevsky Sergey & Kazakova Maria & Idrisov Georgy & Tsukhlo Sergey & Lyashok Viktor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 27, pages 1-24, May.
- Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
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- Herman O. Stekler & Tianyu Ye, 2017.
"Evaluating a leading indicator: an application—the term spread,"
Empirical Economics, Springer, vol. 53(1), pages 183-194, August.
- Herman O. Stekler & Tianyu Ye, 2016. "Evaluating a Leading Indicator: An Application: the Term Spread," Working Papers 2016-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
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"Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 77-97, November.
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- Edward N. Gamber & Julie K. Smith, 2016. "Time-series measures of core inflation," Working Papers 2016-008, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
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"Money and monetary policy in Israel during the last decade,"
Journal of Policy Modeling, Elsevier, vol. 38(1), pages 103-124.
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"Food Prices and Inflation Targeting in Emerging Economies,"
International Economics, CEPII research center, issue 146, pages 108-140.
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"A World Trade Leading Index (WTLI),"
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"Economic policy uncertainty and stock markets: Long-run evidence from the US,"
Finance Research Letters, Elsevier, vol. 18(C), pages 136-141.
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"Economic policy uncertainty and stock markets: Long-run evidence from the US,"
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"Credit, asset prices and business cycles at the global level,"
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"Debt hangover in the aftermath of the Great Recession,"
Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 107-133.
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"Debt hangover in the aftermath of the Great Recession,"
Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 107-133.
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- Stephane Auray & Aurelien Eyquem & Paul Gomme, 2017. "Debt Hangover in the Aftermath of the Great Recession," Working Papers 17001, Concordia University, Department of Economics.
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- Stéphane Auray & Aurélien Eyquem & Paul Gomme, 2018. "Debt Hangover in the Aftermath of the Great Recession," Working Papers halshs-01942719, HAL.
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- Stephane Auray & Aurelien Eyquem & Paul Gomme, 2017. "Debt Hangover in the Aftermath of the Great Recession," Working Papers 17003, Concordia University, Department of Economics.
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"No man is an Island: The impact of heterogeneity and local interactions on macroeconomic dynamics,"
Economic Modelling, Elsevier, vol. 68(C), pages 82-95.
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- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," Post-Print hal-03609582, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," Working Papers hal-03459315, HAL.
- Guerini, Mattia & Napoletano, Mauro & Roventini, Andrea, 2018.
"No man is an Island: The impact of heterogeneity and local interactions on macroeconomic dynamics,"
Economic Modelling, Elsevier, vol. 68(C), pages 82-95.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man Is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," LEM Papers Series 2016/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," SciencePo Working papers Main hal-03609582, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," Working Papers hal-03459315, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," Post-Print hal-03609582, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No man is an island : the Impact of Heterogeneity and local interactions on Macroeconomic Dynamics," Documents de Travail de l'OFCE 2016-18, Observatoire Francais des Conjonctures Economiques (OFCE).
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"Forecasting U.S. Recessions and Economic Activity,"
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"Intermittent Price Changes in Production Plants: Empirical Evidence Using Monthly Data,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 98-122, February.
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"Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank,"
CEPR Discussion Papers
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"Adjusting for information content when comparing forecast performance,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(7), pages 784-794, November.
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"Exchange Rates and Fundamentals: A General Equilibrium Exploration,"
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"On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation,"
Journal of International Economics, Elsevier, vol. 118(C), pages 160-178.
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"An Econometric Analysis Of Energy Revenue And Government Expenditure Shocks On Economic Growth In Trinidad And Tobago,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(2), pages 183-203, April-Jun.
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"Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy,"
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"Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 367-378.
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"Long-run expectations in a learning-to-forecast experiment,"
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"On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
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"On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 389-409, May.
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"On the initialization of adaptive learning in macroeconomic models,"
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"Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies,"
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"Global or Domestic? Which Shocks Drive Inflation in European Small Open Economies?,"
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"Distance And Time Effects In Swedish Commodity Prices, 1732-1914,"
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"Automating Analytics: Forecasting Time Series in Economics and Business,"
Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 340-349, June.
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"The shadow rate as a predictor of real activity and inflation: evidence from a data-rich environment,"
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"Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?,"
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"Forecasting using a Nonlinear DSGE Model,"
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"Forecasting US GNP growth: The role of uncertainty,"
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Economic Modelling, Elsevier, vol. 68(C), pages 82-95.
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"Forecasting Chilean inflation with international factors,"
Empirical Economics, Springer, vol. 51(3), pages 981-1010, November.
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"Labour mobility and labour market adjustment in the EU,"
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"What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary,"
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"European economic sentiment indicator: an empirical reappraisal,"
Quality & Quantity: International Journal of Methodology,
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"No man is an Island: The impact of heterogeneity and local interactions on macroeconomic dynamics,"
Economic Modelling, Elsevier, vol. 68(C), pages 82-95.
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- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," SciencePo Working papers Main hal-03609582, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man Is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," LEM Papers Series 2016/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No man is an island : the Impact of Heterogeneity and local interactions on Macroeconomic Dynamics," Documents de Travail de l'OFCE 2016-18, Observatoire Francais des Conjonctures Economiques (OFCE).
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"Qual VAR revisited: Good forecast, bad story,"
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"Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 77-97, November.
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"The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-20.
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"The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach,"
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- Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit , 2016. "Konjunktur aktuell: Deutsche Binnenkonjunktur weiter im Aufwind," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 4(2), pages 44-55.
- Brautzsch, Hans-Ulrich & Exß, Franziska & Holtemöller, Oliver & Lindner, Axel & Loose, Brigitte & Ludwig, Udo & Schultz, Birgit, 2016. "Ostdeutsche Wirtschaftspolitik muss umdenken: Nur mit Investitionen in Köpfe lässt sich weiter aufholen," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 4(2), pages 56-85.
- Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit , 2016. "Konjunktur aktuell: Konjunktur in Deutschland bleibt trotz sinkender Stimmung robust," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 4(3), pages 92-107.
- Holtemöller, Oliver & Brautzsch, Hans-Ulrich & Drygalla, Andrej & Heinisch, Katja & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit , 2016. "Konjunktur aktuell: Deutsche Wirtschaft weiter von Konsum und Bau beflügelt," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 4(4), pages 112-154.
- Brautzsch, Hans-Ulrich & Heinisch, Katja & Holtemöller, Oliver & Loose, Brigitte & Wieschemeyer, Matthias & Zeddies, Götz, 2016. "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2016 bis 2021," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 4(4), pages 155-158.
- Kolev, Galina V. & Schaefer, Thilo, 2016. "Auswirkungen der jüngsten Ölpreisentwicklung auf die deutsche Konjunktur," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 43(1), pages 55-68.
- Hanck, Christoph & Prüser, Jan, 2016. "House prices and interest rates: Bayesian evidence from Germany," Ruhr Economic Papers 620, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Molnarova, Zuzana & Molnárová, Zuzana & Reiter, Michael, 2016. "Business Cycles and the Propagation of Shocks in the Input-Output Network," VfS Annual Conference 2016 (Augsburg): Demographic Change 145804, Verein für Socialpolitik / German Economic Association.
- Heinisch, Katja, 2016. "A real-time analysis on the importance of hard and soft data for nowcasting German GDP," VfS Annual Conference 2016 (Augsburg): Demographic Change 145864, Verein für Socialpolitik / German Economic Association.
- Jonas Dovern & Matthias Hartmann, 2017.
"Forecast performance, disagreement, and heterogeneous signal-to-noise ratios,"
Empirical Economics, Springer, vol. 53(1), pages 63-77, August.
- Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
- Hartmann, Matthias & Dovern, Jonas, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change 145925, Verein für Socialpolitik / German Economic Association.
2015
- Michał Hulej & Grzegorz Grabek, 2015. "Output gap measure based on survey data," NBP Working Papers 200, Narodowy Bank Polski.
- Jacek Kotlowski, 2015.
"Do Central Bank Forecasts Matter for Professional Forecasters?,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(6), pages 432-454, December.
- Jacek Kotłowski, 2015. "Do central bank forecasts matter for professional forecasters?," EcoMod2015 8317, EcoMod.
- Jacek Kotłowski, 2015. "Do central bank forecasts matter for professional forecasters?," NBP Working Papers 204, Narodowy Bank Polski.
- Aleksandra Hałka & Karol Szafranek, 2016.
"Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies,"
Eastern European Economics, Taylor & Francis Journals, vol. 54(2), pages 109-132, March.
- Aleksandra Hałka & Karol Szafranek, 2015. "Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies," NBP Working Papers 223, Narodowy Bank Polski.
- Takashi Kano & Kenji Wada, 2015.
"The First Arrow Hitting the Currency Target: A Long-Run Risk Perspective,"
NBER Chapters,
in: International Finance in the Global Markets
National Bureau of Economic Research, Inc.
- KANO, Takashi & WADA, Kenji, 2015. "The First Arrow Hitting the Currency Target: A Long-run Risk Perspective," Discussion paper series HIAS-E-13, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Bill Gibson & Mark Setterfield, 2015. "Real and financial crises in the Keynes-Kalecki structuralist model: An agent-based approach," Working Papers 1517, New School for Social Research, Department of Economics.
- Aguiar-Conraria, Luis & Brinca, Pedro & Gudjonsson, Haukur & Soares, Joana, 2015. "Optimal currency area and business cycle synchronization across U.S. states," MPRA Paper 62125, University Library of Munich, Germany.
- Luís Aguiar-Conraria & Pedro Brinca & Haukur Viðar Guðjónsson & Maria Joana Soares, 2015. "Optimum Currency Area and Business Cycle Synchronization Across U.S. States," NIPE Working Papers 1/2015, NIPE - Universidade do Minho.
- V. Klinov., 2015. "Great Reshuffle of the World Economy (On the Book by A. A. Akaev "From the Epoch of Great Divergence to the Epoch of Great Convergence")," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 11.
- Rudrani Bhattacharya & Abhijit Sen Gupta, 2015. "Food Inflation in India: Causes and Consequences," Working Papers id:7141, eSocialSciences.
- Bhattacharya, Rudrani & Sen Gupta, Abhijit, 2015. "Food Inflation in India: Causes and Consequences," Working Papers 15/151, National Institute of Public Finance and Policy.
- Mihaela Simionescu, 2015. "The Accuracy Analysis of Inflation Rate Forecasts in Euro Area," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 3(1), pages 80-85, May.
- Wiriyawit Varang & Wong Benjamin, 2016. "Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 141-157, April.
- Varang Wiriyawit & Benjamin Wong, 2014. "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers 2014-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Benjamin Wong & Varang Wiriyawit, 2015. "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series DP2015/02, Reserve Bank of New Zealand.
- Allan Layton & Anirvan Banerji & Lakshman Achuthan, 2015. "The world and “The world business cycle chronology”," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2015(1), pages 23-40.
- Daniela Bragoli & Luca Metelli & Michele Modugno, 2015. "The importance of updating: Evidence from a Brazilian nowcasting model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2015(1), pages 5-22.
- Daniela Bragoli & Luca Metelli & Michele Modugno, 2014. "The Importance of Updating: Evidence from a Brazilian Nowcasting Model," Finance and Economics Discussion Series 2014-94, Board of Governors of the Federal Reserve System (U.S.).
- Maritta Paloviita & Matti Viren, 2015. "What's behind the survey values?: An analysis of individual forecasters' behaviour," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(2), pages 25-43.
- Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015. "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016. "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
- Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 200, Oesterreichische Nationalbank (Austrian Central Bank).
- Larisa Nicoleta Pop, 2015. "An Analysis Of The Romanian Agricultural Market In The Context Of Common Agricultural Policy," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 11, pages 333-343.
- Eliška Horká, 2015. "The Monetary Transmission in the Selected CEE Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 449-452, May.
- Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017. "Real-time forecast evaluation of DSGE models with stochastic volatility," Journal of Econometrics, Elsevier, vol. 201(2), pages 322-332.
- Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2015. "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," PIER Working Paper Archive 15-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 May 2015.
- Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017. "Real-time forecast evaluation of DSGE models with stochastic volatility," CFS Working Paper Series 577, Center for Financial Studies (CFS).
- Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2016. "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," NBER Working Papers 22615, National Bureau of Economic Research, Inc.
- Nkrumah, Kwabena Meneabe, 2015. "US Domestic Money, Output, Inflation and Unemployment," MPRA Paper 68095, University Library of Munich, Germany.
- Ackon, Kwabena Meneabe, 2015. "US Domestic Money, Output, Inflation and Unemployment," MPRA Paper 100740, University Library of Munich, Germany.
- Luís Aguiar-Conraria & Pedro Brinca & Haukur Viðar Guðjónsson & Maria Joana Soares, 2015. "Optimum Currency Area and Business Cycle Synchronization Across U.S. States," NIPE Working Papers 1/2015, NIPE - Universidade do Minho.
- Aguiar-Conraria, Luis & Brinca, Pedro & Gudjonsson, Haukur & Soares, Joana, 2015. "Optimal currency area and business cycle synchronization across U.S. states," MPRA Paper 62125, University Library of Munich, Germany.
- Kitov, Ivan, 2015. "Modeling the price of crude oil and motor fuel: a five-year revision," MPRA Paper 62338, University Library of Munich, Germany.
- Tim Oliver Berg, 2016. "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 718-740, December.
- Berg, Tim Oliver, 2015. "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper 62405, University Library of Munich, Germany.
- Carlos Medel, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile 769, Central Bank of Chile.
- Medel, Carlos, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," MPRA Paper 62609, University Library of Munich, Germany.
- Solomon, Bernard Daniel, 2015. "Notes on Business Cycle Theory from a Dynamic Stochastic General Equilibrium Perspective," MPRA Paper 62780, University Library of Munich, Germany, revised 11 Mar 2015.
- Fornaro, Paolo, 2015. "Forecasting U.S. Recessions with a Large Set of Predictors," MPRA Paper 62973, University Library of Munich, Germany.
- Stanova, Nadja, 2015. "Effects of fiscal shocks in new EU members estimated from a SVARX model with debt feedback," MPRA Paper 63148, University Library of Munich, Germany.
- Kaloyan Ganev, 2015. "A Small Model for Output Gap and Potential Growth Estimation. An Application to Bulgaria," Bulgarian Economic Papers bep-2015-04, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Mar 2015.
- Ganev, Kaloyan, 2015. "A Small Model for Output Gap and Potential Growth Estimation. An Application to Bulgaria," MPRA Paper 63546, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper 63565, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper 63564, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper 63564, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper 63565, University Library of Munich, Germany.
- Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, vol. 66(1), pages 71-98, April.
- Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo.
- Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
- Barnett, William A. & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Foundations and Trends(R) in Econometrics, now publishers, vol. 8(1-2), pages 1-144, September.
- Barnett, William & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Studies in Applied Economics 32, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- William, Barnett & Guo, Chen, 2015. "Bifurcation of macroeconometric models and robustness of dynamical inferences," MPRA Paper 63772, University Library of Munich, Germany.
- William A. Barnett & Guo Chen, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201411, University of Kansas, Department of Economics, revised Apr 2015.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "On the spectrum of oscillations in economics," MPRA Paper 64353, University Library of Munich, Germany.
- Phiri, Andrew, 2015. "Examining asymmetric effects in the South African Philips curve: Evidence from logistic smooth transition regression (LSTR) models," MPRA Paper 64487, University Library of Munich, Germany.
- Tapia, Jose, 2015. "Profits encourage investment, investment dampens profits, government spending does not prime the pump — A DAG investigation of business-cycle dynamics," MPRA Paper 64985, University Library of Munich, Germany, revised Jun 2015.
- Tapia, Jose, 2015. "Profits encourage investment, investment dampens profits, government spending does not prime the pump — A DAG investigation of business-cycle dynamics," MPRA Paper 64698, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Digital waves in economics," MPRA Paper 64755, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "General information product theory in economics science," MPRA Paper 64991, University Library of Munich, Germany.
- Freeman, Alan, 2015. "Heavens above: what equilibrium means for economics. With an appendix on temporality, equilibrium, endogeneity and exogeneity, in the inductive sciences and in economics," MPRA Paper 65045, University Library of Munich, Germany, revised 14 Jun 2015.
- Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis, 2015. "Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis," MPRA Paper 65290, University Library of Munich, Germany.
- Carlos Medel & Gilmour Camilleri & Hsiang-Ling Hsu & Stefan Kania & Miltiadis Touloumtzoglou, 2016. "Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis," Working Papers Central Bank of Chile 784, Central Bank of Chile.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum microeconomics theory," MPRA Paper 66983, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum macroeconomics theory," MPRA Paper 65442, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum macroeconomics theory," MPRA Paper 65566, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum microeconomics theory," MPRA Paper 66983, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum macroeconomics theory," MPRA Paper 65566, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Quantum macroeconomics theory," MPRA Paper 65442, University Library of Munich, Germany.
- Medel, Carlos A., 2015. "A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62," MPRA Paper 65665, University Library of Munich, Germany.
- Perederiy, Volodymyr, 2015. "Endogenous derivation and forecast of lifetime PDs," MPRA Paper 65679, University Library of Munich, Germany.
- Leon, Costas, 2015. "Decomposition of the European GDP based on Singular Spectrum Analysis," MPRA Paper 65812, University Library of Munich, Germany.
- Mamipour, Siab & Vaezi Jezeie, Fereshteh, 2015. "Non-Linearities in the relation between oil price, gold price and stock market returns in Iran: a multivariate regime-switching approach," MPRA Paper 66202, University Library of Munich, Germany.
- BLINOV, Sergey, 2015. "Как Удвоить Ввп России [How to Double Russia’s GDP]," MPRA Paper 66583, University Library of Munich, Germany.
- BLINOV, Sergey, 2015. "How to Double Russia’s GDP," MPRA Paper 66625, University Library of Munich, Germany.
- Anwar, Dr. Mumtaz & Shabbir, Dr. Ghulam & Shahid, M. Hassam & Samreen, Wajiha, 2015. "Determinants of Potato Prices and its Forecasting: A Case Study of Punjab, Pakistan," MPRA Paper 66678, University Library of Munich, Germany.
- Dahem, Ahlem, 2015. "Short term Bayesian inflation forecasting for Tunisia," MPRA Paper 66702, University Library of Munich, Germany.
- Muhammad Nadim Hanif & Muhammad Jahanzeb Malik, 2015. "Evaluating the Performance of Inflation Forecasting Models of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 11, pages 43-78.
- Hanif, Muhammad Nadim & Malik, Muhammad Jahanzeb, 2015. "Evaluating Performance of Inflation Forecasting Models of Pakistan," MPRA Paper 66843, University Library of Munich, Germany.
- Magdalena Grothe & Aidan Meyler, 2018. "Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(1), pages 171-188, January.
- Meyler, Aidan & Grothe, Magdalena, 2015. "Inflation forecasts: Are market-based and survey-based measures informative?," Working Paper Series 1865, European Central Bank.
- Grothe, Magdalena & Meyler, Aidan, 2015. "Inflation forecasts: Are market-based and survey-based measures informative?," MPRA Paper 66982, University Library of Munich, Germany.
- Carlos A. Medel, 2018. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
- Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
- Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
- Pascal Bührig & Klaus Wohlrabe, 2016. "Forecasting revisions of German industrial production," Applied Economics Letters, Taylor & Francis Journals, vol. 23(15), pages 1062-1064, October.
- Wohlrabe, Klaus & Bührig, Pascal, 2015. "Forecasting Revisions of German Industrial Production," MPRA Paper 67513, University Library of Munich, Germany.
- Bührig, Pascal & Wohlrabe, Klaus, 2016. "Forecasting revisions of German industrial production," Munich Reprints in Economics 43524, University of Munich, Department of Economics.
- R. Lehmann & K. Wohlrabe, 2016. "Looking into the black box of boosting: the case of Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 23(17), pages 1229-1233, November.
- Robert Lehmann & Klaus Wohlrabe, 2015. "Looking into the Black Box of Boosting: The Case of Germany," CESifo Working Paper Series 5686, CESifo.
- Lehmann, R. & Wohlrabe, K., 2016. "Looking into the black box of boosting: the case of Germany," Munich Reprints in Economics 43525, University of Munich, Department of Economics.
- Lehmann, Robert & Wohlrabe, Klaus, 2015. "Looking into the Black Box of Boosting: The Case of Germany," MPRA Paper 67608, University Library of Munich, Germany.
- Mensah, Emmanuel Kwasi, 2015. "Box-Jenkins modelling and forecasting of Brent crude oil price," MPRA Paper 67748, University Library of Munich, Germany.
- Hertrich, Markus, 2015. "Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets," MPRA Paper 67837, University Library of Munich, Germany.
- Ackon, Kwabena Meneabe, 2015. "US Domestic Money, Output, Inflation and Unemployment," MPRA Paper 100740, University Library of Munich, Germany.
- Nkrumah, Kwabena Meneabe, 2015. "US Domestic Money, Output, Inflation and Unemployment," MPRA Paper 68095, University Library of Munich, Germany.
- Robert Lehmann & Klaus Wohlrabe, 2017. "Boosting and regional economic forecasting: the case of Germany," Letters in Spatial and Resource Sciences, Springer, vol. 10(2), pages 161-175, July.
- Lehmann, Robert & Wohlrabe, Klaus, 2015. "The role of component-wise boosting for regional economic forecasting," MPRA Paper 68186, University Library of Munich, Germany, revised 03 Dec 2015.
- Checo, Ariadne & Pradel, Salome & Ramirez, Francisco A., 2015. "Measuring the Effects of the ‘Normalization’ of US Monetary Policy on Central America and the Dominican Republic," MPRA Paper 68293, University Library of Munich, Germany.
- Monokroussos, George & Zhao, Yongchen, 2020. "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1173-1180.
- Monokroussos, George, 2015. "Nowcasting in Real Time Using Popularity Priors," MPRA Paper 68594, University Library of Munich, Germany.
- George Monokroussos & Yongchen Zhao, 2020. "Nowcasting in Real Time Using Popularity Priors," Working Papers 2020-01, Towson University, Department of Economics, revised Feb 2020.
- Volkan Hacioglu, 2015. "Bayesian Expectations and Strategic Complementarity: Implications for Macroeconomic Stability," Post-Print hal-01404402, HAL.
- Hacıoğlu, Volkan, 2015. "Bayesian Expectations and Strategic Complementarity: Implications for Macroeconomic Stability," MPRA Paper 75397, University Library of Munich, Germany.
- Heinrich, Torsten, 2015. "Growth Cycles, Network Effects, and Intersectoral Dependence: An Agent-Based Model and Simulation Analysis," MPRA Paper 79575, University Library of Munich, Germany, revised 08 Jun 2017.
- Pinshi, Christian & Mukendi, Christian & Ndombe, Patrick, 2015. "Prévision du coefficient de la réserve obligatoire de la Banque centrale du Congo [Forecasting of the coefficient of the reserve requirement of the Central bank of Congo]," MPRA Paper 79769, University Library of Munich, Germany, revised May 2017.
- Lupu, Dan & Asandului, Mircea & Sîrghi, Nicoleta, 2015. "Considerations regarding inflation's evolution in Central and Eastern European countries," MPRA Paper 95508, University Library of Munich, Germany.
- Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2017. "The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(2), pages 109-121, March.
- Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015. "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers 201548, University of Pretoria, Department of Economics.
- Gogas, Periklis & Papadimitriou, Theophilos & Plakandaras, Vasilios & Gupta, Rangan, 2019. "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," DUTH Research Papers in Economics 3-2016, Democritus University of Thrace, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016. "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-20.
- Mehmet Balcilar & Rangan Gupta & Mawuli Segnon, 2015. "The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach," Working Papers 201558, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016. "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers 2016-14, Kiel Institute for the World Economy (IfW Kiel).
- Kavli, Haakon & Viegi, Nicola, 2015. "Portfolio Flows in a two-country RBC model with financial intermediaries," MPRA Paper 66875, University Library of Munich, Germany, revised Sep 2015.
- Haakon Kavli & Nicola Viegi, 2015. "Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries," Working Papers 201568, University of Pretoria, Department of Economics.
- Rangan Gupta & Eric Olson & Mark E. Wohar, 2017. "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(6), pages 640-650, September.
- Rangan Gupta & Eric Olson & Mark E. Wohar, 2015. "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers 201585, University of Pretoria, Department of Economics.
- Jitka Poměnková & Roman Maršálek, 2015. "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(5), pages 485-502.
- Shalva Mkhatrishvili & Zviad Zedginidze, 2015. "Modeling Macro-Fiscal Interlinkages: Case of Georgia," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(1), pages 15-41, March.
- Mandalinci, Zeyyad, 2017. "Forecasting inflation in emerging markets: An evaluation of alternative models," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1082-1104.
- Zeyyad Mandalinci, 2015. "Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models," CReMFi Discussion Papers 3, CReMFi, School of Economics and Finance, QMUL.
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- Guzman Martin & Heymann Daniel, 2015. "The IMF Debt Sustainability Analysis: Issues and Problems," Journal of Globalization and Development, De Gruyter, vol. 6(2), pages 387-404, December.
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- Laura D´Amato & Lorena Garegnani & Emilio Blanco, 2015. "GDP Nowcasting: Assessing business cycle conditions in Argentina," BCRA Working Paper Series 201569, Central Bank of Argentina, Economic Research Department.
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- Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015. "Fast ML estimation of dynamic bifactor models: an application to European inflation," Working Papers 1525, Banco de España.
- Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015. "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Working Papers wp2015_1502, CEMFI.
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- Fabio Busetti & Michele Caivano & Lisa Rodano, 2015. "On the conditional distribution of euro area inflation forecast," Temi di discussione (Economic working papers) 1027, Bank of Italy, Economic Research and International Relations Area.
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- Franz Hamann & Jesús Bejarano & Diego Rodríguez, 2015. "Monetary policy implications for an oil-exporting economy of lower long-run international oil prices," Borradores de Economia 12615, Banco de la Republica.
- Franz Hamann & Jesús Bejarano & Diego Rodríguez, 2015. "Monetary policy implications for an oil-exporting economy of lower long-run international oil prices," Borradores de Economia 871, Banco de la Republica de Colombia.
- Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez, 2015. "Indicador mensual de actividad económica (IMAE) para el Valle del Cauca," Borradores de Economia 13610, Banco de la Republica.
- Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez, 2015. "Indicador mensual de actividad económica (IMAE) para el Valle del Cauca," Borradores de Economia 900, Banco de la Republica de Colombia.
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- Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
- Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
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- Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
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- Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
- Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
- Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
- Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
- Guzman Martin & Heymann Daniel, 2015. "The IMF Debt Sustainability Analysis: Issues and Problems," Journal of Globalization and Development, De Gruyter, vol. 6(2), pages 387-404, December.
- Martín Guzmán & Daniel Heymann, 2015. "The IMF Debt Sustainability Analysis: Issues and Problems," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2015-9, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
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- Peter Tillmann & Maik H. Wolters, 2012. "The changing dynamics of US inflation persistence: a quantile regression approach," MAGKS Papers on Economics 201206, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Kiel Working Papers 1951, Kiel Institute for the World Economy (IfW Kiel).
- Tillmann, Peter & Wolters, Maik Hendrik, 2012. "The changing dynamics of US inflation persistence: A quantile regression approach," IMFS Working Paper Series 60, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Melquiades Pereira Lima & Vinicio de Souza Almeida, 2015. "Sell-side analysts make good predictions in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(3), pages 365-393.
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- Miroslav Klucik, 2015. "Fiscal Adjustment in Slovakia: Findings from a Medium-Scale Econometric Model," Working Papers Working Paper No. 1/2015, Council for Budget Responsibility.
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- Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2015. "Models, Inattention and Expectation Updates," Discussion Papers 1602, Centre for Macroeconomics (CFM).
- Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2016. "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 283-316, Emerald Group Publishing Limited.
- Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," Working Papers 1523, Banco de España.
- Máximo Camacho & Danilo Leiva-León & Gabriel Pérez-Quiros, 2015. "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach," Working Papers Central Bank of Chile 764, Central Bank of Chile.
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- Carlos Medel, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile 769, Central Bank of Chile.
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- Sentana, Enrique & Galesi, Alessandro, 2015. "Fast ML estimation of dynamic bifactor models: an application to European inflation," CEPR Discussion Papers 10461, C.E.P.R. Discussion Papers.
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- Dante Amengual & Enrique Sentana, 2020. "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 350-366, April.
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- Medel, Carlos, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," MPRA Paper 62609, University Library of Munich, Germany.
- Carlos Medel, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile 769, Central Bank of Chile.
- Carlos A. Medel, 2015. "Dinámica inflacionaria y la curva de Phillips híbrida neokeynesiana: el caso de Chile," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 27-78, Enero-jun.
- Miroslav Plasil & Tomas Konecny & Jakub Seidler & Petr Hlavac, 2015. "In the Quest of Measuring the Financial Cycle," Working Papers 2015/05, Czech National Bank.
- Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2015. "Labour Market Modelling within a DSGE Approach," Working Papers 2015/06, Czech National Bank.
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- Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016. "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 215-282, Emerald Group Publishing Limited.
- Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015. "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Working Papers wp2015_1502, CEMFI.
- Sentana, Enrique & Galesi, Alessandro, 2015. "Fast ML estimation of dynamic bifactor models: an application to European inflation," CEPR Discussion Papers 10461, C.E.P.R. Discussion Papers.
- Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015. "Fast ML estimation of dynamic bifactor models: an application to European inflation," Working Papers 1525, Banco de España.
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- Den Haan, Wouter & Cai, Xiaoming & Pinder, Jonathan, 2015. "Predictable Recoveries," CEPR Discussion Papers 10815, C.E.P.R. Discussion Papers.
- Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2016. "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 283-316, Emerald Group Publishing Limited.
- Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," Working Papers 1523, Banco de España.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Leiva-León, Danilo, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," CEPR Discussion Papers 10828, C.E.P.R. Discussion Papers.
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- Philippe De Donder & John E. Roemer, 2016. "The Dynamics of Capital Accumulation in the US: Simulations after Piketty," Cowles Foundation Discussion Papers 1998R, Cowles Foundation for Research in Economics, Yale University.
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- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers 2014-26, University of Connecticut, Department of Economics.
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- Karim Barhoumi & Laurent Ferrara, 2015. "A World Trade Leading Index (WTLI)," IMF Working Papers 2015/020, International Monetary Fund.
- Laurent Ferrara & Olivier Darné & Karim Barhoumi, 2016. "A world trade leading index (WLTI)," Post-Print hal-01635948, HAL.
- Germán López, 2015. "Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies," Working Papers. Serie AD 2015-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Lele Zou & Jinjun Xue & Alan Fox & Bo Meng, 2018. "The Emissions Reduction Effect And Economic Impact Of An Energy Tax Vs. A Carbon Tax In China: A Dynamic Cge Model Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(02), pages 339-387, March.
- Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa, 2015. "The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis," IDE Discussion Papers 487, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper 2014/11, Norges Bank.
- Barnett, William A. & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Foundations and Trends(R) in Econometrics, now publishers, vol. 8(1-2), pages 1-144, September.
- Barnett, William & Chen, Guo, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," Studies in Applied Economics 32, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
- William A. Barnett & Guo Chen, 2015. "Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201411, University of Kansas, Department of Economics, revised Apr 2015.
- William, Barnett & Guo, Chen, 2015. "Bifurcation of macroeconometric models and robustness of dynamical inferences," MPRA Paper 63772, University Library of Munich, Germany.
- Robert Kollmann, 2015. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 239-260, February.
- Robert Kollmann, 2014. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning," ULB Institutional Repository 2013/250061, ULB -- Universite Libre de Bruxelles.
- Stefan Hohberger & Lukas Vogel & Bernhard Herz, 2015. "The sectoral reallocation of government purchases as budgetary-neutral stabilisation tool: a model-based analysis," International Economics and Economic Policy, Springer, vol. 12(1), pages 59-74, March.
- Bruno Deschamps, 2015. "Are aggregate corporate earnings forecasts unbiased and efficient?," Review of Quantitative Finance and Accounting, Springer, vol. 45(4), pages 803-818, November.
- Young Se Kim & Hyok Jung Kim, 2015. "Disaggregated Approach to Measuring Core Inflation," Korean Economic Review, Korean Economic Association, vol. 31, pages 145-176.
- Tim Schwarzmüller, 2015. "Model Pooling and Changes in the Informational Content of Predictors: an Empirical Investigation for the Euro Area," Kiel Working Papers 1982, Kiel Institute for the World Economy.
- Fady Barsoum, 2015. "Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model," Working Paper Series of the Department of Economics, University of Konstanz 2015-19, Department of Economics, University of Konstanz.
- Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Florian Hälg & Günther Greulich & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwi, 2015. "Aufhebung Mindestkurs: Rosskur für Schweizer Wirtschaft," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(1), pages 1-78, March.
- Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Florian Hälg & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwirth & Alexander Rat, 2015. "Erholung in der EU – Taucher in der Schweiz," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(2), pages 1-27, June.
- Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Anne Kathrin Funk & Michael Graff & Florian Hälg & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwirth & Alexander, 2015. "Preissenkungen haben Einbruch abgefedert – Abwertung hellt Aussichten auf," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(3), pages 1-106, October.
- Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Anne Kathrin Funk & Michael Graff & Florian Hälg & Jochen Hartwig & David Iselin & Heiner Mikosch & Stefan Neuwirth & Alexander, 2015. "Moderates Wachstum, Steigende Arbeitslosigkeit," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(4), pages 1-27, December.
- Peter Stalder, 2015. "Starker Franken und tiefe Zinsen: Wohin steuert der schweizerische Immobilienmarkt?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(4), pages 45-66, December.
- Dirk Drechsel & Heiner Mikosch & Samad Sarferaz & Matthias Bannert, 2015. "How are firms affected by exchange rate shocks?," KOF Working papers 15-371, KOF Swiss Economic Institute, ETH Zurich.
- Kaufmann, Daniel & Scheufele, Rolf, 2017. "Business tendency surveys and macroeconomic fluctuations," International Journal of Forecasting, Elsevier, vol. 33(4), pages 878-893.
- Daniel Kaufmann & Rolf Scheufele, 2015. "Business tendency surveys and macroeconomic fluctuations," KOF Working papers 15-378, KOF Swiss Economic Institute, ETH Zurich.
- David Iselin, 2015. "Does Negative News Reporting on the Economy Get Reflected in Companies' Business Situation?," KOF Working papers 15-388, KOF Swiss Economic Institute, ETH Zurich.
- David Iselin, 2017. "Does Negative News Reporting on the Economy Get Reflected in Companies’ Business Situation?," KOF Working papers 17-388, KOF Swiss Economic Institute, ETH Zurich.
- Berardi, Michele & Galimberti, Jaqueson K., 2017. "Empirical calibration of adaptive learning," Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 219-237.
- Michele Berardi & Jaqueson K. Galimberti, 2015. "Empirical Calibration of Adaptive Learning," KOF Working papers 15-392, KOF Swiss Economic Institute, ETH Zurich.
- Stephen R. Ingram, 2015. "Commodity Price Changes are Concentrated at the End of the Cycle," Credit and Capital Markets, Credit and Capital Markets, vol. 48(2), pages 207-241.
- Wojciech CHAREMZA & Carlos DÍAZ & Svetlana MAKAROVA, 2019. "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-18, March.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Discussion Papers in Economics 15/07, Division of Economics, School of Business, University of Leicester.
- Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Too many skew normal distributions? The practitioner’s perspective," Discussion Papers in Economics 13/07, Division of Economics, School of Business, University of Leicester.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma," Discussion Papers in Economics 15/08, Division of Economics, School of Business, University of Leicester.
- Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Inflation fan charts, monetary policy and skew normal distribution," Discussion Papers in Economics 13/06, Division of Economics, School of Business, University of Leicester.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics 15/09, Division of Economics, School of Business, University of Leicester.
- Wojciech Charemza & Carlos Diaz & Svetlana Makarova, 2014. "Term Structure Of Inflation Forecast Uncertainties And Skew Normal Distributions," Discussion Papers in Economics 14/01, Division of Economics, School of Business, University of Leicester.
- Greg Hannsgen & Tai Young-Taft, 2015. "Inside Money in a Kaldor-Kalecki-Steindl Fiscal Policy Model: The Unit of Account, Inflation, Leverage, and Financial Fragility," Economics Working Paper Archive wp_839, Levy Economics Institute.
- Julius Stakenas, 2015. "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series 17, Bank of Lithuania.
- Weyerstrass, Klaus, 2015. "Forecasting Accuracy of a Multi-Country Macroeconometric Model for the Former Yugoslavia/Capacidad predictiva de los modelos estructurales frente a modelos de series temporales. Aplicación a un sistem," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 463-486, Mayo.
- Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, vol. 66(1), pages 71-98, April.
- Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo.
- Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
- Sreejata Banerjee & Divya Murali, 2015. "Stress Test of Banks in India: A VAR Approach," Working Papers 2015-102, Madras School of Economics,Chennai,India.
- karami, hooman & barakchian, mehdi, 2015. "Evaluating the Performance of Autoregressive Model in Forecasting Iranian Inflation (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(24), pages 305-330, July.
- Hematy , Maryam & Pedram , Mehdi, 2015. "Threshold Effects in Sticky Information Philips Curve: Evidence from Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(1), pages 1-23, January.
- Eftekhari Mahabadi , Samaneh & Kiaee , Hasan, 2015. "Determinants of Inflation in Selected Countries," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(2), pages 113-148, January.
- Selen Başer Andiç & Hande Küçük & Fethi Öğünç, 2015. "Inflation Dynamics in Turkey: In Pursuit of a Domestic Cost Measure," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(2), pages 418-431, March.
- Selen Baser & Hande Kucuk & Fethi Ogunc, 2013. "Inflation Dynamics in Turkey : In Pursuit of a Domestic Cost Measure," CBT Research Notes in Economics 1311, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Selen Baser Andic & Hande Kucuk & Fethi Ogunc, 2014. "Inflation Dynamics in Turkey : In Pursuit of a Domestic Cost Measure," Working Papers 1420, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Shyam Gouri Suresh & Mark Setterfield, 2015. "Firm performance, macroeconomic conditions, and “animal spirits” in a Post Keynesian model of aggregate fluctuations," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 38(1), pages 38-63, July.
- Shyam Gouri Suresh & Mark Setterfield, 2014. "Firm performance, macroeconomic conditions, and “animal spirits” in a Post Keynesian model of aggregate fluctuations," Working Papers 14-03, Davidson College, Department of Economics.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
- Eyno Rots, 2015. "Learning and the Market for Housing," MNB Working Papers 2015/4, Magyar Nemzeti Bank (Central Bank of Hungary).
- Yuri Biondi & Simone Righi, 2015. "Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time," Department of Economics 0075, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- National Bank of Belgium, 2015. "Economic projections for Belgium – Autumn 2015," Economic Review, National Bank of Belgium, issue iii, pages 7-29, December.
- National Bank of Belgium, 2015. "Economic projections for Belgium – Spring 2015," Economic Review, National Bank of Belgium, issue i, pages 6-30, June.
2014
- Hillebrand, Eric & Lukas, Manuel & Wei, Wei, 2021.
"Bagging weak predictors,"
International Journal of Forecasting, Elsevier, vol. 37(1), pages 237-254.
- Manuel Lukas & Eric Hillebrand, 2014. "Bagging Weak Predictors," CREATES Research Papers 2014-01, Department of Economics and Business Economics, Aarhus University.
- Eric Hillebrand & Manuel Lukas & Wei Wei, 2020. "Bagging Weak Predictors," Monash Econometrics and Business Statistics Working Papers 16/20, Monash University, Department of Econometrics and Business Statistics.
- Varang Wiriyawit, 2014. "Trend Mis-specifications and Estimated Policy Implications in DSGE Models," ANU Working Papers in Economics and Econometrics 2014-615, Australian National University, College of Business and Economics, School of Economics.
- Guney, Selin, 2015. "An evaluation of price forecasts of the cattle market under structural changes," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205109, Agricultural and Applied Economics Association.
- Narek Ghazaryan, 2014. "Short Term Forecasting System of Private Demand Components in Armenia," Working Papers 3, Central Bank of Armenia, revised Dec 2015.
- Hayk Karapetyan, 2019. "Estimating Potential Output at the Central Bank of Armenia," Working Papers 12, Central Bank of Armenia.
- Victor Yotzov, 2014. "Prognostic Power of Early Warning Signals for Financial Crises – Theoretical Approaches and Empirical Results," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-38.
- Maxime Leboeuf & Louis Morel, 2014. "Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions," Discussion Papers 14-3, Bank of Canada.
- Stephen S. Poloz, 2014. "Integrating Uncertainty and Monetary Policy-Making: A Practitioner’s Perspective," Discussion Papers 14-6, Bank of Canada.
- Olivier Gervais & Marc-André Gosselin, 2014. "Analyzing and Forecasting the Canadian Economy through the LENS Model," Technical Reports 102, Bank of Canada.
- Christensen, Ian & Li, Fuchun, 2014.
"Predicting financial stress events: A signal extraction approach,"
Journal of Financial Stability, Elsevier, vol. 14(C), pages 54-65.
- Ian Christensen & Fuchun Li, 2014. "Predicting Financial Stress Events: A Signal Extraction Approach," Staff Working Papers 14-37, Bank of Canada.
- Luis N. Lanteri, 2014. "Stock Market Indicators and Economic Activity. Some Evidence for Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(70), pages 83-108, June.
- Marianna Riggi & Fabrizio Venditti, 2014. "Surprise! Euro area inflation has fallen," Questioni di Economia e Finanza (Occasional Papers) 237, Bank of Italy, Economic Research and International Relations Area.
- Stefano Neri & Alessandro Notarpietro, 2014. "Inflation, debt and the zero lower bound," Questioni di Economia e Finanza (Occasional Papers) 242, Bank of Italy, Economic Research and International Relations Area.
- Emanuele Baldacci & Sanjeev Gupta & Carlos Mulas-Granados & Fabio Balboni & Mirko Licchetta & Alexander Klemm & Luca Agnello & Gilles Dufr�not & Ricardo M. Sousa & Raffaela Giordano & Marcello Peric, 2014. "Fiscal Policy and Macroeconomic Imbalances," Workshop and Conferences 16, Bank of Italy, Economic Research and International Relations Area.
- Fabio Busetti & Pietro Cova & Antonio Maria Conti & Filippo Scoccianti & Libero Monteforte & Giordano Zevi & Valentina Aprigliano & Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimili, 2014. "The effects of the crisis on production potential and household spending in Italy," Workshop and Conferences 18, Bank of Italy, Economic Research and International Relations Area.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014.
"An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 77-86, July.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 77-86, July.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 9826, Banco de la Republica.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 723, Banco de la Republica de Colombia.
- Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017.
"The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey,"
Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
- Mogliani, M. & Brunhes-Lesage, V. & Darn , O. & Pluyaud, B., 2014. "New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the blocking approach," Working papers 473, Banque de France.
- Laurent Ferrara & Clément Marsilli, 2019.
"Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach,"
The World Economy, Wiley Blackwell, vol. 42(3), pages 846-875, March.
- L. Ferrara & C. Marsilli, 2014. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Working papers 515, Banque de France.
- Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Post-Print hal-01636761, HAL.
- C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.
- F. Bec & A. De Gaye, 2014. "How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts," Working papers 523, Banque de France.
- Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2016.
"Fundamental disagreement,"
Journal of Monetary Economics, Elsevier, vol. 83(C), pages 106-128.
- Philippe Andrade & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2013. "Fundamental disagreement," Staff Reports 655, Federal Reserve Bank of New York.
- P. Andrade & R. Crump & S. Eusepi & E. Moench, 2014. "Fundamental disagreement," Working papers 524, Banque de France.
- Laurent Ferrara & SESTIERI, G., 2014.
"Marché du travail et politique monétaire aux États-Unis : débats actuels et enjeux,"
Bulletin de la Banque de France, Banque de France, issue 198, pages 113-124.
- Laurent Ferrara & Giulia Sestieri, 2014. "Marché du travail et politique monétaire aux Etats-Unis : débats actuels et enjeux," Post-Print hal-01386070, HAL.
- L. Ferrara. & G. Sestieri., 2014. "US labour market and monetary policy: current debates and challenges," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 36, pages 111-129, winter.
- Guonan Ma, 2014.
"Developing an underlying inflation gauge for China,"
Bruegel Working Papers
853, Bruegel.
- Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," BIS Working Papers 465, Bank for International Settlements.
- David Matesanz & Benno Torgler & Germán Dabat & Guillermo J. Ortega, 2014.
"Co-movements in commodity prices: a note based on network analysis,"
Agricultural Economics, International Association of Agricultural Economists, vol. 45(S1), pages 13-21, November.
- David Matesanz Gomez & Guillermo J. Ortega & Benno Torgler & German Dabat, 2011. "Co-movements in commodity prices: A note based on network analysis," CREMA Working Paper Series 2011-21, Center for Research in Economics, Management and the Arts (CREMA).
- Jan-Erik Antipin & Farid Jimmy Boumediene & Pär Österholm, 2014.
"Forecasting Inflation Using Constant Gain Least Squares,"
Australian Economic Papers, Wiley Blackwell, vol. 53(1-2), pages 2-15, June.
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2012. "Forecasting Inflation Using Constant Gain Least Squares," Working Papers 126, National Institute of Economic Research.
- Costas KARFAKIS & Constantinos KATRAKILIDIS & Eftychia TSANANA, 2014.
"Does output predict unemployment? A look at Okun's law in Greece,"
International Labour Review, International Labour Organization, vol. 153(3), pages 421-433, September.
- Costas Karfakis & Konstantinos Katrakilidis & Eftychia Tsanana, 2013. "Does Output Predict Unemployment? A Look at Okun’s Law in Greece," Discussion Paper Series 2013_01, Department of Economics, University of Macedonia, revised Dec 2013.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014.
"Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments,"
Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 195-208, April.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics 12/12, University of Canterbury, Department of Economics and Finance.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers 821, Kyoto University, Institute of Economic Research.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE 2012-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2014.
"Where Is An Oil Shock?,"
Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 169-185, March.
- Engemann, Kristie & Owyang, Michael T. & Wall, Howard J., 2011. "Where is an oil shock?," MPRA Paper 31383, University Library of Munich, Germany.
- Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2011. "Where is an oil shock?," Working Papers 2011-016, Federal Reserve Bank of St. Louis.
- Ferdi Botha & Gavin Keeton, 2014. "A Note on the (Continued) Ability of the Yield Curve to Forecast Economic Downturns in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 468-473, September.
- Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2014. "Forecasting recessions in real time," Working Paper 2014/02, Norges Bank.
- Ørjan Robstad, 2014. "House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models," Working Paper 2014/05, Norges Bank.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2017.
"Density Forecasts With Midas Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 783-801, June.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Papers No 3/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Paper 2014/10, Norges Bank.
- Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015.
"Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper 2014/11, Norges Bank.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018.
"Combined Density Nowcasting in an Uncertain Economic Environment,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers 14-152/III, Tinbergen Institute.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an uncertain economic environment," Working Paper 2014/17, Norges Bank.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2017.
"Density Forecasts With Midas Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 783-801, June.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Paper 2014/10, Norges Bank.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Papers No 3/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model,"
Working Paper
2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
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- Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2014. "Betting the House," NBER Working Papers 20771, National Bureau of Economic Research, Inc.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "Betting the House," Working Paper Series 2014-28, Federal Reserve Bank of San Francisco.
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- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Paper Series 2014-23, Federal Reserve Bank of San Francisco.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," NBER Working Papers 20501, National Bureau of Economic Research, Inc.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CESifo Working Paper Series 4993, CESifo.
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- Hess Chung & Edward Herbst & Michael T. Kiley, 2014. "Effective Monetary Policy Strategies in New Keynesian Models: A Reexamination," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29, pages 289-344, National Bureau of Economic Research, Inc.
- Hess Chung & Edward Herbst & Michael T. Kiley, 2014. "Effective Monetary Policy Strategies in New Keynesian Models: A Re-examination," NBER Working Papers 20611, National Bureau of Economic Research, Inc.
- Robert B. Barsky & Susanto Basu & Keyoung Lee, 2015. "Whither News Shocks?," NBER Macroeconomics Annual, University of Chicago Press, vol. 29(1), pages 225-264.
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- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "Betting the House," Working Paper Series 2014-28, Federal Reserve Bank of San Francisco.
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- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.
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- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 201475, University of Pretoria, Department of Economics.
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- Joshua C C Chan & Eric Eisenstat & Gary Koop, 2014. "Large Bayesian VARMAs," Working Papers 1409, University of Strathclyde Business School, Department of Economics.
- Joshua C.C. Chan & Eric Eisenstat & Gary Koop, 2014. "Large Bayesian VARMAs," Working Paper series 40_14, Rimini Centre for Economic Analysis.
- Yuelin Liu, 2014. "How Structural Is Unemployment in the United States?," Discussion Papers 2014-42, School of Economics, The University of New South Wales.
- Michael K. Johnston & Robert G. King & Denny Lie, 2014. "Straightforward approximate stochastic equilibria for nonlinear rational expectations models," CAMA Working Papers 2014-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Johnston, Michael K. & King, Robert G. & Lie, Denny, 2014. "Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models," Working Papers 2014-09, University of Sydney, School of Economics.
- Denny Lie, 2015. "Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models," 2015 Meeting Papers 523, Society for Economic Dynamics.
- Michael K. Johnston & Robert G. King & Denny Lie, 2014. "Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models," Working Papers 6457, South African Reserve Bank.
- Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 201455, University of Pretoria, Department of Economics.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 21/2014, Stellenbosch University, Department of Economics.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018. "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(5), pages 884-900, April.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 24/2014, Stellenbosch University, Department of Economics.
- Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, vol. 40(1), pages 82-92.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 201475, University of Pretoria, Department of Economics.
- Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 26/2014, Stellenbosch University, Department of Economics.
- Raphael A. Auer, 2015. "Exchange Rate Pass‐Through, Domestic Competition, and Inflation: Evidence from the 2005–08 Revaluation of the Renminbi," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1617-1650, December.
- Raphael Auer, 2011. "Exchange rate pass-through, domestic competition and inflation -- evidence from the 2005/08 revaluation of the Renminbi," Globalization Institute Working Papers 68, Federal Reserve Bank of Dallas.
- Raphael A Auer, 2014. "Exchange Rate Pass-Through, Domestic Competition, and Infl?ation: Evidence from the 2005/08 Revaluation of the Renminbi," Working Papers 15.01, Swiss National Bank, Study Center Gerzensee.
- Raphael A. Auer, 2012. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," Working Papers 2012-01, Swiss National Bank.
- Auer, Raphael, 2015. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," CEPR Discussion Papers 10344, C.E.P.R. Discussion Papers.
- Raphael A. Auer, 2012. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," CESifo Working Paper Series 3759, CESifo.
- Markus Haavio & Caterina Mendicino & Maria Teresa Punzi, 2014. "Financial and economic downturns in OECD countries," Applied Economics Letters, Taylor & Francis Journals, vol. 21(6), pages 407-412, April.
- Aleksandra Hałka & Jacek Kotłowski, 2014. "Does the Domestic Output Gap Matter for Inflation in a Small Open Economy?," Eastern European Economics, Taylor & Francis Journals, vol. 52(3), pages 89-107, May.
- Aleksandra Hałka & Jacek Kotłowski, 2013. "Does domestic output gap matter for inflation in a small open economy?," NBP Working Papers 152, Narodowy Bank Polski, Economic Research Department.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014. "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers No 1/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in real-time: A density combination approach," Working Paper 2011/11, Norges Bank.
- Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014. "Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
- Luci Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon M. Potter, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Staff Reports 680, Federal Reserve Bank of New York.
- Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series 1688, European Central Bank.
- Hännikäinen, Jari, 2014. "The mortgage spread as a predictor of real-time economic activity," MPRA Paper 58360, University Library of Munich, Germany.
- Jari Hännikäinen, 2014. "The mortgage spread as a predictor of real-time economic activity," Working Papers 1496, Tampere University, Faculty of Management and Business, Economics.
- Selen Başer Andiç & Hande Küçük & Fethi Öğünç, 2015. "Inflation Dynamics in Turkey: In Pursuit of a Domestic Cost Measure," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(2), pages 418-431, March.
- Selen Baser & Hande Kucuk & Fethi Ogunc, 2013. "Inflation Dynamics in Turkey : In Pursuit of a Domestic Cost Measure," CBT Research Notes in Economics 1311, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Selen Baser Andic & Hande Kucuk & Fethi Ogunc, 2014. "Inflation Dynamics in Turkey : In Pursuit of a Domestic Cost Measure," Working Papers 1420, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Mihaela Simionescu, 2014. "Directional accuracy for inflation and unemployment rate predictions in Romania," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 7(2), pages 129-138, September.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018. "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an uncertain economic environment," Working Paper 2014/17, Norges Bank.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers 14-152/III, Tinbergen Institute.
- Pfajfar, D. & Zakelj, B., 2014. "Experimental evidence on inflation expectation formation," Other publications TiSEM f337739d-e15a-4461-a461-8, Tilburg University, School of Economics and Management.
- Iikka Korhonen & Maria Ritola, 2014. "An Empirical Note on the Success of Forecasting Economic Developments in Major Emerging Markets," Asian Economic Papers, MIT Press, vol. 13(1), pages 131-154, Winter.
- John Clark, 2014. "Capital gains tax: historical trends and forecasting frameworks," Economic Roundup, The Treasury, Australian Government, issue 2, pages 35-51, July.
- Jared Bullen & Michael Kouparitsas & Michal Krolikowski, 2014. "Long run forecasts of Australia’s terms of trade," Treasury Working Papers 2014-01, The Treasury, Australian Government, revised May 2014.
- Wang, Yiyao & Lee, Tae-Hwy, 2014. "Asymmetric loss in the Greenbook and the Survey of Professional Forecasters," International Journal of Forecasting, Elsevier, vol. 30(2), pages 235-245.
- Tae-Hwy Lee & Yiyao Wang, 2014. "Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters," Working Papers 201407, University of California at Riverside, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015. "Regime switching model of US crude oil and stock market prices: 1859 to 2013," Energy Economics, Elsevier, vol. 49(C), pages 317-327.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers 201429, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers 2014-26, University of Connecticut, Department of Economics.
- Stefano Grassi & Tommaso Proietti & Cecilia Frale & Massimiliano Marcellino & Gianluigi Mazzi, 2014. "EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro," Studies in Economics 1406, School of Economics, University of Kent.
- Robert Kollmann, 2015. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 239-260, February.
- Robert Kollmann, 2014. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning," ULB Institutional Repository 2013/250061, ULB -- Universite Libre de Bruxelles.
- Pablo Galaso & Sandra Rodriguez, 2014. "A composite leading cycle indicator for Uruguay," Documentos de Trabajo (working papers) 14-09, Instituto de EconomÃa - IECON.
- Pablo Galaso & Sandra Rodríguez, 2016. "A composite leading cycle indicator for Uruguay," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez. 31, Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, revised 01 Feb 2016.
- Atsushi Sekine & Takayuki Tsuruga, 2018. "Effects of commodity price shocks on inflation: a cross-country analysis," Oxford Economic Papers, Oxford University Press, vol. 70(4), pages 1108-1135.
- Atsushi Sekine & Takayuki Tsuruga, 2014. "Effects of Commodity Price Shocks on Inflation: A Cross Country Analysis," Discussion papers e-13-006, Graduate School of Economics Project Center, Kyoto University.
- SEKINE Atsushi & TSURUGA Takayuki, 2016. "Effects of Commodity Price Shocks on Inflation: A Cross-Country Analysis," ESRI Discussion paper series 331, Economic and Social Research Institute (ESRI).
- Atsushi Sekine & Takayuki Tsuruga, 2017. "Effects of commodity price shocks on inflation: A cross-country analysis," CAMA Working Papers 2017-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Atsushi Sekine & Takayuki Tsuruga, 2014. "Effects of Commodity Price Shocks on Inflation:A Cross-Country Analysis," UTokyo Price Project Working Paper Series 038, University of Tokyo, Graduate School of Economics.
- Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014. "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers 2014:19, Department of Economics, University of Venice "Ca' Foscari".
- Oscar Barriga Cabanillas & Maria Ana Lugo & Carlos Rodríguez-Castelan & Hannah Nielsen & Maria Pia Zanetti, 2015. "Is Uruguay More Resilient This Time? Distributional Impacts of a Crisis Similar to the 2001–02 Argentine Crisis," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(4), pages 64-90, June.
- Cabanillas, Oscar Barriga & Lugo, Maria Ana & Nielsen, Hannah & Rodriguez-Castelan, Carlos & Zanetti, Maria Pia, 2014. "Is Uruguay more resilient this time? distributional impacts of a crisis similar to the 2001/02 Argentine crisis," Policy Research Working Paper Series 6849, The World Bank.
- Marta Bańbura & Michele Modugno, 2014. "Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 133-160, January.
- Bańbura, Marta & Modugno, Michele, 2010. "Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data," Working Paper Series 1189, European Central Bank.
- Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014. "Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data," Tinbergen Institute Discussion Papers 13-090/III, Tinbergen Institute.
- Michael P. Clements, 2014. "US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 1-14, January.
- Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," Economic Research Papers 270653, University of Warwick - Department of Economics.
- Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," The Warwick Economics Research Paper Series (TWERPS) 986, University of Warwick, Department of Economics.
- Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014. "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
- Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers 2012-68, Scottish Institute for Research in Economics (SIRE).
- Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series 35_11, Rimini Centre for Economic Analysis.
- BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
- Klaus Wohlrabe & Teresa Buchen, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 231-242, July.
- Teresa Buchen & Klaus Wohlrabe, 2013. "Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany," CESifo Working Paper Series 4148, CESifo.
- Teresa, Buchen & Wohlrabe, Klaus, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100626, Verein für Socialpolitik / German Economic Association.
- Paul Hubert, 2014. "FOMC Forecasts as a Focal Point for Private Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1381-1420, October.
- Paul Hubert, 2013. "FOMC forecasts as a focal point for private expectations," Documents de Travail de l'OFCE 2013-12, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert, 2014. "FOMC Forecasts as a Focal Point for Private Expectations," Post-Print hal-03399408, HAL.
- Paul Hubert, 2014. "FOMC Forecasts as a Focal Point for Private Expectations," SciencePo Working papers Main hal-03399408, HAL.
- Paloviita, Maritta & Virén, Matti, 2014. "Analysis of forecast errors in micro-level survey data," Bank of Finland Research Discussion Papers 8/2014, Bank of Finland.
- Oinonen, Sami & Paloviita, Maritta, 2014. "Analysis of aggregated inflation expectations based on the ECB SPF survey," Bank of Finland Research Discussion Papers 29/2014, Bank of Finland.
- Schumacher, Christian, 2014. "MIDAS and bridge equations," Discussion Papers 26/2014, Deutsche Bundesbank.
- Wolters Maik H. & Tillmann Peter, 2015. "The changing dynamics of US inflation persistence: a quantile regression approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 161-182, April.
- Peter Tillmann & Maik H. Wolters, 2012. "The changing dynamics of US inflation persistence: a quantile regression approach," MAGKS Papers on Economics 201206, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Economics Working Papers 2014-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Kiel Working Papers 1951, Kiel Institute for the World Economy (IfW Kiel).
- Tillmann, Peter & Wolters, Maik Hendrik, 2012. "The changing dynamics of US inflation persistence: A quantile regression approach," IMFS Working Paper Series 60, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Lutz Kilian & Robert J. Vigfusson, 2017. "The Role of Oil Price Shocks in Causing U.S. Recessions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(8), pages 1747-1776, December.
- Lutz Kilian & Robert J. Vigfusson, 2014. "The Role of Oil Price Shocks in Causing U.S. Recessions," International Finance Discussion Papers 1114, Board of Governors of the Federal Reserve System (U.S.).
- Kilian, Lutz & Vigfusson, Robert J., 2014. "The role of oil price shocks in causing U.S. recessions," CFS Working Paper Series 460, Center for Financial Studies (CFS).
- Lutz Kilian & Robert J. Vigfusson, 2016. "The Role of Oil Price Shocks in Causing U.S. Recessions," CESifo Working Paper Series 5743, CESifo.
- Kilian, Lutz & Vigfusson, Robert J., 2014. "The Role of Oil Price Shocks in Causing U.S. Recessions," CEPR Discussion Papers 10040, C.E.P.R. Discussion Papers.
- Anders Warne & Günter Coenen & Kai Christoffel, 2017. "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 103-119, January.
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014. "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series 478, Center for Financial Studies (CFS).
- Schreiber, Sven & Soldatenkova, Natalia, 2016. "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 166-187.
- Schreiber, Sven, 2014. "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Discussion Papers 2014/2, Free University Berlin, School of Business & Economics.
- Hughes Hallett, Andrew & Rannenberg, Ansgar & Schreiber, Sven, 2014. "New Keynesian versus old Keynesian government spending multipliers: A comment," Discussion Papers 2014/6, Free University Berlin, School of Business & Economics.
- Leppin, Julian Sebastian, 2014. "The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon," HWWI Research Papers 158, Hamburg Institute of International Economics (HWWI).
- Jens Boysen‐Hogrefe, 2015. "Monetary Aggregates to Improve Early Output Gap Estimates in the Euro Area: An Empirical Assessment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(7), pages 533-542, November.
- Boysen-Hogrefe, Jens, 2014. "Monetary aggregates to improve early output gap estimates in the euro area: An empirical assessment," Kiel Working Papers 1908, Kiel Institute for the World Economy (IfW Kiel).
- Pirschel, Inske & Wolters, Maik, 2014. "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100587, Verein für Socialpolitik / German Economic Association.
- Pirschel, Inske & Wolters, Maik H., 2014. "Forecasting German key macroeconomic variables using large dataset methods," Kiel Working Papers 1925, Kiel Institute for the World Economy (IfW Kiel).
- Wolters Maik H. & Tillmann Peter, 2015. "The changing dynamics of US inflation persistence: a quantile regression approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 161-182, April.
- Peter Tillmann & Maik H. Wolters, 2012. "The changing dynamics of US inflation persistence: a quantile regression approach," MAGKS Papers on Economics 201206, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Kiel Working Papers 1951, Kiel Institute for the World Economy (IfW Kiel).
- Tillmann, Peter & Wolters, Maik H., 2014. "The changing dynamics of US inflation persistence: A quantile regression approach," Economics Working Papers 2014-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Tillmann, Peter & Wolters, Maik Hendrik, 2012. "The changing dynamics of US inflation persistence: A quantile regression approach," IMFS Working Paper Series 60, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100393, Verein für Socialpolitik / German Economic Association.
- Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," IWH Discussion Papers 4/2014, Halle Institute for Economic Research (IWH).
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Birgit & Schultz, Jan-Christopher & Zeddies, Götz, 2014. "Konjunktur aktuell: Binnenwirtschaft trägt Konjunktur in Deutschland," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 2(1), pages 3-35.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2014. "Der Koalitionsvertrag und die mittelfristige wirtschaftliche Entwicklung in Deutschland – mittelfristige Projektion für die Jahre 2013 bis 2018," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 2(1), pages 36-40.
- Holtemöller, Oliver & Altemeyer-Bartscher, Martin & Knedlik, Tobias & Lindner, Axel & Zeddies, Götz, 2014. "Zur Wirtschaftspolitik: Strukturreformen auch in Deutschland erforderlich," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 2(1), pages 41-54.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz & Henn, 2014. "Konjunktur aktuell: Konjunktur in Deutschland gewinnt an Schwung," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 2(2), pages 68-101.
- Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2014. "Mittelfristige Projektion der wirtschaftlichen Entwicklung in den Jahren 2014 bis 2018," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 2(2), pages 102-105.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz, 2014. "Konjunktur aktuell: Binnennachfrage treibt Aufschwung in Deutschland," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 2(3), pages 112-118.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Kämpfe, Martina & Kiesel, Konstantin & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz & H, 2014. "Konjunktur aktuell: Deutsche Konjunktur hat Schwung verloren," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 2(4), pages 163-174.
- Projektgruppe Gemeinschaftsdiagnose, 2014. "Gemeinschaftsdiagnose im Herbst 2014: Deutsche Wirtschaft stagniert – Jetzt Wachstumskräfte stärken (Kurzfassung)," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 20(5), pages 80-81.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Birgit & Schultz, Jan-Christopher & Zeddies, Götz, 2014. "Binnenwirtschaft trägt Konjunktur in Deutschland," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 20(1), pages 3-4.
- Projektgruppe Gemeinschaftsdiagnose, 2014. "Gemeinschaftsdiagnose Frühjahr 2014: Deutsche Konjunktur im Aufschwung – aber Gegenwind von der Wirtschaftspolitik (Kurzfassung)," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 20(2), pages 24-25.
- Holtemöller, Oliver, 2014. "Glaskugel Prognose – Warum werden ökonomische Prognosen nicht besser?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 20(2), pages 26-29.
- Schumacher, Christian, 2014. "MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100289, Verein für Socialpolitik / German Economic Association.
- Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," IWH Discussion Papers 4/2014, Halle Institute for Economic Research (IWH).
- Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100393, Verein für Socialpolitik / German Economic Association.
- Grimme, Christian & Siemsen, Thomas, 2014. "Are You a Lehman, Brother? Interbank Uncertainty in a DSGE Model," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100498, Verein für Socialpolitik / German Economic Association.
- Pirschel, Inske & Wolters, Maik H., 2014. "Forecasting German key macroeconomic variables using large dataset methods," Kiel Working Papers 1925, Kiel Institute for the World Economy (IfW Kiel).
- Pirschel, Inske & Wolters, Maik, 2014. "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100587, Verein für Socialpolitik / German Economic Association.
2013
- Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk, 2013.
"Housing market cycles – a disequilibrium model and its application to the primary housing market in Warsaw,"
Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 35.
- Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk, 2013. "Housing market cycles – a disequilibrium model and its application to the primary housing market in Warsaw," Chapters from NBP Conference Publications, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski (ed.), Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013, chapter 11, pages 5-38, Narodowy Bank Polski.
- Augustyniak, Hanna & Łaszek, Jacek & Olszewski, Krzysztof & Waszczuk, Joanna, 2014. "Housing market cycles – a disequilibrium model and its application to the primary housing market in Warsaw," MPRA Paper 59018, University Library of Munich, Germany.
- Maritta Paloviita and Matti Viren, 2012.
"Are individual survey expectations internally consistent?,"
Discussion Papers
77, Aboa Centre for Economics.
- Maritta Paloviita & Matti Viren, 2013. "Are individual survey expectations internally consistent?," NBP Working Papers 140, Narodowy Bank Polski.
- Hanna Augustyniak & Laszek Jacek & Krzysztof Olszewski & Joanna Waszczuk, 2013. "Modelling of cycles in the residential real estate market – interactions between the primary and the secondary market and multiplier effects," NBP Working Papers 143, Narodowy Bank Polski.
- Grzegorz Grabek & Bohdan Klos, 2013. "Unemployment in the Estimated New Keynesian SoePL-2012 DSGE Model," NBP Working Papers 144, Narodowy Bank Polski.
- Aleksandra Hałka & Jacek Kotłowski, 2013. "Does domestic output gap matter for inflation in a small open economy?," NBP Working Papers 152, Narodowy Bank Polski.
- Kathryn M. E. Dominguez & Matthew D. Shapiro, 2013.
"Forecasting the Recovery from the Great Recession: Is This Time Different?,"
American Economic Review, American Economic Association, vol. 103(3), pages 147-152, May.
- Kathryn M.E. Dominguez & Matthew D. Shapiro, 2013. "Forecasting the Recovery from the Great Recession: Is This Time Different?," NBER Working Papers 18751, National Bureau of Economic Research, Inc.
- Serena Ng & Jonathan H. Wright, 2013.
"Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling,"
Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-1154, December.
- Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
- Beber, Alessandro & Brandt, Michael W. & Luisi, Maurizio, 2015.
"Distilling the macroeconomic news flow,"
Journal of Financial Economics, Elsevier, vol. 117(3), pages 489-507.
- Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013. "Distilling the Macroeconomic News Flow," CEPR Discussion Papers 9360, C.E.P.R. Discussion Papers.
- Alessandro Beber & Michael W. Brandt & Maurizio Luisi, 2013. "Distilling the Macroeconomic News Flow," NBER Working Papers 19650, National Bureau of Economic Research, Inc.
- A. Pestova., 2013. "Predicting Turning Points of the Business Cycle: Do Financial Sector Variables Help?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 7.
- Larisa Nicoleta POP & Flavius ROVINARU & Mihaela ROVINARU, 2013. "Assessing The Price Risk On The Romanian Agricultural Market: Analyses And Implications," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 9, pages 469-479.
- Radulescu Magdalena & Stanciu Radu, 2013. "The Euro Changeover Monetary Strategies of the European States that Joined the European Union: Bulgaria, Romania, Hungary, Czech Republic and PolandAbstract:One of the most ambitious projects undertak," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 686-692, May.
- Núñez Tabales, Julia M. & Caridad y Ocerin, José María & Rey Carmona, Francisco J., 2013. "Artificial Neural Networks for Predicting Real Estate Prices || Redes neuronales artificiales para la predicción de precios inmobiliarios," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 15(1), pages 29-44, June.
- Bratu, Mihaela, 2013. "The Accuracy of Forecasts Made for the Structure of Consumer Basket: A Comparative Analysis between Euro Area and Romania || La exactitud de las predicciones para la estructura de cesta del consumo: u," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 15(1), pages 87-100, June.
- Firouzi Naeim, Peyman & Rahimzadeh, golnoush, 2013. "Inflation Skewness and Price Indexation," MPRA Paper 45968, University Library of Munich, Germany.
- Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2013. "Does long memory matter in forecasting oil price volatility?," MPRA Paper 46356, University Library of Munich, Germany.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013.
"Are forecast updates progressive?,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Yashkir, Olga & Yashkir, Yuriy, 2013. "Monitoring of Credit Risk through the Cycle: Risk Indicators," MPRA Paper 46402, University Library of Munich, Germany.
- Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu, 2013.
"GDP Growth and Credit Data,"
Working Papers
1327, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ermişoğlu, Ergun & Akcelik, Yasin & Oduncu, Arif, 2013. "GDP Growth and Credit Data," MPRA Paper 46613, University Library of Munich, Germany.
- Robert Lehmann & Klaus Wohlrabe, 2014.
"Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?,"
Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 34(1), pages 61-90, February.
- Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?," ifo Working Paper Series 171, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Sectoral gross value-added forecasts at the regional level: Is there any information gain?," MPRA Paper 46765, University Library of Munich, Germany.
- Pakoš, Michal, 2013.
"Long-run risk and hidden growth persistence,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1911-1928.
- Pakos, Michal, 2013. "Long-Run Risk and Hidden Growth Persistence," MPRA Paper 47217, University Library of Munich, Germany.
- Palma, Nuno, 2013. "Did Greenspan Open Pandora's Box? Testing the Taylor Hypothesis and Beyond," MPRA Paper 48197, University Library of Munich, Germany.
- Tausch, Arno, 2013. "The hallmarks of crisis. A new center-periphery perspective on long cycles," MPRA Paper 48356, University Library of Munich, Germany.
- Kossov, Vladimir & Kossova, Elena, 2013. "The normal price. The case of the retail price of diesel fuel," MPRA Paper 48667, University Library of Munich, Germany, revised 12 Oct 2013.
- Tabata, Katsushi & Kawaguchi, Yuichiro, 2013. "Real estate prices in Japan and Lewis turning point," MPRA Paper 49090, University Library of Munich, Germany.
- Ivan Kitov & Oleg Kitov, 2013.
"Inflation, unemployment, and labor force. Phillips curves and long-term projections for Japan,"
Papers
1309.1757, arXiv.org.
- Kitov, Ivan & KItov, Oleg, 2013. "Inflation, unemployment, and labor force. Phillips curves and long-term projections for Japan," MPRA Paper 49388, University Library of Munich, Germany.
- Petreski, Marjan, 2013. "Assessing the forecasting power of the leading composite index in Macedonia," MPRA Paper 49433, University Library of Munich, Germany.
- Doshchyn, Artur & Giommetti, Nicola, 2013. "Learning, Expectations, and Endogenous Business Cycles," MPRA Paper 49617, University Library of Munich, Germany.
- Christopher CRUZ & Claire MAPA, 2013.
"An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models,"
Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 4(2), pages 136-150.
- Cruz, Christopher John & Mapa, Dennis, 2013. "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper 50078, University Library of Munich, Germany.
- Akande, Emmanuel, 2013. "Investment Shocks: Sources of Fluctuations in Small Open Economy," MPRA Paper 52159, University Library of Munich, Germany.
- Everett, Craig R. & K., John, 2013. "Private Businesses Predict Limited Growth for 2013," MPRA Paper 55528, University Library of Munich, Germany.
- Ricardo Marto, 2014.
"Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(IV), pages 353-398, December.
- Marto, Ricardo, 2013. "Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model," MPRA Paper 55647, University Library of Munich, Germany.
- Gatt, William, 2013. "Forecasting inflation at the Central Bank of Malta�," MPRA Paper 56876, University Library of Munich, Germany.
- Jan Kodera & Quang Van Tran & Miloslav Vošvrda, 2013. "Complex Price Dynamics in the Modified Kaldorian Model," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(3), pages 358-384.
- Dana Kloudová, 2013. "Produkční mezera jako indikátor inflace - případ pro českou ekonomiku [Output Gap as Indicator of Inflation - Case for Czech Economy]," Politická ekonomie, Prague University of Economics and Business, vol. 2013(5), pages 639-652.
- Bill Dorval & Gregor W. Smith, 2015.
"Interwar Inflation, Unexpected Inflation, and Output Growth,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1599-1615, December.
- Gregor W. Smith, 2013. "Interwar Inflation, Unexpected Inflation, And Output Growth," Working Paper 1310, Economics Department, Queen's University.
- James M. Nason & Gregor W. Smith, 2021.
"Measuring the slowly evolving trend in US inflation with professional forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 1-17, January.
- James M. Nason & Gregor W. Smith, 2013. "Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts," Working Paper 1316, Economics Department, Queen's University.
- James M. Nason & Gregor W. Smith, 2014. "Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts," CAMA Working Papers 2014-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
- Arenas, Paúl & Morales, Daniel, 2013. "Are business tendency surveys useful to forecast private investment in Peru? A non-linear approach," Working Papers 2013-003, Banco Central de Reserva del Perú.
- Menon, Jayant & Ng, Thiam Hee, 2013. "Impact of Eurozone Financial Shocks on Southeast Asian Economies," Working Papers on Regional Economic Integration 116, Asian Development Bank.
- Pierzak, Agnieszka, 2013. "Forecasting inflation in Poland using dynamic factor model," MF Working Papers 17, Ministry of Finance in Poland, revised 01 Aug 2013.
- Guohua He & Xinxin Chang, 2013. "The Dollar Standard and Stability of China’s Macroeconomy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 186-204, December.
- Grassi, Stefano & Proietti, Tommaso & Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gianluigi, 2015.
"EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 712-738.
- Cecilia Frale & Stefano Grassi & Massimiliano Marcellino & Gianluigi Mazzi & Tommaso Proietti, 2013. "EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries," CEIS Research Paper 287, Tor Vergata University, CEIS, revised 01 Oct 2013.
- Quaghebeur, Ewoud, 2019.
"Learning And The Size Of The Government Spending Multiplier,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3189-3224, December.
- E. Quaghebeur, 2013. "Learning and the Size of the Government Spending Multiplier," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/851, Ghent University, Faculty of Economics and Business Administration.
- Roland Döhrn, 2013. "Transportation Data as a Tool for Nowcasting Economic Activity – The German Road Pricing System as an Example," Ruhr Economic Papers 0395, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Markiewicz, Agnieszka & Pick, Andreas, 2014.
"Adaptive learning and survey data,"
Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 685-707.
- Agnieszka Markiewicz & Andreas Pick, 2013. "Adaptive Learning and Survey Data," CDMA Working Paper Series 201305, Centre for Dynamic Macroeconomic Analysis.
- Agnieszka Markiewicz & Andreas Pick, 2014. "Adaptive learning and survey data," DNB Working Papers 411, Netherlands Central Bank, Research Department.
- Adnan Haider & Musleh ud Din & Ejaz Ghani, 2012.
"Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks,"
The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 609-681.
- Haider, Adnan & Din, Musleh-ud & Ghani, Ejaz, 2012. "Monetary policy, informality and business cycle fluctuations in a developing economy vulnerable to external shocks," MPRA Paper 42484, University Library of Munich, Germany.
- Adnan Haider & Musleh-ud Din & Ejaz Ghani, 2013. "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," SBP Working Paper Series 65, State Bank of Pakistan, Research Department.
- Marco Huwiler & Daniel Kaufmann, 2013. "Combining disaggregate forecasts for inflation: The SNB's ARIMA model," Economic Studies 2013-07, Swiss National Bank.
- Francis Bismans & Reynald Majetti, 2013. "Forecasting recessions using financial variables: the French case," Empirical Economics, Springer, vol. 44(2), pages 419-433, April.
- Riccardo Cristadoro & Giuseppe Saporito & Fabrizio Venditti, 2013.
"Forecasting inflation and tracking monetary policy in the euro area: does national information help?,"
Empirical Economics, Springer, vol. 44(3), pages 1065-1086, June.
- Venditti, Fabrizio & Cristadoro, Riccardo & Saporito, Giuseppe, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Working Paper Series 900, European Central Bank.
- Riccardo Cristadoro & Fabrizio Venditti & Giuseppe Saporito, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Temi di discussione (Economic working papers) 677, Bank of Italy, Economic Research and International Relations Area.
- Piero Ferri, 2013. "Income distribution and debts in a fragile economy: market processes and macro constraints," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 219-230, October.
- Roland Döhrn, 2013. "Deutsche Konjunktur erholt sich — Ergebnisse der Gemeinschaftsdiagnose vom Frühjahr 2013," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(5), pages 323-327, May.
- Oliver Bruttel, 2013. "Bevölkerungsstimmung als Indikator für das Wirtschaftswachstum," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 93(6), pages 390-395, June.
- Christopher CRUZ & Claire MAPA, 2013.
"An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models,"
Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 4(2), pages 136-150.
- Cruz, Christopher John & Mapa, Dennis, 2013. "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper 50078, University Library of Munich, Germany.
- Miguel Belmonte & Gary Koop, 2014.
"Model Switching and Model Averaging in Time-Varying Parameter Regression Models,"
Advances in Econometrics, in: Bayesian Model Comparison, volume 34, pages 45-69,
Emerald Group Publishing Limited.
- Miguel, Belmonte & Gary, Koop, 2013. "Model Switching and Model Averaging in Time- Varying Parameter Regression Models," SIRE Discussion Papers 2013-34, Scottish Institute for Research in Economics (SIRE).
- Miguel Belmonte & Gary Koop, 2013. "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Working Papers 1302, University of Strathclyde Business School, Department of Economics.
- Gary Koop, 2012.
"Using VARs and TVP-VARs with Many Macroeconomic Variables,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(3), pages 143-167, September.
- Gary, Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," SIRE Discussion Papers 2013-35, Scottish Institute for Research in Economics (SIRE).
- Gary Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Working Papers 1303, University of Strathclyde Business School, Department of Economics.
- Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2013.
"Globalization and knowledge spillover: international direct investment, exports and patents,"
Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 22(4), pages 329-352, June.
- Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," KIER Working Papers 721, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2012. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Documentos de Trabajo del ICAE 2012-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Working Papers in Economics 10/54, University of Canterbury, Department of Economics and Finance.
- Chang, C-L. & Chang, S.P. & McAleer, M.J., 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Econometric Institute Research Papers EI 2010-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Pierre Guérin & Massimiliano Marcellino, 2013.
"Markov-Switching MIDAS Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 45-56, January.
- Marcellino, Massimiliano, 2011. "Markov-switching MIDAS models," CEPR Discussion Papers 8234, C.E.P.R. Discussion Papers.
- Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013.
"A New Model of Trend Inflation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
- Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A New Model Of Trend Inflation," SIRE Discussion Papers 2012-12, Scottish Institute for Research in Economics (SIRE).
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A new model of trend inflation," MPRA Paper 39496, University Library of Munich, Germany.
- Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
- S. Boragan Aruoba & Cagri Sarikaya, 2013. "A Real Economic Activity Indicator for Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(1), pages 15-29.
- Mehmet Fatih Ekinci & Gazi Kabas & Enes Sunel, 2013.
"End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(3), pages 61-71.
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"Inflation Dynamics in Turkey: In Pursuit of a Domestic Cost Measure,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(2), pages 418-431, March.
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- Selen Baser Andic & Hande Kucuk & Fethi Ogunc, 2014. "Inflation Dynamics in Turkey : In Pursuit of a Domestic Cost Measure," Working Papers 1420, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Mehmet Fatih Ekinci & Gazi Kabas & Enes Sunel, 2013.
"End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(3), pages 61-71.
- M. Fatih Ekinci & Gazi Kabas & Enes Sunel, 2013. "End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey," Working Papers 1316, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Ermişoğlu, Ergun & Akcelik, Yasin & Oduncu, Arif, 2013.
"GDP Growth and Credit Data,"
MPRA Paper
46613, University Library of Munich, Germany.
- Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu, 2013. "GDP Growth and Credit Data," Working Papers 1327, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Kurmas Akdogan, 2013. "Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Emerging Markets," Working Papers 1342, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013.
"Are forecast updates progressive?,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
- Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015.
"Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox,"
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- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper 2014/11, Norges Bank.
- Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013.
"Analyzing fixed-event forecast revisions,"
International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
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- Francisco Blasques, 2013. "Solution-Driven Specification of DSGE Models," Tinbergen Institute Discussion Papers 13-062/III, Tinbergen Institute.
- Michael McAleer & Felix Chan & Les Oxley, 2013.
"Modeling and Simulation: An Overview,"
Working Papers in Economics
13/18, University of Canterbury, Department of Economics and Finance.
- Michael McAleer & Felix Chan & Les Oxley, 2013. "Modelling and Simulation: An Overview," Tinbergen Institute Discussion Papers 13-069/III, Tinbergen Institute.
- Michael McAleer & Les Oxley & Felix Chan, 2013. "Modelling and Simulation: An Overview," Documentos de Trabajo del ICAE 2013-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- McAleer, M.J. & Chan, F. & Oxley, L., 2013. "Modelling and Simulation: An Overview," Econometric Institute Research Papers EI2013-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Michael McAleer & Felix Chan & Les Oxley, 2013. "Modelling and Simulation: An Overview," KIER Working Papers 865, Kyoto University, Institute of Economic Research.
- Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014.
"Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model,"
Working Papers
2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
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"Inference on impulse response functions in structural VAR models,"
Journal of Econometrics, Elsevier, vol. 177(1), pages 1-13.
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- Atsushi Inoue & Lutz Kilian, 2013. "Inference on Impulse Response Functions in Structural VAR Models," DSSR Discussion Papers 11, Graduate School of Economics and Management, Tohoku University.
- Atsushi Inoue & Lutz Kilian, 2013. "Inference on Impulse Response Functions in Structural VAR Models," TERG Discussion Papers 307, Graduate School of Economics and Management, Tohoku University.
- Inoue, Atsushi & Kilian, Lutz, 2013.
"Inference on impulse response functions in structural VAR models,"
Journal of Econometrics, Elsevier, vol. 177(1), pages 1-13.
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- Atsushi Inoue & Lutz Kilian, 2013. "Inference on Impulse Response Functions in Structural VAR Models," TERG Discussion Papers 307, Graduate School of Economics and Management, Tohoku University.
- Atsushi Inoue & Lutz Kilian, 2013. "Inference on Impulse Response Functions in Structural VAR Models," DSSR Discussion Papers 11, Graduate School of Economics and Management, Tohoku University.
- Nikolay Gospodinov & Serena Ng, 2013. "Commodity Prices, Convenience Yields, and Inflation," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 206-219, March.
- Mark Setterfield & Shyam Gouri Suresh, 2013. "Did CNBC contribute to the Great Moderation or the Great Recession?," Working Papers 1307, Trinity College, Department of Economics.
- Mark Setterfield & Bill Gibson, 2013. "Real and financial crises: A multi-agent approach," Working Papers 1309, Trinity College, Department of Economics, revised Jul 2014.
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"Analyzing fixed-event forecast revisions,"
International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
- Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
- Michael McAleer & Felix Chan & Les Oxley, 2013.
"Modeling and Simulation: An Overview,"
Working Papers in Economics
13/18, University of Canterbury, Department of Economics and Finance.
- Michael McAleer & Les Oxley & Felix Chan, 2013. "Modelling and Simulation: An Overview," Documentos de Trabajo del ICAE 2013-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- McAleer, M.J. & Chan, F. & Oxley, L., 2013. "Modelling and Simulation: An Overview," Econometric Institute Research Papers EI2013-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Michael McAleer & Felix Chan & Les Oxley, 2013. "Modelling and Simulation: An Overview," KIER Working Papers 865, Kyoto University, Institute of Economic Research.
- Michael McAleer & Felix Chan & Les Oxley, 2013. "Modelling and Simulation: An Overview," Tinbergen Institute Discussion Papers 13-069/III, Tinbergen Institute.
- Ahking, Francis W., 2014.
"Measuring U.S. business cycles: A comparison of two methods and two indicators of economic activities,"
Journal of Economic and Social Measurement, IOS Press, issue 4, pages 199-216.
- Francis W. Ahking, 2013. "Measuring U.S. Business Cycles: A Comparison of Two Methods and Two Indicators of Economic Activities," Working papers 2013-10, University of Connecticut, Department of Economics.
- Takashi Kano, 2013.
"Exchange Rates and Fundamentals: Closing a Two-country Model,"
CAMA Working Papers
2013-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Takashi Kano, 2013. "Exchange Rates and Fundamentals:Closing a Two-country Model," UTokyo Price Project Working Paper Series 011, University of Tokyo, Graduate School of Economics.
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"Forecasting GDP at the Regional Level with Many Predictors,"
German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
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- Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
- Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2013.
"Macroeconomic forecasting and structural change,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 82-101, January.
- Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009. "Macroeconomic Forecasting and Structural Change," Working Papers ECARES 2009_020, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca, 2010. "Macroeconomic forecasting and structural change," Working Paper Series 1167, European Central Bank.
- D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009. "Macroeconomic Forecasting and Structural Change," Research Technical Papers 8/RT/09, Central Bank of Ireland.
- Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca, 2009. "Macroeconomic Forecasting and Structural Change," CEPR Discussion Papers 7542, C.E.P.R. Discussion Papers.
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"Var Forecasting Using Bayesian Variable Selection,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
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- KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper series 51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
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"Real‐Time Forecasts of Inflation: The Role of Financial Variables,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 51-61, January.
- Libero Monteforte & Gianluca Moretti, "undated". "Real time forecasts of inflation: the role of financial variables," Working Papers wp2011-6, Department of the Treasury, Ministry of the Economy and of Finance.
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- Nikolaos Askitas & Klaus F. Zimmermann, 2013.
"Nowcasting Business Cycles Using Toll Data,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(4), pages 299-306, July.
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- Marie Bessec, 2013.
"Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 500-511, September.
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- Marie Bessec, 2013. "Short-term forecasts of French GDP: A dynamic factor model with targeted predictors," Post-Print hal-01515605, HAL.
- Francesco Ravazzolo & Philip Rothman, 2013.
"Oil and U.S. GDP: A Real-Time Out-of-Sample Examination,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
- Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 449-463, March.
- Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
- Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Garratt, Anthony & Mitchell, James & Vahey, Shaun P., 2014.
"Measuring output gap nowcast uncertainty,"
International Journal of Forecasting, Elsevier, vol. 30(2), pages 268-279.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011. "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers 2011-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Garratt, Anthony & Mitchell, James & Vahey, Shaun, 2013. "Measuring Output Gap Nowcast Uncertainty," EMF Research Papers 01, Economic Modelling and Forecasting Group.
- Haavio, Markus & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Financial and economic downturns in OECD countries," Bank of Finland Research Discussion Papers 35/2013, Bank of Finland.
- Menz, Jan-Oliver & Poppitz, Philipp, 2013.
"Household`s Disagreement on Inflation Expectations and Socioeconomic Media Exposure in Germany,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
80006, Verein für Socialpolitik / German Economic Association.
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- Maik H. Wolters, 2015.
"Evaluating Point and Density Forecasts of DSGE Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
- Wolters, Maik H., 2011. "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48723, Verein für Socialpolitik / German Economic Association.
- Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
- Günter Coenen & Anders Warne, 2014.
"Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 7-54, June.
- Coenen, Günter & Warne, Anders, 2013. "Risks to price stability, the zero lower bound and forward guidance: a real-time assessment," Working Paper Series 1582, European Central Bank.
- Coenen, Günter & Warne, Anders, 2013. "Risks to price stability, the zero lower bound and forward guidance: A real-time assessment," CFS Working Paper Series 2013/06, Center for Financial Studies (CFS).
- Martyna Marczak & Víctor Gómez, 2017.
"Monthly US business cycle indicators: a new multivariate approach based on a band-pass filter,"
Empirical Economics, Springer, vol. 52(4), pages 1379-1408, June.
- Marczak, Martyna & Gómez, Victor, 2013. "Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter," FZID Discussion Papers 64-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Gerdesmeier, Dieter & Reimers, Hans-Eggert & Roffia, Barbara, 2013. "Testing for the existence of a bubble in the stock market," Wismar Discussion Papers 01/2013, Hochschule Wismar, Wismar Business School.
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"Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-32.
- Qin, Duo & He, Xinhua, 2011. "Globalisation effect on inflation in the great moderation era: new evidence from G10 countries," MPRA Paper 32994, University Library of Munich, Germany.
- Qin, Duo & He, Xinhua, 2012. "Globalisation effect on inflation in the great moderation era: New evidence from G10 countries," Economics Discussion Papers 2012-56, Kiel Institute for the World Economy (IfW Kiel).
- Dreger, Christian & Kholodilin, Konstantin A., 2013.
"An early warning system to predict speculative house price bubbles,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-26.
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- Katja Heinisch & Rolf Scheufele, 2018.
"Bottom-up or direct? Forecasting German GDP in a data-rich environment,"
Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
- Katja Drechsel & Rolf Scheufele, 2012. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers 2012-16, Swiss National Bank.
- Drechsel, Katja & Scheufele, Rolf, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7/2013, Halle Institute for Economic Research (IWH).
- Holtemöller, Oliver & Brautzsch, Hans-Ulrich & Drechsel, Katja & Giesen, Sebastian & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & , 2013. "Konjunktur aktuell: Konjunkturelle Flaute zum Jahresende 2012 – aber auch Anzeichen für eine mäßige Brise im neuen Jahr," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 1(1), pages 3-32.
- Holtemöller, Oliver & Drechsel, Katja & Loose, Brigitte & Zeddies, Götz, 2013. "Mittelfristige Projektion der wirtschaftlichen Entwicklung und der Staatsfinanzen in Deutschland," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 1(1), pages 33-37.
- Holtemöller, Oliver & Altemeyer-Bartscher, Martin & Knedlik, Tobias & Lindner, Axel & Zeddies, Götz, 2013. "Zur Wirtschaftspolitik: Haushaltskrisen berücksichtigen, Lösung der Griechenlandkrise voranbringen," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 1(1), pages 38-46.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Giesen, Sebastian & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & , 2013. "Rückkehr des Vertrauens beflügelt Konjunktur in Deutschland," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 1(2), pages 55-94.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Giesen, Sebastian & Holtemöller, Oliver & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz, 2013. "Konjunktur aktuell: Deutsche Wirtschaft erholt sich seit dem Frühjahr," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 1(2), pages 102-107.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz & Dove, 2013. "Konjunktur aktuell: Deutsche Wirtschaft im Aufschwung," Konjunktur aktuell, Halle Institute for Economic Research (IWH), vol. 1(4), pages 144-177.
- Holtemöller, Oliver & Brautzsch, Hans-Ulrich & Drechsel, Katja & Giesen, Sebastian & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & , 2013. "Konjunkturelle Flaute zum Jahresende 2012 – aber auch Anzeichen für eine mäßige Brise im neuen Jahr," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 19(1), pages 4-5.
- Projektgruppe Gemeinschaftsdiagnose, 2013. "Gemeinschaftsdiagnose Frühjahr 2013: Deutsche Konjunktur erholt sich – Wirtschaftspolitik stärker an der langen Frist ausrichten (Kurzfassung)," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 19(2), pages 24-25.
- Projektgruppe Gemeinschaftsdiagnose, 2013. "Gemeinschaftsdiagnose Herbst 2013: Konjunktur zieht an – Haushaltsüberschüsse sinnvoll nutzen (Kurzfassung)," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 19(5), pages 88-90.
- Bendel, Daniel & Demary, Markus & Jäger-Ambroçzewicz, 2013. "Konjunkturanalyse mit einem Gleichgewichtsmodell für die deutsche Wirtschaft," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 40(3), pages 33-46.
- Döhrn, Roland, 2013. "Transportation Data as a Tool for Nowcasting Economic Activity – The German Road Pricing System as an Example," Ruhr Economic Papers 395, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2015.
"Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model,"
The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 126-154.
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- Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok, 2013. "Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79694, Verein für Socialpolitik / German Economic Association.
- Schreiber, Sven, 2013. "Forecasting business-cycle turning points with (relatively large) linear systems in real time," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79709, Verein für Socialpolitik / German Economic Association.
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"Point and density forecasts for the euro area using Bayesian VARs,"
International Journal of Forecasting, Elsevier, vol. 31(4), pages 1067-1095.
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- Theobald, Thomas, 2013. "Markov Switching with Endogenous Number of Regimes and Leading Indicators in a Real-Time Business Cycle Forecast," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79911, Verein für Socialpolitik / German Economic Association.
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"Does Central Bank Staff Beat Private Forecasters?,"
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"Households' disagreement on inflation expectations and socioeconomic media exposure in Germany,"
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"Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox,"
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Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(72), pages 74-82, December.
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- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2014-16, Federal Reserve Bank of Atlanta.
- Robert Kollmann, 2013.
"Tractable latent state filtering for non-linear DSGE models using a second-order Approximation,"
CAMA Working Papers
2013-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kollmann, Robert, 2013. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation," CEPR Discussion Papers 9469, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2013. "Tractable latent state filtering for non-linear DSGE models using a second-order approximation," Globalization Institute Working Papers 147, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2013. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation," Working Papers ECARES ECARES 2013-24, ULB -- Universite Libre de Bruxelles.
- Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2013.
"The Fiscal Theory of the Price Level - identification and testing for the UK in the 1970s,"
Cardiff Economics Working Papers
E2013/12, Cardiff University, Cardiff Business School, Economics Section.
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"Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?,"
International Journal of Forecasting, Elsevier, vol. 31(4), pages 1021-1042.
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- Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers 2013-21, Center for Research in Economics and Statistics.
- Mattia Guerini, 2013. "Is the Friedman Rule Stabilizing? Some Unpleasant Results in a Heterogeneous Expectations Framework," DISCE - Working Papers del Dipartimento di Economia e Finanza def003, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Isengildina, Olga & Irwin, Scott H. & Good, Darrel L., 2013.
"Do Big Crops Get Bigger and Small Crops Get Smaller? Further Evidence on Smoothing in U.S. Department of Agriculture Forecasts,"
Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(01), pages 1-13, February.
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- Dorothea Lucke, 2013. "Deutsche Industrie: durchwachsene Lage, positive Aussichten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 80(47), pages 16-25.
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"Forecasting growth during the Great Recession: is financial volatility the missing ingredient?,"
Economic Modelling, Elsevier, vol. 36(C), pages 44-50.
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- Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," EconomiX Working Papers 2013-19, University of Paris Nanterre, EconomiX.
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- Kollmann, Robert, 2013.
"Estimating the state vector of linearized DSGE models without the Kalman filter,"
Economics Letters, Elsevier, vol. 120(1), pages 65-66.
- Robert Kollmann, 2013. "Estimating the State Vector of Linearized DSGE Models without the Kalman Filter," Working Papers ECARES ECARES 2013-08, ULB -- Universite Libre de Bruxelles.
- Matteo Luciani & Lorenzo Ricci, 2014.
"Nowcasting Norway,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
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- Kollmann, Robert, 2013.
"Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation,"
CEPR Discussion Papers
9469, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2013. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation," Working Papers ECARES ECARES 2013-24, ULB -- Universite Libre de Bruxelles.
- Robert Kollmann, 2013. "Tractable latent state filtering for non-linear DSGE models using a second-order approximation," Globalization Institute Working Papers 147, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2013. "Tractable latent state filtering for non-linear DSGE models using a second-order Approximation," CAMA Working Papers 2013-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
- Svensson, Lars E. O. & Woodford, Michael, 2003.
"Indicator variables for optimal policy,"
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- Lars E.O. Svensson & Michael Woodford, 2000. "Indicator Variables for Optimal Policy," NBER Working Papers 7953, National Bureau of Economic Research, Inc.
- Svensson, Lars E. O. & Woodford, Michael, 2000. "Indicator variables for optimal policy," Working Paper Series 0012, European Central Bank.
- Svensson, Lars & Woodford, Michael, 2000. "Indicator Variables for Optimal Policy," Seminar Papers 688, Stockholm University, Institute for International Economic Studies.
- Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego, 2003.
"Assessment criteria for output gap estimates,"
Economic Modelling,
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- Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001.
"Diffusion index-based inflation forecasts for the euro area,"
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"Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts,"
International Journal of Forecasting,
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- Seppo Honkapohja & Kaushik Mitra, 2006.
"Learning Stability in Economies with Heterogeneous Agents,"
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"The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks,"
CEPR Discussion Papers
3918, C.E.P.R. Discussion Papers.
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- Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
- Hubrich, Kirstin, 2003. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 0247, European Central Bank.
- Kirstin Hubrich, 2004. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004 230, Society for Computational Economics.
- Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005. "(Un)Predictability and Macroeconomic Stability," Macroeconomics 0510024, EconWPA.
- D’Agostino, Antonello & Giannone, Domenico & Surico, Paolo, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 0605, European Central Bank.
- D'Agostino, Antonello & Giannone, Domenico & Surico, Paolo, 2007. "(Un)Predictability and Macroeconomic Stability," CEPR Discussion Papers 6594, C.E.P.R. Discussion Papers.
- D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank of Ireland.
- Ironside, Brian & Tetlow, Robert J., 2005. "Real-Time Model Uncertainty in the United States: the Fed from 1996-2003," CEPR Discussion Papers 5305, C.E.P.R. Discussion Papers.
- Tetlow, Robert J. & Ironside, Brian, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Working Paper Series 0610, European Central Bank.
- Robert J. Tetlow & Brian Ironside, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Finance and Economics Discussion Series 2006-08, Board of Governors of the Federal Reserve System (U.S.).
- Marie Diron, 2008. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 371-390.
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- Paul Levine & Peter McAdam & Joseph Pearlman, 2007. "Inflation-Forecast-Based Rules and Indeterminacy: A Puzzle and a Resolution," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 77-110, December.
- Levine, Paul & McAdam, Peter & Pearlman, Joseph G., 2006. "Inflation forecast-based-rules and indeterminacy: a puzzle and a resolution," Working Paper Series 0643, European Central Bank.
- Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2008. "Quantifying and sustaining welfare gains from monetary commitment," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1253-1276, October.
- Levine, Paul & McAdam, Peter & Pearlman, Joseph G., 2007. "Quantifying and sustaining welfare gains from monetary commitment," Working Paper Series 0709, European Central Bank.
- Mestre, Ricardo, 2007. "Are survey-based inflation expections in the euro area informative?," Working Paper Series 0721, European Central Bank.
- Carlo Altavilla & Matteo Ciccarelli, 2006. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area," Discussion Papers 7_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Altavilla, Carlo & Ciccarelli, Matteo, 2007. "Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area," Working Paper Series 0725, European Central Bank.
- Matteo Ciccarelli & Carlo Altavilla, 2007. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area," 2007 Meeting Papers 315, Society for Economic Dynamics.
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- Bańbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346.
- Banbura, Marta & Rünstler, Gerhard, 2007. "A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP," Working Paper Series 0751, European Central Bank.
- Levine, Paul & Pearlman, Joseph & Pierse, Richard, 2008. "Linear-quadratic approximation, external habit and targeting rules," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3315-3349, October.
- Levine, Paul & Pearlman, Joseph G. & Pierse, Richard, 2007. "Linear-quadratic approximation, external habit and targeting rules," Working Paper Series 0759, European Central Bank.
- Dées, Stéphane & Vansteenkiste, Isabel, 2007. "The transmission of US cyclical developments to the rest of the world," Working Paper Series 0798, European Central Bank.
- Luca Benati & Paolo Surico, 2008. "Evolving U.S. Monetary Policy and The Decline of Inflation Predictability," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 634-646, 04-05.
- Benati, Luca & Surico, Paolo, 2007. "Evolving U.S. monetary policy and the decline of inflation predictability," Working Paper Series 0824, European Central Bank.
- Sánchez, Marcelo, 2008. "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," Working Paper Series 0860, European Central Bank.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Explaining The Great Moderation: It Is Not The Shocks," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, "undated". "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 0865, European Central Bank.
- Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
- Levine, Paul & McAdam, Peter & Pearlman, Joseph G. & Pierse, Richard, 2008. "Risk Management in Action. Robust monetary policy rules under structured uncertainty," Working Paper Series 0870, European Central Bank.
- Matthias Burgert & Stephane Dees, 2009. "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, vol. 20(3), pages 385-402, July.
- Burgert, Matthias & Dées, Stéphane, 2008. "Forecasting world trade: direct versus “bottom-up” approaches," Working Paper Series 0882, European Central Bank.
- Darracq Pariès, Matthieu & Maurin, Laurent, 2008. "The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models," Working Paper Series 0894, European Central Bank.
- Paul Levine & Joseph Pearlman, 2007. "Robust Monetary Rules under Unstructured and Structured Model Uncertainty," School of Economics Discussion Papers 0707, School of Economics, University of Surrey.
- Levine, Paul, 2008. "Robust monetary rules under unstructured and structured model uncertainty," Working Paper Series 0899, European Central Bank.
- Riccardo Cristadoro & Giuseppe Saporito & Fabrizio Venditti, 2013. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Empirical Economics, Springer, vol. 44(3), pages 1065-1086, June.
- Riccardo Cristadoro & Fabrizio Venditti & Giuseppe Saporito, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Temi di discussione (Economic working papers) 677, Bank of Italy, Economic Research and International Relations Area.
- Cristadoro, Riccardo & Venditti, Fabrizio & Saporito, Giuseppe, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Working Paper Series 0900, European Central Bank.
- Christoffel, Kai & Coenen, Günter & Warne, Anders, 2008. "The New Area-Wide Model of the euro area: a micro-founded open-economy model for forecasting and policy analysis," Working Paper Series 0944, European Central Bank.
- Ricardo Mestre & Peter McAdam, 2011. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 303-324, April.
- Mestre, Ricardo & McAdam, Peter, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Working Paper Series 0950, European Central Bank.
- Elena Angelini & Marta Banbura & Gerhard Rünstler, 2010. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-22.
- Angelini, Elena & Bańbura, Marta & Rünstler, Gerhard, 2008. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," Working Paper Series 0953, European Central Bank.
- Pagano Patrizio & Pisani Massimiliano, 2009. "Risk-Adjusted Forecasts of Oil Prices," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-28, June.
- Patrizio Pagano & Massimiliano Pisani, 2006. "Risk-Adjusted Forecasts of Oil Prices," Temi di discussione (Economic working papers) 585, Bank of Italy, Economic Research and International Relations Area.
- Pagano, Patrizio & Pisani, Massimiliano, 2009. "Risk-adjusted forecasts of oil prices," Working Paper Series 0999, European Central Bank.
- Arratibel, Olga & Leiner-Killinger, Nadine & Kamps, Christophe, 2009. "Inflation forecasting in the new EU Member States," Working Paper Series 1015, European Central Bank.
- Kirstin Hubrich & Kenneth D. West, 2010. "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
- Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc.
- Hubrich, Kirstin & West, Kenneth D., 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.
- Stephane Dees & Arthur Saint-Guilhem, 2011. "The role of the United States in the global economy and its evolution over time," Empirical Economics, Springer, vol. 41(3), pages 573-591, December.
- Dées, Stéphane & Saint-Guilhem, Arthur, 2009. "The role of the United States in the global economy and its evolution over time," Working Paper Series 1034, European Central Bank.
- Detken, Carsten & Alessi, Lucia, 2009. "'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidity," Working Paper Series 1039, European Central Bank.
- Audrone Jakaitiene & Stephane Dees, 2012. "Forecasting the World Economy in the Short Term," The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
- Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
- Dieter Gerdesmeier & Hans‐Eggert Reimers & Barbara Roffia, 2010. "Asset Price Misalignments and the Role of Money and Credit," International Finance, Wiley Blackwell, vol. 13(3), pages 377-407, December.
- Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2009. "Asset price misalignments and the role of money and credit," Working Paper Series 1068, European Central Bank.
- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012. "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1081-1096, November.
- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009. "Disagreement among Forecasters in G7 Countries," Macroeconomics and Finance Series 200906, University of Hamburg, Department of Socioeconomics.
- Dovern, Jonas & Fritsche, Ulrich & Slacalek, Jiri, 2009. "Disagreement among forecasters in G7 countries," Working Paper Series 1082, European Central Bank.
- Carboni, Giacomo & Ellison, Martin, 2011. "Inflation and output volatility under asymmetric incomplete information," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 40-51, January.
- Carboni, Giacomo & Ellison, Martin, 2009. "Inflation and output volatility under asymmetric incomplete information," Working Paper Series 1092, European Central Bank.
- Giacomo Carboni & Martin Ellison, 2010. "Inflation and output volatility under asymmetric incomplete information," Post-Print hal-00753043, HAL.
- Frauke SKUDELNY & Bettina LANDAU, 2008. "Pass-Through of External Shocks Along the Pricing Chain: A Panel Estimation Approach for the Euro Area," EcoMod2008 23800134, EcoMod.
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- Fichtner, Ferdinand & Rüffer, Rasmus & Schnatz, Bernd, 2009. "Leading indicators in a globalised world," Working Paper Series 1125, European Central Bank.
- Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(3), pages 1018-1052, September.
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- Ehrmann, Michael & Eijffinger, Sylvester & Fratzscher, Marcel, 2010. "The role of central bank transparency for guiding private sector forecasts," Working Paper Series 1146, European Central Bank.
- Marcellino, Massimiliano & Musso, Alberto, 2010. "Real time estimates of the euro area output gap: reliability and forecasting performance," Working Paper Series 1157, European Central Bank.
- Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2013. "Macroeconomic forecasting and structural change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 82-101, January.
- Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009. "Macroeconomic Forecasting and Structural Change," Working Papers ECARES 2009_020, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca, 2010. "Macroeconomic forecasting and structural change," Working Paper Series 1167, European Central Bank.
- D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009. "Macroeconomic Forecasting and Structural Change," Research Technical Papers 8/RT/09, Central Bank of Ireland.
- Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca, 2009. "Macroeconomic Forecasting and Structural Change," CEPR Discussion Papers 7542, C.E.P.R. Discussion Papers.
- Gelain, Paolo, 2010. "The external finance premium in the euro area A useful indicator for monetary policy?," Working Paper Series 1171, European Central Bank.
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2010. "Forecasting with DSGE models," Working Paper Series 1185, European Central Bank.
- Marta Bańbura & Michele Modugno, 2014. "Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 133-160, January.
- Bańbura, Marta & Modugno, Michele, 2010. "Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data," Working Paper Series 1189, European Central Bank.
- Fornari, Fabio & Lemke, Wolfgang, 2010. "Predicting recession probabilities with financial variables over multiple horizons," Working Paper Series 1255, European Central Bank.
- Gross, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
- Modugno, Michele, 2013. "Now-casting inflation using high frequency data," International Journal of Forecasting, Elsevier, vol. 29(4), pages 664-675.
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- Andersson, Magnus & D'Agostino, Antonello & de Bondt, Gabe & Roma, Moreno, 2011. "The predictive content of sectoral stock prices: a US-euro area comparison," Working Paper Series 1343, European Central Bank.
- Igor Vetlov & Tibor Hlédik & Magnus Jonsson & Henrik Kucsera & Massimiliano Pisani, 2011. "Potential Output in DSGE Models," Bank of Lithuania Working Paper Series 9, Bank of Lithuania.
- Vetlov, Igor & Pisani, Massimiliano & Hlédik, Tibor & Jonsson, Magnus & Kucsera, Henrik, 2011. "Potential output in DSGE models," Working Paper Series 1351, European Central Bank.
- Dieppe, Alistair & Ortega, Eva & D'Agostino, Antonello & Karlsson, Tohmas & Benkovskis, Konstantins & Caivano, Michele & Hurtado, Samuel & Várnai, Tímea, 2011. "Assessing the sensitivity of inflation to economic activity," Working Paper Series 1357, European Central Bank.
- Lombardi, Marco J. & Maier, Philipp, 2011. "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series 1379, European Central Bank.
- Guérin, Pierre & Maurin, Laurent & Mohr, Matthias, 2015. "Trend-Cycle Decomposition Of Output And Euro Area Inflation Forecasts: A Real-Time Approach Based On Model Combination," Macroeconomic Dynamics, Cambridge University Press, vol. 19(2), pages 363-393, March.
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- Lombardo, Giovanni & McAdam, Peter, 2012. "Financial market frictions in a model of the Euro area," Economic Modelling, Elsevier, vol. 29(6), pages 2460-2485.
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- Claudia Godbout & Marco J. Lombardi, 2012. "Short-Term Forecasting of the Japanese Economy Using Factor Models," Staff Working Papers 12-7, Bank of Canada.
- Lombardi, Marco J. & Godbout, Claudia, 2012. "Short-term forecasting of the Japanese economy using factor models," Working Paper Series 1428, European Central Bank.
- Nicoletti, Giulio & Passaro, Raffaele, 2012. "Sometimes it helps: the evolving predictive power of spreads on GDP dynamics," Working Paper Series 1447, European Central Bank.
- Schnatz, Bernd & D'Agostino, Antonello, 2012. "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series 1455, European Central Bank.
- Badarinza, Cristian & Gross, Marco, 2012. "Information flows and disagreement," Working Paper Series 1475, European Central Bank.
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- Angelini, Elena & Dieppe, Alistair & Pierluigi, Beatrice, 2013. "Learning about wage and price mark-ups in euro area countries," Working Paper Series 1512, European Central Bank.
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- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
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- Günter Coenen & Anders Warne, 2014. "Risks to Price Stability, the Zero Lower Bound, and Forward Guidance: A Real-Time Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 7-54, June.
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- Miguel Belmonte & Gary Koop, 2014. "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Advances in Econometrics, in: Bayesian Model Comparison, volume 34, pages 45-69, Emerald Group Publishing Limited.
- Miguel Belmonte & Gary Koop, 2013. "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Working Papers 1302, University of Strathclyde Business School, Department of Economics.
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- Gary Koop, 2012. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(3), pages 143-167, September.
- Gary Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Working Papers 1303, University of Strathclyde Business School, Department of Economics.
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- William Barnett & Unal Eryilmaz, 2012. "Hopf Bifurcation in the Clarida, Gali, and Gertler Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201211, University of Kansas, Department of Economics, revised Sep 2012.
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- Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013. "Short-term inflation forecasting models for Turkey and a forecast combination analysis," Economic Modelling, Elsevier, vol. 33(C), pages 312-325.
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- Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
- Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Wieland, Volker & Wolters, Maik, 2013. "Forecasting and Policy Making," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325, Elsevier.
- Wieland, Volker & Wolters, Maik Hendrik, 2012. "Forecasting and policy making," IMFS Working Paper Series 62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
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- Gary Koop & Dimitris Korobilis, 2012. "Large Time-Varying Parameter VARs," Working Paper series 11_12, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
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- Ponomarenko, Alexey, 2013. "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
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- Lu, Yingying & Stegman, Alison & Cai, Yiyong, 2013. "Emissions intensity targeting: From China's 12th Five Year Plan to its Copenhagen commitment," Energy Policy, Elsevier, vol. 61(C), pages 1164-1177.
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- Ho, Tai-kuang & Lai, Cheng-chung, 2013. "Silver fetters? The rise and fall of the Chinese price level 1928–34," Explorations in Economic History, Elsevier, vol. 50(3), pages 446-462.
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- Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
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- KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
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- Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
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- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
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- Robert Kollmann, 2013. "Tractable latent state filtering for non-linear DSGE models using a second-order Approximation," CAMA Working Papers 2013-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2013. "Tractable latent state filtering for non-linear DSGE models using a second-order approximation," Globalization Institute Working Papers 147, Federal Reserve Bank of Dallas.
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- Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster, 2010. "Perturbation Methods for Markov-Switching Models," 2010 Meeting Papers 239, Society for Economic Dynamics.
- Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha, 2013. "Perturbation Methods for Markov-Switching DSGE Models," Working Papers 2013-22, FEDEA.
- Zha, Tao & Rubio-RamÃrez, Juan Francisco & , & Foerster, Andrew, 2013. "Perturbation Methods for Markov-Switching DSGE Models," CEPR Discussion Papers 9464, C.E.P.R. Discussion Papers.
- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE model," Research Working Paper RWP 13-01, Federal Reserve Bank of Kansas City.
- Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2013-01, Federal Reserve Bank of Atlanta.
- Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation Methods for Markov-Switching DSGE Models," NBER Working Papers 20390, National Bureau of Economic Research, Inc.
- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2014-16, Federal Reserve Bank of Atlanta.
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- Robert Kollmann, 2013. "Tractable latent state filtering for non-linear DSGE models using a second-order Approximation," CAMA Working Papers 2013-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Robert Kollmann, 2013. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation," Working Papers ECARES ECARES 2013-24, ULB -- Universite Libre de Bruxelles.
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- Christine Garnier & Elmar Mertens & Edward Nelson, 2015. "Trend Inflation in Advanced Economies," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 65-136, September.
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- Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha, 2016. "Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models," Quantitative Economics, Econometric Society, vol. 7(2), pages 637-669, July.
- Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster, 2010. "Perturbation Methods for Markov-Switching Models," 2010 Meeting Papers 239, Society for Economic Dynamics.
- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE model," Research Working Paper RWP 13-01, Federal Reserve Bank of Kansas City.
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- Zha, Tao & Rubio-RamÃrez, Juan Francisco & , & Foerster, Andrew, 2013. "Perturbation Methods for Markov-Switching DSGE Models," CEPR Discussion Papers 9464, C.E.P.R. Discussion Papers.
- Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2013-01, Federal Reserve Bank of Atlanta.
- Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation Methods for Markov-Switching DSGE Models," NBER Working Papers 20390, National Bureau of Economic Research, Inc.
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- Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
- Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
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- Sergey Tsukhlo, 2013. "Russian Industrial Enterprises (on the Basis of the Surveys) in 2012," Published Papers 157, Gaidar Institute for Economic Policy, revised 2013.
- Brinca, Pedro, 2014. "Distortions in the neoclassical growth model: A cross-country analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 1-19.
- Brinca, Pedro, 2013. "Distortions in the Neoclassical Growth Model: A Cross-Country Analysis," Research Papers in Economics 2013:13, Stockholm University, Department of Economics.
- Pedro Brinca, 2013. "Distortions in the Neoclassical Growth Model: A Cross-Country Analysis," GEMF Working Papers 2013-24, GEMF, Faculty of Economics, University of Coimbra.
- Pedro Miguel Soares Brinca, 2013. "Distortions in the Neoclassical Growth Model: A Cross Country Analysis," 2013 Papers pbr150, Job Market Papers.
- Brinca, Pedro, 2014. "Distortions in the neoclassical growth model: A cross-country analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 1-19.
- Brinca, Pedro, 2013. "Distortions in the Neoclassical Growth Model: A Cross-Country Analysis," Research Papers in Economics 2013:13, Stockholm University, Department of Economics.
- Pedro Brinca, 2013. "Distortions in the Neoclassical Growth Model: A Cross-Country Analysis," GEMF Working Papers 2013-24, GEMF, Faculty of Economics, University of Coimbra.
- Pedro Miguel Soares Brinca, 2013. "Distortions in the Neoclassical Growth Model: A Cross Country Analysis," 2013 Papers pbr150, Job Market Papers.
- Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201316, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Carl, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 2013-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
- Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201305, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Carl, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 2013-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
- Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201305, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201316, University of Hawaii at Manoa, Department of Economics.
- Inna Cintina, 2013. "Behind-the-counter, but Over-the-border? The Assessment of the Spillover Effect of Increased Availability of Emergency Contraception in Washington on Neighboring States," Working Papers 201308, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Carl, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 2013-5, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
- Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201316, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201305, University of Hawaii at Manoa, Department of Economics.
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- Marie Bessec, 2013. "Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 500-511, September.
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- Fondeur, Y. & Karamé, F., 2013. "Can Google data help predict French youth unemployment?," Economic Modelling, Elsevier, vol. 30(C), pages 117-125.
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- Ferrara, Laurent & Marsilli, Clément & Ortega, Juan-Pablo, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Economic Modelling, Elsevier, vol. 36(C), pages 44-50.
- Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," EconomiX Working Papers 2013-19, University of Paris Nanterre, EconomiX.
- Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," Working Papers hal-04141198, HAL.
- Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Post-Print hal-01385941, HAL.
- Ferrara, L. & Marsilli, C. & Ortega, J-P., 2013. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Working papers 454, Banque de France.
- De Graeve, Ferre & Westermark, Andreas, 2013. "Un-truncating VARs," Working Paper Series 271, Sveriges Riksbank (Central Bank of Sweden).
- Brinca, Pedro, 2014. "Distortions in the neoclassical growth model: A cross-country analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 1-19.
- Pedro Brinca, 2013. "Distortions in the Neoclassical Growth Model: A Cross-Country Analysis," GEMF Working Papers 2013-24, GEMF, Faculty of Economics, University of Coimbra.
- Brinca, Pedro, 2013. "Distortions in the Neoclassical Growth Model: A Cross-Country Analysis," Research Papers in Economics 2013:13, Stockholm University, Department of Economics.
- Pedro Miguel Soares Brinca, 2013. "Distortions in the Neoclassical Growth Model: A Cross Country Analysis," 2013 Papers pbr150, Job Market Papers.
- Vladimir Kossov & Elena Kossova, 2013. "International dispersion of retail diesel fuel prices and the estimation of normal price values," HSE Working papers WP BRP 27/EC/2013, National Research University Higher School of Economics.
- Bulat Gafarov, 2013. "Do unobserved components models forecast inflation in Russia?," HSE Working papers WP BRP 35/EC/2013, National Research University Higher School of Economics.
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- Oana Camelia Iacob & Ana-Maria VOlintiru & Andrei Mihai Cristea, 2013. "Efficiency of economic development models," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 1(1), pages 32-41, March.
- Sergio Ocampo Diaz, 2013. "Rule-of-Thumb Consumers, Nominal Rigidities and the Design of Interest Rate Rules," Research Department Publications IDB-WP-400, Inter-American Development Bank, Research Department.
- Ocampo Díaz, Sergio, 2013. "Rule-of-Thumb Consumers, Nominal Rigidities and the Design of Interest Rate Rules," IDB Publications (Working Papers) 4627, Inter-American Development Bank.
- Oviedo, Marcelo P. & Andrian, Leandro Gaston, 2013. "Terms of Trade and Fiscal Sustainability when the Sovereign Exploits a Natural Resource," IDB Publications (Working Papers) 4656, Inter-American Development Bank.
- Sergio Ocampo Diaz, 2013. "Rule-of-Thumb Consumers, Nominal Rigidities and the Design of Interest Rate Rules," Research Department Publications IDB-WP-400, Inter-American Development Bank, Research Department.
- Sergio Ocampo Díaz, 2013. "Rule-of-Thumb Consumers, Nominal Rigidities and the Design of Interest Rate Rules," IDB Publications (Working Papers) 82139, Inter-American Development Bank.
- Marcelo P. Oviedo & Leandro Andrian, 2013. "Terms of Trade and Fiscal Sustainability when the Sovereign Exploits a Natural Resource," IDB Publications (Working Papers) 82893, Inter-American Development Bank.
- Ocampo Díaz, Sergio, 2013. "Rule-of-Thumb Consumers, Nominal Rigidities and the Design of Interest Rate Rules," IDB Publications (Working Papers) 4627, Inter-American Development Bank.
- Sergio Ocampo Diaz, 2013. "Rule-of-Thumb Consumers, Nominal Rigidities and the Design of Interest Rate Rules," Research Department Publications IDB-WP-400, Inter-American Development Bank, Research Department.
- Pablo Pincheira, 2013. "Conditional Predictive Ability of Exchange Rates in Long Run Regressions," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(2), pages 3-35, October.
- Fernando Fuentes & Carlos Garcia & Felipe Pinto, 2013. "Impacto Macroeconómico del Retraso en las Inversiones de Generación Eléctrica en Chile," ILADES-UAH Working Papers inv289, Universidad Alberto Hurtado/School of Economics and Business.
- Renato Agurto & Fernando Fuentes & Carlos Garcia & Esteban Skoknic, 2013. "Impacto Macroeconómico del Retraso en las Inversiones de Generación Eléctrica en Chile," ILADES-UAH Working Papers inv288, Universidad Alberto Hurtado/School of Economics and Business.
- Renato Agurto & Fernando Fuentes & Carlos Garcia & Esteban Skoknic, 2013. "Impacto Macroeconómico del Retraso en las Inversiones de Generación Eléctrica en Chile," ILADES-UAH Working Papers inv288, Universidad Alberto Hurtado/School of Economics and Business.
- Fernando Fuentes & Carlos Garcia & Felipe Pinto, 2013. "Impacto Macroeconómico del Retraso en las Inversiones de Generación Eléctrica en Chile," ILADES-UAH Working Papers inv289, Universidad Alberto Hurtado/School of Economics and Business.
- Renato Agurto & Fernando Fuentes & Carlos Garcia & Esteban Skoknic, 2013. "Power Generation and the Business Cycle: The Impact of Delaying Investment," ILADES-UAH Working Papers inv290, Universidad Alberto Hurtado/School of Economics and Business.
- Matheson, Troy & Stavrev, Emil, 2013. "The Great Recession and the inflation puzzle," Economics Letters, Elsevier, vol. 120(3), pages 468-472.
- Troy D Matheson & Emil Stavrev, 2013. "The Great Recession and the Inflation Puzzle," IMF Working Papers 13/124, International Monetary Fund.
- Dovern, Jonas & Fritsche, Ulrich & Loungani, Prakash & Tamirisa, Natalia, 2013. "Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79936, Verein für Socialpolitik / German Economic Association.
- Jonas Dovern & Ulrich Fritsche & Prakash Loungani & Natalia T. Tamirisa, 2013. "Information Rigidities in Economic Growth Forecasts; Evidence from a Large International Panel," IMF Working Papers 13/56, International Monetary Fund.
- Dovern, Jonas & Fritsche, Ulrich & Loungani, Prakash & Tamirisa, Natalia, 2013. "Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79936, Verein für Socialpolitik / German Economic Association.
- Jonas Dovern & Mr. Ulrich Fritsche & Mr. Prakash Loungani & Ms. Natalia T. Tamirisa, 2013. "Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel," IMF Working Papers 2013/056, International Monetary Fund.
- Matheson, Troy & Stavrev, Emil, 2013. "The Great Recession and the inflation puzzle," Economics Letters, Elsevier, vol. 120(3), pages 468-472.
- Mr. Troy D Matheson & Mr. Emil Stavrev, 2013. "The Great Recession and the Inflation Puzzle," IMF Working Papers 2013/124, International Monetary Fund.
- Alexander Herzog-Stein & Fabian Lindner & Simon Sturn, 2013. "Explaining the German Employment Miracle in the Great Recession – The Crucial Role of Temporary Working Time Reductions," IMK Working Paper 114-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2010. "Modelling Italian potential output and the output gap," Temi di discussione (Economic working papers) 771, Bank of Italy, Economic Research and International Relations Area.
- Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2013. "Modelling italian potential output and the output gap," Working Papers 7, Department of the Treasury, Ministry of the Economy and of Finance.
- Marco Cacciotti & Cecilia Frale & Serena Teobaldo, 2013. "A new methodology for a quarterly measure of the output gap," Working Papers 6, Department of the Treasury, Ministry of the Economy and of Finance.
- Katja Drechsel & R. Scheufele, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7, Halle Institute for Economic Research.
- AK Konjunktur, 2013. "Konjunkturelle Flaute zum Jahresende 2012 – aber auch Anzeichen für eine mäßige Brise im neuen Jahr," Wirtschaft im Wandel, Halle Institute for Economic Research, issue 1, pages 4-5.
- Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2013. "Conditional Volatility Asymmetry Of Business Cycles: Evidence From Four Oecd Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 38(3), pages 33-56, September.
- Brinca, Pedro, 2014. "Distortions in the neoclassical growth model: A cross-country analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 1-19.
- Brinca, Pedro, 2013. "Distortions in the Neoclassical Growth Model: A Cross-Country Analysis," Research Papers in Economics 2013:13, Stockholm University, Department of Economics.
- Pedro Miguel Soares Brinca, 2013. "Distortions in the Neoclassical Growth Model: A Cross Country Analysis," 2013 Papers pbr150, Job Market Papers.
- Pedro Brinca, 2013. "Distortions in the Neoclassical Growth Model: A Cross-Country Analysis," GEMF Working Papers 2013-24, GEMF, Faculty of Economics, University of Coimbra.
- Klaus Weyerstrass & Reinhard Neck, 2013. "A young EU member’s ageing: budgetary and macroeconomic consequences of Slovenia’s demographic prospects," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(3), pages 427-456, August.
- Reinhard Neck & Dmitri Blueschke & Klaus Weyerstrass, 2013. "Trade-Off of Fiscal Austerity in the European Debt Crisis in Slovenia," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 19(4), pages 367-380, November.
- Eduardo Giménez & José Martín-Moreno, 2013. "Transmission mechanisms of real stochastic shocks in a small open economy," International Economics and Economic Policy, Springer, vol. 10(2), pages 217-245, June.
- Jan Veld & Martin Larch & Marieke Vandeweyer, 2013. "Automatic Fiscal Stabilisers: What They Are and What They Do," Open Economies Review, Springer, vol. 24(1), pages 147-163, February.
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- Jan in't Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," Working Papers of VIVES - Research Centre for Regional Economics 29, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
- Jan in’t Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," Working Papers of VIVES - Research Centre for Regional Economics 546211, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
- Lukas Vogel & Werner Roeger & Bernhard Herz, 2013. "The Performance of Simple Fiscal Policy Rules in Monetary Union," Open Economies Review, Springer, vol. 24(1), pages 165-196, February.
- Lukas Vogel & Werner Roeger & Bernhard Herz, 2012. "The performance of simple fiscal policy rules in monetary union," European Economy - Economic Papers 2008 - 2015 470, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Sushanta Mallick & Ricardo Sousa, 2013. "Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies," Open Economies Review, Springer, vol. 24(4), pages 677-694, September.
- Janet Koech & Mark Wynne, 2013. "Core Import Price Inflation in the United States," Open Economies Review, Springer, vol. 24(4), pages 717-730, September.
- Janet Koech & Mark A. Wynne, 2012. "Core import price inflation in the United States," Globalization Institute Working Papers 131, Federal Reserve Bank of Dallas.
- Barsoum, Fady & Stankiewicz, Sandra, 2015. "Forecasting GDP growth using mixed-frequency models with switching regimes," International Journal of Forecasting, Elsevier, vol. 31(1), pages 33-50.
- Fady Barsoum & Sandra Stankiewicz, 2013. "Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes," Working Paper Series of the Department of Economics, University of Konstanz 2013-10, Department of Economics, University of Konstanz.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers 1321, Koc University-TUSIAD Economic Research Forum.
- Klaus Abberger & Yngve Abrahamsen & Roland Aeppli & Erdal Atukeren & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Günther Greulich & Jochen Hartwig & David Iselin & Michael Lam, 2013. "Schweiz profitiert von Belebung der Weltwirtschaft," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 7(1), pages 1-74, March.
- Klaus Abberger & Yngve Abrahamsen & Roland Aeppli & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Florian Hälg & Jochen Hartwig & David Iselin & Michael Lamla & Heiner Mikosch &, 2013. "Schweizer Wirtschaft wächst trotz Rezession in Europa," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 7(2), pages 1-29, June.
- Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Günther Greulich & Florian Hälg & Jochen Hartwig & David Iselin & Michael Lamla & Heiner Mikosc, 2013. "Schweizer Wirtschaft auf Expansionskurs," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 7(3), pages 1-102, September.
- Klaus Abberger & Yngve Abrahamsen & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Florian Hälg & Jochen Hartwig & David Iselin & Michael Lamla & Heiner Mikosch & Stefan Neuwirth, 2013. "Gute Konjunkturaussichten für die Schweizer Wirtschaft," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 7(4), pages 1-29, December.
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- Michael McAleer & Felix Chan & Les Oxley, 2013. "Modelling and Simulation: An Overview," KIER Working Papers 865, Kyoto University, Institute of Economic Research.
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- Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
- Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
- Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
- Dalibor Stevanovic, 2013. "Probability and Severity of Recessions," CIRANO Working Papers 2013s-43, CIRANO.
- Rachidi Kotchoni & Dalibor Stevanovic, 2013. "Probability and Severity of Recessions," Cahiers de recherche 1341, CIRPEE.
- Christian Pierdzioch & Jan-Christoph Rülke & Peter Tillmann, 2013. "Using forecasts to uncover the loss function of FOMC members," MAGKS Papers on Economics 201302, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Shakeri , Abbas & Ahmadian , Azam, 2013. "A Model of Financial Shocks at Bank and Interbank of Iran (DSGE)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 8(4), pages 19-58, October.
- Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 449-463, March.
- Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
- Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
- Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Costas KARFAKIS & Constantinos KATRAKILIDIS & Eftychia TSANANA, 2014. "Does output predict unemployment? A look at Okun's law in Greece," International Labour Review, International Labour Organization, vol. 153(3), pages 421-433, September.
- Costas Karfakis & Konstantinos Katrakilidis & Eftychia Tsanana, 2013. "Does Output Predict Unemployment? A Look at Okun’s Law in Greece," Discussion Paper Series 2013_01, Department of Economics, University of Macedonia, revised Dec 2013.
- Orsolya Csortos & Zoltán Szalai, 2013. "Assessment of macroeconomic imbalance indicators," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 8(3), pages 14-24, October.
- Ádám Reiff & Judit Várhegyi, 2013. "Sticky Price Inflation Index: An Alternative Core Inflation Measure," MNB Working Papers 2013/2, Magyar Nemzeti Bank (Central Bank of Hungary).
- Andreas Karpf, 2013. "Herd behavior in consumer inflation expectations - Evidence from the French household survey," Documents de travail du Centre d'Economie de la Sorbonne 13054r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Dec 2013.
- Andreas Karpf, 2013. "Herd behavior in consumer inflation expectations - Evidence from the French household survey," Documents de travail du Centre d'Economie de la Sorbonne 13054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Andreas Karpf, 2013. "Herd behavior in consumer inflation expectations - Evidence from the French household survey," Documents de travail du Centre d'Economie de la Sorbonne 13054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Andreas Karpf, 2013. "Herd behavior in consumer inflation expectations - Evidence from the French household survey," Documents de travail du Centre d'Economie de la Sorbonne 13054r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Dec 2013.
- National Bank of Belgium, 2013. "Economic projections for Belgium – Autumn 2013," Economic Review, National Bank of Belgium, issue iii, pages 07-26, December.
- A. Stevens, 2013. "What inflation developments reveal about the Phillips curve: implications for monetary policy," Economic Review, National Bank of Belgium, issue iii, pages 67-76, December.
- National Bank of Belgium, 2013. "Economic projections for Belgium – Spring 2013," Economic Review, National Bank of Belgium, issue i, pages 07-26, June.
2012
- Kristensen Johannes Tang, 2014.
"Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(3), pages 309-338, May.
- Johannes Tang Kristensen, 2012. "Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?," CREATES Research Papers 2012-28, Department of Economics and Business Economics, Aarhus University.
- John Geanakoplos & Robert Axtell & J. Doyne Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012.
"Getting at Systemic Risk via an Agent-Based Model of the Housing Market,"
American Economic Review, American Economic Association, vol. 102(3), pages 53-58, May.
- John Geanakoplos & Robert Axtell & Doyne J. Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012. "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," Cowles Foundation Discussion Papers 1852, Cowles Foundation for Research in Economics, Yale University.
- Boriss Siliverstovs, 2012.
"Are GDP Revisions Predictable? Evidence for Switzerland,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(4), pages 299-326.
- Boriss Siliverstovs, 2012. "Are GDP Revisions Predictable? Evidence for Switzerland," EcoMod2012 4219, EcoMod.
- Araujo-Enciso, Sergio Rene, 2012. "Testing for linear and threshold cointegration under the spatial equilibrium condition," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122545, European Association of Agricultural Economists.
- Mihaela Bratu (Simionescu), 2012.
"Point forecasts based on the limits of the forecast intervals to improve the SPF predictions,"
Business and Economic Horizons (BEH), Prague Development Center, vol. 8(2), pages 1-11, December.
- Bratu (Simionescu), Mihaela, 2012. "Point forecasts based on the limits of the forecast intervals to improve the SPF predictions," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 8(2), pages 1-11, December.
- Michael P. Clements, 2014.
"US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 1-14, January.
- Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," The Warwick Economics Research Paper Series (TWERPS) 986, University of Warwick, Department of Economics.
- Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," Economic Research Papers 270653, University of Warwick - Department of Economics.
- Seymur Agayev, 2012. "Determinants Of Inflation Rate In Transition Economies; Panel Data Analysis," Anadolu University Journal of Social Sciences, Anadolu University, vol. 12(1), pages 59-72, March.
- Nebiye Yamak & Banu Tanriover, 2012. "Asymmetric Business Cycle : Theory And Application," Anadolu University Journal of Social Sciences, Anadolu University, vol. 12(2), pages 17-24, June.
- José Luis Oreiro & Celso Vila Nova de Souza & Kelly Pereira Guedes & Sergio Rubens Stancato de Souza, 2012.
"Um Modelo Keynes-Minsky Generalizado de Flutuações Cíclicas,"
Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 13(3b), pages 703-734.
- José Luis Oreiro & Celso Vila Nova de Souza & Kelly Pereira Guedes & Sergio Rubens Stancato de Souza, 2010. "Um Modelo Keynes-Minsky Generalizado de Flutuações Cíclicas," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 337, Departamento de Economia da Universidade de Brasilia.
- José Luis Da Costa Oreiro & Sergio Rubens Stancato De Souza & Celso Vila Nova De Souza & Kelly Pereira Guedes, 2011. "Um Modelo Keynes-Minsky Generalizado Deflutuações Cíclicas," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 226, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Christopher Heiberger & Torben Klarl & Alfred Maussner, 2012. "A Note on the Uniqueness of Solutions to Rational Expectations Models," Discussion Paper Series 319, Universitaet Augsburg, Institute for Economics.
- Christopher Heiberger & Torben Klarl & Alfred Maussner, 2012. "System Reduction and the Accuracy of Solutions of DSGE Models: A Note," Discussion Paper Series 320, Universitaet Augsburg, Institute for Economics.
- Christian Pierdzioch, 2012. "Macroeconomic Factors and the German Real Estate Market: A Stock-Market-Based Forecasting Experiment," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 87-96, May.
- Emilie Jašová & Božena Kaderábková, 2012. "Comparing NAIRU and Economic Cycle from the Perspective of Labour Market in the Countries of the Visegrad Group," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-23.
- Lise Pichette, 2012. "Extracting Information from the Business Outlook Survey Using Statistical Approaches," Discussion Papers 12-8, Bank of Canada.
- Coletti, Donald & Lalonde, René & Masson, Paul & Muir, Dirk & Snudden, Stephen, 2021.
"Commodities and monetary policy: Implications for inflation and price level targeting,"
Journal of Policy Modeling, Elsevier, vol. 43(5), pages 982-999.
- Donald Coletti & René Lalonde & Paul Masson & Dirk Muir & Stephen Snudden, 2012. "Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting," Staff Working Papers 12-16, Bank of Canada.
- Lombardi, Marco J. & Godbout, Claudia, 2012.
"Short-term forecasting of the Japanese economy using factor models,"
Working Paper Series
1428, European Central Bank.
- Claudia Godbout & Marco J. Lombardi, 2012. "Short-Term Forecasting of the Japanese Economy Using Factor Models," Staff Working Papers 12-7, Bank of Canada.
- Concha Artola & Enrique Galán, 2012. "Tracking the future on the web: construction of leading indicators using internet searches," Occasional Papers 1203, Banco de España.
- Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A., 2017.
"The dynamics of hours worked and technology,"
Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 67-82.
- Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma, 2012. "The dynamics of hours worked and technology," Working Papers 1238, Banco de España.
- Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti, 2012. "Forecasting economic activity with higher frequency targeted predictors," Temi di discussione (Economic working papers) 847, Bank of Italy, Economic Research and International Relations Area.
- Alessandro Borin & Riccardo Cristadoro & Roberto Golinelli & Giuseppe Parigi, 2012. "Forecasting world output: the rising importance of emerging economies," Temi di discussione (Economic working papers) 853, Bank of Italy, Economic Research and International Relations Area.
- D’Amuri, Francesco & Marcucci, Juri, 2017.
"The predictive power of Google searches in forecasting US unemployment,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 801-816.
- Francesco D'Amuri & Juri Marcucci, 2012. "The predictive power of Google searches in forecasting unemployment," Temi di discussione (Economic working papers) 891, Bank of Italy, Economic Research and International Relations Area.
- Delajara Marcelo, 2012. "Synchronization between the business cycles of Mexico and the United States. New evidence from the analysis of regional coincident indexes," Working Papers 2012-01, Banco de México.
- Christian Bustamante & Luis E. Rojas, 2012.
"Constant-Interest-Rate Projections and Its Indicator Properties,"
Borradores de Economia
9383, Banco de la Republica.
- Christian Bustamante & Luis E. Rojas, 2012. "Constant-Interest-Rate Projections and Its Indicator Properties," Borradores de Economia 696, Banco de la Republica de Colombia.
- Sergio Ocampo Díaz, 2012.
"A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities,"
Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-28, April.
- Sergio Ocampo Díaz, 2012. "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Borradores de Economia 9595, Banco de la Republica.
- Sergio Ocampo Díaz, 2012. "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Borradores de Economia 707, Banco de la Republica de Colombia.
- Juan Pablo Zárate Perdomo & Adolfo León Cobo & José Eduardo Gómez-González, 2012.
"Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetarias,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 258-293, December.
- Juan Pablo Zárate Perdomo & Adolfo León Cobo Serna & José Eduardo Gómez-González, 2012. "Lecciones de las crisis financieras recientes para el diseno e implementación de las políticas monetarias y financieras en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(69), pages 258-293, December.
- Juan Pablo Zárate Perdomo & Adolfo León Cobo & José Eduardo Gómez Gónzalez, 2012. "Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia," Borradores de Economia 9601, Banco de la Republica.
- Juan Pablo Zárate Perdomo & Adolfo Léon Cobo Serna & Jose Eduardo Gómez González, 2012. "Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia," Borradores de Economia 708, Banco de la Republica de Colombia.
- Jair Ojeda-Joya & José E. Gómez-González, 2012.
"The Term-Structure of Sovereign Default Risk in Colombia and its Determinants,"
Borradores de Economia
9603, Banco de la Republica.
- Jair Ojeda-Joya & José E. Gómez-González, 2012. "The Term-Structure of Sovereign Default Risk in Colombia and its Determinants," Borradores de Economia 709, Banco de la Republica de Colombia.
- Carlos Gustavo Cano Sanz & Cesar Vallejo Mejía & Edgar Caicedo García & Juan Sebastian Amador Torres, 2012.
"El mercado mundial del café y su impacto en Colombia,"
Borradores de Economia
9612, Banco de la Republica.
- Carlos Gustavo Cano Sanz & César Vallejo Mejía & Edgar Caicedo García & Juan Sebastian Amador Torres & Evelyn Yohana Tique Calderón, 2012. "El mercado mundial del café y su impacto en Colombia," Borradores de Economia 710, Banco de la Republica de Colombia.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014.
"An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 77-86, July.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 77-86, July.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 9826, Banco de la Republica.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 723, Banco de la Republica de Colombia.
- Juan José Echavarría & Andrés González, 2012.
"Choques internacionales reales y financieros y su impacto sobre la economía colombiana,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 14-66, December.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(69), pages 14-66, December.
- Juan José Echavarría & Andrés gonzález & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 9884, Banco de la Republica.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodíguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 728, Banco de la Republica de Colombia.
- González-Gómez, Andrés & Ocampo, Sergio & Rodríguez, Diego & Rodríguez-Niño, Norberto, 2012.
"Asimetrías del empleo y el producto, una aproximación de equilibrio general,"
Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 11, pages 431-483,
Banco de la Republica de Colombia.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(68), pages 218-272, June.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(68), pages 218-272, June.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2011. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Borradores de Economia 8890, Banco de la Republica.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2011. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Borradores de Economia 663, Banco de la Republica de Colombia.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodríguez, 2012.
"Choques internacionales reales y financieros y su impacto sobre la economía colombiana,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(69), pages 14-66, December.
- Juan José Echavarría & Andrés González, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 14-66, December.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodíguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 728, Banco de la Republica de Colombia.
- Juan José Echavarría & Andrés gonzález & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 9884, Banco de la Republica.
- Simon Dubecq & Christian Gouriéroux, 2012.
"Shock on Variable or Shock on Distribution with Application to Stress-Tests,"
Working Papers
2012-03, Center for Research in Economics and Statistics.
- Dubecq, S. & Gourieroux, C., 2012. "Shock on Variable or Shock on Distribution with Application to Stress-Tests," Working papers 368, Banque de France.
- Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015.
"Macroeconomic forecasting during the Great Recession: The return of non-linearity?,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 664-679.
- Ferrara, L. & Marcellino, M. & Mogliani, M., 2012. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers 383, Banque de France.
- Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015. "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print hal-01635951, HAL.
- Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo, 2013. "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," CEPR Discussion Papers 9313, C.E.P.R. Discussion Papers.
- Marie Bessec & Othman Bouabdallah, 2015.
"Forecasting GDP over the Business Cycle in a Multi-Frequency and Data-Rich Environment,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(3), pages 360-384, June.
- Bessec, M. & Bouabdallah, O., 2012. "Forecasting GDP over the business cycle in a multi-frequency and data-rich environment," Working papers 384, Banque de France.
- Marie Bessec & Othman Bouabdallah, 2015. "Forecasting GDP over the business cycle in a multi-frequency and data-rich environment," Post-Print hal-01275760, HAL.
- Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2014.
"Macro-Prudential Policy and the Conduct of Monetary Policy,"
Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.),Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 9, pages 273-314,
Central Bank of Chile.
- Beau, D. & Clerc, L. & Mojon, B., 2011. "Macro-prudential policy and the conduct of monetary policy," Occasional papers 8, Banque de France.
- Beau, D. & Clerc, L. & Mojon, B., 2012. "Macro-Prudential Policy and the Conduct of Monetary Policy," Working papers 390, Banque de France.
- Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2013. "Macro-Prudential Policy and the Conduct of Monetary Policy," Working Papers Central Bank of Chile 715, Central Bank of Chile.
- Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
- Marie Bessec, 2013.
"Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 500-511, September.
- Bessec, M., 2012. "Short-term forecasts of French GDP: a dynamic factor model with targeted predictors," Working papers 409, Banque de France.
- Marie Bessec, 2013. "Short-term forecasts of French GDP: A dynamic factor model with targeted predictors," Post-Print hal-01515605, HAL.
- Laurent Ferrara, 2012. "Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris," Bulletin de la Banque de France, Banque de France, issue 187, pages 63-69.
- Mathias Drehmann & Mikael Juselius, 2012. "Do debt service costs affect macroeconomic and financial stability?," BIS Quarterly Review, Bank for International Settlements, September.
- Domić Alan, 2012. "An application of New Keynesian models to inflation in Croatia," Business Systems Research, Sciendo, vol. 3(2), pages 6-13, September.
- Michael W. M. Roos & Ulrich Schmidt, 2012.
"The Importance of Time‐Series Extrapolation for Macroeconomic Expectations,"
German Economic Review, Verein für Socialpolitik, vol. 13(2), pages 196-210, May.
- Roos, Michael W.M. & Schmidt, Ulrich, 2011. "The importance of time series extrapolation for macroeconomic expectations," Kiel Working Papers 1723, Kiel Institute for the World Economy (IfW Kiel).
- Sumru Altug & Bilin Neyapti & Mustafa Emin, 2012.
"Institutions and Business Cycles,"
International Finance, Wiley Blackwell, vol. 15(3), pages 347-366, December.
- Sumru Altug & Mustafa Emin & Bilin Neyapti, 2011. "Institutions and Business Cycles," Koç University-TUSIAD Economic Research Forum Working Papers 1109, Koc University-TUSIAD Economic Research Forum.
- Altug, Sumru & Neyapti, Bilin & Emin, Mustafa, 2012. "Institutions and Business Cycles," CEPR Discussion Papers 8728, C.E.P.R. Discussion Papers.
- Hilde C. Bjørnland & Karsten Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2012.
"Does Forecast Combination Improve Norges Bank Inflation Forecasts?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 163-179, April.
- Hilde C. Bjørnland & Karsten Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2009. "Does forecast combination improve Norges Bank inflation forecasts?," Working Paper 2009/01, Norges Bank.
- Hilde C. Bjørnland & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud & Christie Smith, 2010. "Does forecast combination improve Norges Bank inflation forecasts?," Working Papers No 2/2010, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012.
"The Role of Central Bank Transparency for Guiding Private Sector Forecasts,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(3), pages 1018-1052, September.
- Eijffinger, Sylvester & Ehrmann, Michael & Fratzscher, Marcel, 2009. "The role of central bank transparency for guiding private sector forecasts," CEPR Discussion Papers 7585, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Eijffinger, Sylvester & Fratzscher, Marcel, 2010. "The role of central bank transparency for guiding private sector forecasts," Working Paper Series 1146, European Central Bank.
- Audrone Jakaitiene & Stephane Dees, 2012.
"Forecasting the World Economy in the Short Term,"
The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
- Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012.
"Combination schemes for turning point predictions,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
- Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2014.
"Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters,"
International Journal of Forecasting, Elsevier, vol. 30(1), pages 129-143.
- Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2012. "Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters," Bank of England working papers 450, Bank of England.
- Korte, Niko, 2012. "Predictive power of confidence indicators for the Russian economy," BOFIT Discussion Papers 15/2012, Bank of Finland, Institute for Economies in Transition.
- Ponomarenko, Alexey, 2013.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
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- Maritta Paloviita & Matti Viren, 2014.
"Inflation and output growth uncertainty in individual survey expectations,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 69-81, February.
- Paloviita, Maritta & Virén, Matti, 2012. "Inflation and output growth uncertainty in individual survey expectations," Research Discussion Papers 37/2012, Bank of Finland.
- Eyal Argov & Emanuel Barnea & Alon Binyamini & Eliezer Borenstein & David Elkayam & Irit Rozenshtrom, 2012. "MOISE: A DSGE Model for the Israeli Economy," Bank of Israel Working Papers 2012.06, Bank of Israel.
- Eyal Argov & Alon Binyamini & Eliezer Borenstein & Irit Rozenshtrom, 2012. "Ex-Post Evaluation of Monetary Policy," Bank of Israel Working Papers 2012.07, Bank of Israel.
- Keewha Kim, 2012. "Oil Price Shocks and the Macroeconomic Activity: Analyzing Transmission Channels using the New Keynesian Structural Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 18(1), pages 1-29, March.
- M. Falagiarda & M. Marzo, 2012. "A DSGE model with Endogenous Term Structure," Working Papers wp830, Dipartimento Scienze Economiche, Universita' di Bologna.
- Richard W. Evans & Kerk L. Phillips, 2012. "Simulating Utah State Pension Reform," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-01, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Bermingham, Colin & Coates, Dermot & Larkin, John & O'Brien, Derry & O'Reilly, Gerard, 2012.
"Explaining Irish Inflation During the Financial Crisis,"
Research Technical Papers
09/RT/12, Central Bank of Ireland.
- Bermingham, Colin & Coates, Dermot & Larkin, John & O'Brien, Derry & O'Reilly, Gerard, 2012. "Explaining Irish Inflation during the Financial Crisis," Economic Letters 13/EL/12, Central Bank of Ireland.
- Bermingham, Colin & Coates, Dermot & Larkin, John & O'Brien, Derry & O'Reilly, Gerard, 2012.
"Explaining Irish Inflation during the Financial Crisis,"
Economic Letters
13/EL/12, Central Bank of Ireland.
- Bermingham, Colin & Coates, Dermot & Larkin, John & O'Brien, Derry & O'Reilly, Gerard, 2012. "Explaining Irish Inflation During the Financial Crisis," Research Technical Papers 09/RT/12, Central Bank of Ireland.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014.
"Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments,"
Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 195-208, April.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers 821, Kyoto University, Institute of Economic Research.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics 12/12, University of Canterbury, Department of Economics and Finance.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE 2012-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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"Comparing behavioural and rational expectations for the US post-war economy,"
Economic Modelling, Elsevier, vol. 43(C), pages 407-415.
- Minford, Patrick & Liu, Chunping, 2012. "Comparing behavioural and rational expectations for the US post-war economy," CEPR Discussion Papers 9132, C.E.P.R. Discussion Papers.
- Liu, Chunping & Minford, Patrick, 2012. "Comparing behavioural and rational expectations for the US post-war economy," Cardiff Economics Working Papers E2012/21, Cardiff University, Cardiff Business School, Economics Section.
- Chunping Liu Author name: Patrick Minford, 2013. "Comparing Behavioural and Rational Expectations for the US Post-War Economy," NBS Discussion Papers in Economics 2013/02, Economics, Nottingham Business School, Nottingham Trent University.
- 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, vol. 34(2), pages 340-360, May.
- James D. Hamilton & Dong Heon Kim, 2000. "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," NBER Working Papers 7954, National Bureau of Economic Research, Inc.
- Hamilton, James Douglas & Kim, Dong Heon, 2000. "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," University of California at San Diego, Economics Working Paper Series qt69v8p1m9, Department of Economics, UC San Diego.
- Ritschl, Albrecht, 2012.
"Reparations, deficits, and debt default: the Great Depression in Germany,"
Economic History Working Papers
44335, London School of Economics and Political Science, Department of Economic History.
- Albrecht Ritschl, 2012. "Reparations, Deficits, and Debt Default: the Great Depression in Germany," CEP Discussion Papers dp1149, Centre for Economic Performance, LSE.
- Lehmann Robert & Wohlrabe Klaus, 2015.
"Forecasting GDP at the Regional Level with Many Predictors,"
German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
- Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
- Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
- Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
- Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
- Wolfgang Nierhaus, 2013.
"Konjunkturprognosen heute – Möglichkeiten und Probleme,"
ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(01), pages 25-32, January.
- Wolfgang Nierhaus, 2012. "Konjunkturprognosen heute – Möglichkeiten und Probleme," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 19(05), pages 29-37, October.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2016.
"Food Prices and Inflation Targeting in Emerging Economies,"
International Economics, CEPII research center, issue 146, pages 108-140.
- Pourroy, Marc & Carton, Benjamin & Coulibaly, Dramane, 2016. "Food prices and inflation targeting in emerging economies," International Economics, Elsevier, vol. 146(C), pages 108-140.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012. "Food Prices and Inflation Targeting in Emerging Economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00768906, HAL.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012. "Food Prices and Inflation Targeting in Emerging Economies," Working Papers 2012-33, CEPII research center.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2013. "Food Prices and Inflation Targeting in Emerging Economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04141226, HAL.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2013. "Food Prices and Inflation Targeting in Emerging Economies," Working Papers hal-04141226, HAL.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012. "Food Prices and Inflation Targeting in Emerging Economies," Post-Print halshs-00768906, HAL.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2013. "Food Prices and Inflation Targeting in Emerging Economies," EconomiX Working Papers 2013-7, University of Paris Nanterre, EconomiX.
- Benjamin Carton & Dramane Coulibaly & Marc Pourroy, 2016. "Food prices and inflation targeting in emerging economies," Post-Print hal-01386045, HAL.
- Marc Pourroy & Benjamin Carton & Dramane Coulibaly, 2012. "Food Prices and Inflation Targeting in Emerging Economies," Documents de travail du Centre d'Economie de la Sorbonne 12087, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Andrés Salamanca Lugo, 2012. "Sincronización de los Ciclos Económicos: el Caso de Colombia, Ecuador y Venezuela," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, August.
- Christian Bustamante & Luis E. Rojas, 2012.
"Constant-Interest-Rate Projections and Its Indicator Properties,"
Borradores de Economia
696, Banco de la Republica de Colombia.
- Christian Bustamante & Luis E. Rojas, 2012. "Constant-Interest-Rate Projections and Its Indicator Properties," Borradores de Economia 9383, Banco de la Republica.
- Sergio Ocampo Díaz, 2012.
"A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities,"
Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-28, April.
- Sergio Ocampo Díaz, 2012. "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Borradores de Economia 707, Banco de la Republica de Colombia.
- Sergio Ocampo Díaz, 2012. "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Borradores de Economia 9595, Banco de la Republica.
- Juan Pablo Zárate Perdomo & Adolfo León Cobo & José Eduardo Gómez-González, 2012.
"Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetarias,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 258-293, December.
- Juan Pablo Zárate Perdomo & Adolfo León Cobo Serna & José Eduardo Gómez-González, 2012. "Lecciones de las crisis financieras recientes para el diseno e implementación de las políticas monetarias y financieras en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(69), pages 258-293, December.
- Juan Pablo Zárate Perdomo & Adolfo Léon Cobo Serna & Jose Eduardo Gómez González, 2012. "Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia," Borradores de Economia 708, Banco de la Republica de Colombia.
- Juan Pablo Zárate Perdomo & Adolfo León Cobo & José Eduardo Gómez Gónzalez, 2012. "Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia," Borradores de Economia 9601, Banco de la Republica.
- Jair Ojeda-Joya & José E. Gómez-González, 2012.
"The Term-Structure of Sovereign Default Risk in Colombia and its Determinants,"
Borradores de Economia
709, Banco de la Republica de Colombia.
- Jair Ojeda-Joya & José E. Gómez-González, 2012. "The Term-Structure of Sovereign Default Risk in Colombia and its Determinants," Borradores de Economia 9603, Banco de la Republica.
- Carlos Gustavo Cano Sanz & César Vallejo Mejía & Edgar Caicedo García & Juan Sebastian Amador Torres & Evelyn Yohana Tique Calderón, 2012.
"El mercado mundial del café y su impacto en Colombia,"
Borradores de Economia
710, Banco de la Republica de Colombia.
- Carlos Gustavo Cano Sanz & Cesar Vallejo Mejía & Edgar Caicedo García & Juan Sebastian Amador Torres, 2012. "El mercado mundial del café y su impacto en Colombia," Borradores de Economia 9612, Banco de la Republica.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014.
"An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(73), pages 77-86, July.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014. "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 77-86, July.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 723, Banco de la Republica de Colombia.
- Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012. "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia 9826, Banco de la Republica.
- Juan José Echavarría & Andrés González, 2012.
"Choques internacionales reales y financieros y su impacto sobre la economía colombiana,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 14-66, December.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(69), pages 14-66, December.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodíguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 728, Banco de la Republica de Colombia.
- Juan José Echavarría & Andrés gonzález & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 9884, Banco de la Republica.
- González-Gómez, Andrés & Ocampo, Sergio & Rodríguez, Diego & Rodríguez-Niño, Norberto, 2012.
"Asimetrías del empleo y el producto, una aproximación de equilibrio general,"
Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 11, pages 431-483,
Banco de la Republica de Colombia.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(68), pages 218-272, June.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(68), pages 218-272, June.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2011. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Borradores de Economia 663, Banco de la Republica de Colombia.
- Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2011. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Borradores de Economia 8890, Banco de la Republica.
- Juan José Echavarría & Andrés González, 2012.
"Choques internacionales reales y financieros y su impacto sobre la economía colombiana,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 14-66, December.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 30(69), pages 14-66, December.
- Juan José Echavarría & Andrés gonzález & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 9884, Banco de la Republica.
- Juan José Echavarría & Andrés González & Enrique López & Norberto Rodíguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 728, Banco de la Republica de Colombia.
- Lanteri, Luis N., 2012. "Determinantes de los precios reales de las materias primas agrícolas. El papel de los inventarios y de los factores macroeconómicos (1960-2010)," Revista Lecturas de Economía, Universidad de Antioquia, CIE, October.
- Oscar Andrés Espinosa Acuna - Paola Andrea Vaca González, 2012. "Impacto de los precios internacionales del petróleo WTI y los alimentos en la inflación y en el crecimiento sectorial y macroeconómico en Colombia. Un análisis para el siglo XXI," Econógrafos, Escuela de Economía 10034, Universidad Nacional de Colombia, FCE, CID.
- Camilo Fabiam Gómez Segura, Oscar Hernán Cerquera Losada, Cristian Felipe Orjuela Yacue, 2012. "Racionalidad incompleta: una nueva forma de analizar las crisis económicas," Revista CIFE, Universidad Santo Tomás, December.
- Sergio Ocampo Díaz, 2012.
"A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities,"
Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-28, April.
- Sergio Ocampo Díaz, 2012. "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Borradores de Economia 9595, Banco de la Republica.
- Sergio Ocampo Díaz, 2012. "A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities," Borradores de Economia 707, Banco de la Republica de Colombia.
- Jacobo Campo Robledo & Mónica Enciso Pulido & Andrés Acosta Hernández, 2013.
"Sistema de inferencia difuso para la inflación en Colombia,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(71), pages 73-84, June.
- Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo, 2013. "Sistema de inferencia difuso para la inflación en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(71), pages 73-84, June.
- Mónica Enciso Pulido & Andrés Acosta Hernández & Jacobo Campo Robledo, 2012. "Sistema de Inferencia Difuso para la Inflación en Colombia," Documentos de Trabajo 9815, Universidad Católica de Colombia.
- Alessandro Flamini & Guido Ascari & Lorenza Rossi, 2012.
"Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation,"
DEM Working Papers Series
025, University of Pavia, Department of Economics and Management.
- Flamini, Alessandro & Ascari, Guido & Rossi, Lorenza, 2012. "Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation," Dynare Working Papers 24, CEPREMAP.
- Sumru Altug & Bilin Neyapti & Mustafa Emin, 2012.
"Institutions and Business Cycles,"
International Finance, Wiley Blackwell, vol. 15(3), pages 347-366, December.
- Sumru Altug & Mustafa Emin & Bilin Neyapti, 2011. "Institutions and Business Cycles," Koç University-TUSIAD Economic Research Forum Working Papers 1109, Koc University-TUSIAD Economic Research Forum.
- Altug, Sumru & Neyapti, Bilin & Emin, Mustafa, 2012. "Institutions and Business Cycles," CEPR Discussion Papers 8728, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015.
"Prior Selection for Vector Autoregressions,"
The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," Working Papers ECARES ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
- Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011.
"U-MIDAS: MIDAS regressions with unrestricted lag polynomials,"
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- Schumacher, Christian & Marcellino, Massimiliano & Foroni, Claudia, 2012. "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," CEPR Discussion Papers 8828, C.E.P.R. Discussion Papers.
- Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012.
"Baysian Model Averaging, Learning and Model Selection,"
SIRE Discussion Papers
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- Honkapohja, Seppo & Sargent, Thomas & Evans, George W. & Williams, Noah, 2012. "Bayesian Model Averaging, Learning and Model Selection," CEPR Discussion Papers 8917, C.E.P.R. Discussion Papers.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
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- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Liu, Chunping & Minford, Patrick, 2014.
"Comparing behavioural and rational expectations for the US post-war economy,"
Economic Modelling, Elsevier, vol. 43(C), pages 407-415.
- Liu, Chunping & Minford, Patrick, 2012. "Comparing behavioural and rational expectations for the US post-war economy," Cardiff Economics Working Papers E2012/21, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Liu, Chunping, 2012. "Comparing behavioural and rational expectations for the US post-war economy," CEPR Discussion Papers 9132, C.E.P.R. Discussion Papers.
- Chunping Liu Author name: Patrick Minford, 2013. "Comparing Behavioural and Rational Expectations for the US Post-War Economy," NBS Discussion Papers in Economics 2013/02, Economics, Nottingham Business School, Nottingham Trent University.
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- Simon Dubecq & Christian Gouriéroux, 2012. "Shock on Variable or Shock on Distribution with Application to Stress-Tests," Working Papers 2012-03, Center for Research in Economics and Statistics.
- Gorodnichenko, Yuriy & Mikusheva, Anna & Ng, Serena, 2012.
"Estimators For Persistent And Possibly Nonstationary Data With Classical Properties,"
Econometric Theory, Cambridge University Press, vol. 28(5), pages 1003-1036, October.
- Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng, 2011. "Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties," NBER Working Papers 17424, National Bureau of Economic Research, Inc.
- John Geanakoplos & Robert Axtell & J. Doyne Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012.
"Getting at Systemic Risk via an Agent-Based Model of the Housing Market,"
American Economic Review, American Economic Association, vol. 102(3), pages 53-58, May.
- John Geanakoplos & Robert Axtell & Doyne J. Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012. "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," Cowles Foundation Discussion Papers 1852, Cowles Foundation for Research in Economics, Yale University.
- Dorothea Lucke, 2012. "German Industry - a Tower of Strength?," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, vol. 2(1), pages 15-23.
- Dorothea Lucke, 2012. "Deutsche Industrie stemmt sich gegen die Krise im Euroraum," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 79(48), pages 16-24.
- Pierre Lafourcade & Joris de Wind, 2012. "Taking Trends Seriously in DSGE Models: An Application to the Dutch Economy," DNB Working Papers 345, Netherlands Central Bank, Research Department.
- Dmitri Blueschke & Viktoria Blueschke-Nikolaeva & Reinhard Neck & Klaus Weyerstrass, 2012. "Macroeconomic Policies for Slovenia after the “Great Recession”," Eurasian Economic Review, Eurasia Business and Economics Society, vol. 2(2), pages 54-93, Fall.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015.
"Prior Selection for Vector Autoregressions,"
The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," Working Papers ECARES ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013.
"Now-Casting and the Real-Time Data Flow,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237,
Elsevier.
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Martha Banbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012. "Now-Casting and the Real-Time Data Flow," Working Papers ECARES ECARES 2012-026, ULB -- Universite Libre de Bruxelles.
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"Endogenous Persistence in an estimated DSGE Model Under Imperfect Information,"
Economic Journal, Royal Economic Society, vol. 122(565), pages 1287-1312, December.
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- Muhammed Monjurul Quadir, 2012. "The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 2(4), pages 480-487.
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"Bayesian Model Averaging, Learning and Model Selection,"
CEPR Discussion Papers
8917, C.E.P.R. Discussion Papers.
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"A New Model of Trend Inflation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
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- Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"Large time-varying parameter VARs,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
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"The dynamics of UK and US inflation expectations,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3120-3133.
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- Deborah Gefang & Gary Koop & Simon Potter, 2011. "The Dynamics of UK and US Inflation Expectations," Working Papers 1120, University of Strathclyde Business School, Department of Economics.
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- Deborah Gefang & Gary Koop & Simon M. Potter, 2009. "The Dynamics of UK and US Inflation Expectations," Working Paper series 14_09, Rimini Centre for Economic Analysis.
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"The dynamics of UK and US inflation expectations,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3120-3133.
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- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011. "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers 2011-47, Scottish Institute for Research in Economics (SIRE).
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "The Dynamics of UK and US Inflation Expectations," Working Papers 1120, University of Strathclyde Business School, Department of Economics.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012. "The Dynamics of UK and US Inflation Expectation," SIRE Discussion Papers 2012-46, Scottish Institute for Research in Economics (SIRE).
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"Getting normalization right: Dealing with ‘dimensional constants’ in macroeconomics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1931-1949.
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"Individual expectations, limited rationality and aggregate outcomes,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
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- Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012. "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers 12-016/1, Tinbergen Institute.
- Kollmann, Robert & Zeugner, Stefan, 2012.
"Leverage as a predictor for real activity and volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1267-1283.
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"The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel,"
Economic Modelling, Elsevier, vol. 29(2), pages 408-420.
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"How do central banks react to wealth composition and asset prices?,"
Economic Modelling, Elsevier, vol. 29(3), pages 641-653.
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- Vitor Castro & Ricardo M. Sousa, 2010. "How Do Central Banks React to Wealth Composition and Asset Prices?," GEMF Working Papers 2010-19, GEMF, Faculty of Economics, University of Coimbra.
- Ibarra, Raul, 2012. "Do disaggregated CPI data improve the accuracy of inflation forecasts?," Economic Modelling, Elsevier, vol. 29(4), pages 1305-1313.
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- Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, vol. 29(6), pages 2174-2182.
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"Financial market frictions in a model of the Euro area,"
Economic Modelling, Elsevier, vol. 29(6), pages 2460-2485.
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- Mandler, Martin, 2012. "Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 228-245.
- Krüger, Jens J. & Hoss, Julian, 2012. "German business cycle forecasts, asymmetric loss and financial variables," Economics Letters, Elsevier, vol. 114(3), pages 284-287.
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"Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation,"
International Journal of Forecasting, Elsevier, vol. 28(2), pages 309-314.
- Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid, 2008. "Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation," Working Papers 2008-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2011.
- Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012.
"Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range,"
International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
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"What does futures market interest tell us about the macroeconomy and asset prices?,"
Journal of Financial Economics, Elsevier, vol. 105(3), pages 473-490.
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"How does fiscal policy react to wealth composition and asset prices?,"
Journal of Macroeconomics, Elsevier, vol. 34(3), pages 874-890.
- Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2011. "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," NIPE Working Papers 24/2011, NIPE - Universidade do Minho.
- Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2011. "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," GEMF Working Papers 2011-18, GEMF, Faculty of Economics, University of Coimbra.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012.
"Combination schemes for turning point predictions,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
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- Nason, James M. & Tallman, Ellis W., 2015.
"Business Cycles And Financial Crises: The Roles Of Credit Supply And Demand Shocks,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 836-882, June.
- James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers (Old Series) 1221, Federal Reserve Bank of Cleveland.
- James M. Nason & Ellis W. Tallman, 2012. "Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks," CAMA Working Papers 2012-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers 12-24, Federal Reserve Bank of Philadelphia.
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"Emissions intensity targeting: From China's 12th Five Year Plan to its Copenhagen commitment,"
Energy Policy, Elsevier, vol. 61(C), pages 1164-1177.
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- Zedginidze Zviad, 2012. "Linking Macroeconomic Dynamics to Georgian Credit Portfolio Risk," EERC Working Paper Series 12/07e, EERC Research Network, Russia and CIS.
- Banu TANRIOVER & Nebiye YAMAK, 2012. "Parasal Soklarin Asimetrik Etkileri: Teori ve Turkiye Uygulamasi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 12(3), pages 339-350.
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"Are GDP Revisions Predictable? Evidence for Switzerland,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 58(4), pages 299-326.
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"Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm,"
Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 253-288,
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- Fabio Milani & Ashish Rajbhandari, 2012. "Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm," Working Papers 111212, University of California-Irvine, Department of Economics.
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"Monetary policy in an uncertain world: probability models and the design of robust monetary rules,"
Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
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- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," School of Economics Discussion Papers 0210, School of Economics, University of Surrey.
- Paul Levine, 2012.
"Monetary policy in an uncertain world: probability models and the design of robust monetary rules,"
Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World : Probability Models and the Design of Robust Monetary Rules," Macroeconomics Working Papers 21853, East Asian Bureau of Economic Research.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," Working Papers id:2761, eSocialSciences.
- Levine, Paul, 2010. "Monetary policy in an uncertain world: Probability models and the design of robust monetary rules," Working Papers 10/72, National Institute of Public Finance and Policy.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," School of Economics Discussion Papers 0210, School of Economics, University of Surrey.
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"Degree of openness and inflation targeting policy: model of a small open economy,"
Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(3), pages 232-246, July.
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- Fernando de Llano Paz & Anxo Calvo Silvosa & MartÃn Portos GarcÃa, 2012. "The Problem of Determining the Energy Mix: from the Portfolio Theory to the Reality of Energy Planning in the Spanish Case," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 3-30.
- Jan Veld & Martin Larch & Marieke Vandeweyer, 2013.
"Automatic Fiscal Stabilisers: What They Are and What They Do,"
Open Economies Review, Springer, vol. 24(1), pages 147-163, February.
- Jan in 't Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," European Economy - Economic Papers 2008 - 2015 452, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jan in't Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," Working Papers of VIVES - Research Centre for Regional Economics 29, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
- Jan in’t Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," Working Papers of VIVES - Research Centre for Regional Economics 546211, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
- Jan Veld & Martin Larch & Marieke Vandeweyer, 2013.
"Automatic Fiscal Stabilisers: What They Are and What They Do,"
Open Economies Review, Springer, vol. 24(1), pages 147-163, February.
- Jan in't Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," Working Papers of VIVES - Research Centre for Regional Economics 29, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
- Jan in’t Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," Working Papers of VIVES - Research Centre for Regional Economics 546211, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
- Jan in 't Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," European Economy - Economic Papers 2008 - 2015 452, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Christian Buelens, 2012. "Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods," European Economy - Economic Papers 2008 - 2015 451, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jan Veld & Martin Larch & Marieke Vandeweyer, 2013.
"Automatic Fiscal Stabilisers: What They Are and What They Do,"
Open Economies Review, Springer, vol. 24(1), pages 147-163, February.
- Jan in't Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," Working Papers of VIVES - Research Centre for Regional Economics 29, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
- Jan in 't Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," European Economy - Economic Papers 2008 - 2015 452, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jan in’t Veld & Martin Larch & Marieke Vandeweyer, 2012. "Automatic Fiscal Stabilisers: What they are and what they do," Working Papers of VIVES - Research Centre for Regional Economics 546211, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
- João Medeiros, 2012. "Stochastic debt simulation using VAR models and a panel fiscal reaction function – results for a selected number of countries," European Economy - Economic Papers 2008 - 2015 459, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jan in 't Veld & Andrea Pagano & Marco Ratto & Werner Roeger & Istvan P. Szekely, 2012. "Sovereign debt sustainability scenarios based on an estimated model for Spain," European Economy - Economic Papers 2008 - 2015 466, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Lukas Vogel & Werner Roeger & Bernhard Herz, 2013.
"The Performance of Simple Fiscal Policy Rules in Monetary Union,"
Open Economies Review, Springer, vol. 24(1), pages 165-196, February.
- Lukas Vogel & Werner Roeger & Bernhard Herz, 2012. "The performance of simple fiscal policy rules in monetary union," European Economy - Economic Papers 2008 - 2015 470, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Laura Gonzalez Cabanillas & Alessio Terzi, 2012. "The accuracy of the European Commission's forecasts re-examined," European Economy - Economic Papers 2008 - 2015 476, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Claudia FORONI & Massimiliano MARCELLINO, 2012. "A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables," Economics Working Papers ECO2012/07, European University Institute.
- Fondeur, Y. & Karamé, F., 2013.
"Can Google data help predict French youth unemployment?,"
Economic Modelling, Elsevier, vol. 30(C), pages 117-125.
- Frédéric Karamé & Yannick Fondeur, 2012. "Can Google Data Help Predict French Youth Unemployment?," Documents de recherche 12-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
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- Joao Madeira, 2012. "Evaluating the Role of Firm-Specific Capital in New Keynesian models," Discussion Papers 1204, University of Exeter, Department of Economics.
- Jan Filáček & Branislav Saxa, 2012. "Central Bank Forecasts as a Coordination Device: Evidence from the Czech Republic," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 6(3), pages 244-264, October.
- Roman Horvath, 2012. "Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 398-412, November.
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"Monetary Policy Implications of Financial Frictions in the Czech Republic,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 413-429, November.
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- Joël CARIOLLE, 2012. "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers I14, FERDI.
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"Trimmed-mean inflation statistics: just hit the one in the middle,"
Working Papers (Old Series)
1217, Federal Reserve Bank of Cleveland.
- Brent Meyer & Guhan Venkatu, 2014. "Trimmed-Mean Inflation Statistics: Just Hit the One in the Middle," FRB Atlanta Working Paper 2014-3, Federal Reserve Bank of Atlanta.
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"Business Cycles And Financial Crises: The Roles Of Credit Supply And Demand Shocks,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 836-882, June.
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"The Phillips curve and US monetary policy: what the FOMC transcripts tell us,"
Oxford Economic Papers, Oxford University Press, vol. 64(2), pages 197-216, April.
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"What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 759-784, October.
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"Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation,"
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"Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 44(C), pages 59-67.
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"Point forecasts based on the limits of the forecast intervals to improve the SPF predictions,"
Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 8(2), pages 1-11, December.
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"Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks,"
The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 609-681.
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- Adnan Haider & Musleh-ud Din & Ejaz Ghani, 2013. "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," SBP Working Paper Series 65, State Bank of Pakistan, Research Department.
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"Does the Iranian oil supply matter for the oil prices?,"
MAGKS Papers on Economics
201232, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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"Evaluating Point and Density Forecasts of DSGE Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
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- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
- Albers, Scott & Albers, Andrew L., 2012. "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev wave," MPRA Paper 37771, University Library of Munich, Germany.
- Koop, Gary & Korobilis, Dimitris, 2013.
"Large time-varying parameter VARs,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
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"Inferring monetary policy objectives with a partially observed state,"
Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 190-208.
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- Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013.
"A New Model of Trend Inflation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
- Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A new model of trend inflation," MPRA Paper 39496, University Library of Munich, Germany.
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A New Model Of Trend Inflation," SIRE Discussion Papers 2012-12, Scottish Institute for Research in Economics (SIRE).
- Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"Vliv makroekonomických šoků na dynamiku vládního dluhu: jak robustní je fiskální pozice České republiky? [The Impact of Macroeconomic Shocks on the Government Debt Dynamics: How Robust is the Fisca,"
Politická ekonomie, Prague University of Economics and Business, vol. 2012(6), pages 723-742.
- Melecky, Ales & Melecky, Martin, 2012. "Vliv makroekonomických šoků na dynamiku vládního dluhu: jak robustní je fiskální pozice České republiky? [The Impact of Macroeconomic Shocks on the Government Debt Dynamics: How Robust is the Fisca," MPRA Paper 39761, University Library of Munich, Germany.
- Wong, Shirly Siew-Ling & Puah, Chin-Hong & Abu Mansor, Shazali & Liew, Venus Khim-Sen, 2012. "Early warning indicator of economic vulnerability," MPRA Paper 39944, University Library of Munich, Germany.
- Sokolov, Yuri, 2012. "Modeling risk in a dynamically changing world: from association to causation," MPRA Paper 40096, University Library of Munich, Germany.
- Barnett, William A. & Eryilmaz, Unal, 2016.
"An Analytical And Numerical Search For Bifurcations In Open Economy New Keynesian Models,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(2), pages 482-503, March.
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- Barnett, William & Eryilmaz, Unal, 2012. "An analytical and numerical search for bifurcations in open economy New Keynesian models," MPRA Paper 40426, University Library of Munich, Germany.
- Barnett, William A. & Eryilmaz, Unal, 2013.
"Hopf bifurcation in the Clarida, Gali, and Gertler model,"
Economic Modelling, Elsevier, vol. 31(C), pages 401-404.
- William Barnett & Unal Eryilmaz, 2012. "Hopf Bifurcation in the Clarida, Gali, and Gertler Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201211, University of Kansas, Department of Economics, revised Sep 2012.
- Barnett, William A. & Eryilmaz, Unal, 2012. "Hopf bifurcation in the Clarida, Gali, and Gertler model," MPRA Paper 40668, University Library of Munich, Germany.
- Artiach, Miguel, 2012. "Leverage, skewness and amplitude asymmetric cycles," MPRA Paper 41267, University Library of Munich, Germany.
- Cavallari, Lilia, 2012. "Markups and Entry in a DSGE Model," MPRA Paper 41816, University Library of Munich, Germany.
- Adnan Haider & Musleh ud Din & Ejaz Ghani, 2012.
"Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks,"
The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 609-681.
- Haider, Adnan & Din, Musleh-ud & Ghani, Ejaz, 2012. "Monetary policy, informality and business cycle fluctuations in a developing economy vulnerable to external shocks," MPRA Paper 42484, University Library of Munich, Germany.
- Adnan Haider & Musleh-ud Din & Ejaz Ghani, 2013. "Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks," SBP Working Paper Series 65, State Bank of Pakistan, Research Department.
- Vipin Arora and Jozef Lieskovsky, 2014.
"Natural Gas and U.S. Economic Activity,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
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- Dybczak, Kamil & Melecky, Martin, 2014.
"EU fiscal stance vulnerability: Are the old members the gold members?,"
Economic Modelling, Elsevier, vol. 38(C), pages 87-101.
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- Kitov, Ivan & Kitov, Oleg, 2012. "Sustainable trends and periodicity in consumer price indices indicate that the era of low energy prices is approaching," MPRA Paper 43392, University Library of Munich, Germany.
- Costa Junior, Celso Jose & Sampaio, Armando Vaz & Gonçalves, Flávio de Oliveria, 2012. "Income Transfer as Model of Economic Growth," MPRA Paper 45494, University Library of Munich, Germany.
- Skribans, Valerijs, 2012. "European Union Economy System Dynamic Model Development," MPRA Paper 49170, University Library of Munich, Germany.
- Khundrakpam, Jeevan Kumar & George, Asish Thomas, 2012. "An Empirical Analysis of the Relationship between WPI and PMI-Manufacturing Price Indices in India," MPRA Paper 50929, University Library of Munich, Germany.
- Bataa, Erdenebat, 2012. "The Composite Leading Indicator of Mongolia," MPRA Paper 72415, University Library of Munich, Germany.
- Aleš Melecký & Martin Melecký, 2012.
"Vliv makroekonomických šoků na dynamiku vládního dluhu: jak robustní je fiskální pozice České republiky? [The Impact of Macroeconomic Shocks on the Government Debt Dynamics: How Robust is the Fisca,"
Politická ekonomie, Prague University of Economics and Business, vol. 2012(6), pages 723-742.
- Melecky, Ales & Melecky, Martin, 2012. "Vliv makroekonomických šoků na dynamiku vládního dluhu: jak robustní je fiskální pozice České republiky? [The Impact of Macroeconomic Shocks on the Government Debt Dynamics: How Robust is the Fisca," MPRA Paper 39761, University Library of Munich, Germany.
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"Using VARs and TVP-VARs with Many Macroeconomic Variables,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(3), pages 143-167, September.
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- Gary, Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," SIRE Discussion Papers 2013-35, Scottish Institute for Research in Economics (SIRE).
- Alejandro Rodriguez Arana, 2012. "La curva de Phillips en Mexico: ¿Existe una relacion de largo plazo entre la inflacion y la brecha del producto?," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 9(1), pages 57-81, Enero-Jun.
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"Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3719-3765.
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"Large time-varying parameter VARs,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
- Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers 2012-14, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2012. "Large Time-Varying Parameter VARs," Working Paper series 11_12, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
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"Evaluating Individual and Mean Non-Replicable Forecasts,"
Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-43, September.
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- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," KIER Working Papers 773, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
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"Bottom-up or direct? Forecasting German GDP in a data-rich environment,"
Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
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- Drechsel, Katja & Scheufele, Rolf, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7/2013, Halle Institute for Economic Research (IWH).
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"Nowcasting norwegian GDP: the role of asset prices in a small open economy,"
Empirical Economics, Springer, vol. 42(1), pages 95-119, February.
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"On the uncertainty and risks of macroeconomic forecasts: combining judgements with sample and model information,"
Empirical Economics, Springer, vol. 42(3), pages 639-665, June.
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- Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013.
"A New Model of Trend Inflation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
- Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A New Model Of Trend Inflation," SIRE Discussion Papers 2012-12, Scottish Institute for Research in Economics (SIRE).
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"Neural network models for inflation forecasting: an appraisal,"
Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
- M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
- Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
- M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
- M. Ali Choudhary & Adnan Haider, 2012.
"Neural network models for inflation forecasting: an appraisal,"
Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
- M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
- Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
- M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012.
"Leverage causes fat tails and clustered volatility,"
Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 695-707, February.
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- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2011.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.
- Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013.
"Short-term inflation forecasting models for Turkey and a forecast combination analysis,"
Economic Modelling, Elsevier, vol. 33(C), pages 312-325.
- Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012. "Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis," Working Papers 1209, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- S. Boragan Aruoba & Cagri Sarikaya, 2012. "Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi," Working Papers 1219, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Huseyin Cagri Akkoyun & Mahmut Gunay, 2012. "Nowcasting Turkish GDP Growth," Working Papers 1233, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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"Individual expectations, limited rationality and aggregate outcomes,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
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- Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012. "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers 12-016/1, Tinbergen Institute.
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"Time-varying combinations of predictive densities using nonlinear filtering,"
Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.
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- Maritta Paloviita and Matti Viren, 2012. "Analyzing the relationships between survey forecasts for different variables and countries," Discussion Papers 76, Aboa Centre for Economics.
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"Are individual survey expectations internally consistent?,"
Discussion Papers
77, Aboa Centre for Economics.
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"A new structural break model, with an application to Canadian inflation forecasting,"
International Journal of Forecasting, Elsevier, vol. 30(1), pages 144-160.
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- John M Maheu & Yong Song, 2012. "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers tecipa-448, University of Toronto, Department of Economics.
- Maheu, John & Song, Yong, 2012. "A new structural break model with application to Canadian inflation forecasting," MPRA Paper 36870, University Library of Munich, Germany.
- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012.
"Disagreement Among Forecasters in G7 Countries,"
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"A Century of Inflation Forecasts,"
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"Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments,"
Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 195-208, April.
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"Was the Recent Downturn in US GDP Predictable?,"
Working Papers
1210, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working papers 2012-38, University of Connecticut, Department of Economics, revised Dec 2013.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers 201230, University of Pretoria, Department of Economics.
- Cantore, C. & Ferroni, F. & Le n-Ledesma, M A., 2011.
"Interpreting the Hours-Technology time-varying relationship,"
Working papers
351, Banque de France.
- Cristiano Cantore & Filippo Ferroni & Miguel A León-Ledesma, 2012. "Interpreting the Hours-Technology time-varying relationship," Studies in Economics 1201, School of Economics, University of Kent.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012.
"Combination schemes for turning point predictions,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010.
"Combining predictive densities using Bayesian filtering with applications to US economics data,"
Working Paper
2010/29, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers 2012_16, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-003/4, Tinbergen Institute.
- Jan-Christoph Rülke & Maria Silgoner & Julia Wörz, 2012. "Herding Behavior of Business Cycle Forecasters in Times of Economic Crises," WHU Working Paper Series - Economics Group 12-03, WHU - Otto Beisheim School of Management.
- Gary Koop & Dimitris Korobilis, 2012.
"Forecasting Inflation Using Dynamic Model Averaging,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
- Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
- Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, 2012.
"Exploring Survey‐Based Inflation Forecasts,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(6), pages 524-539, September.
- Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011. "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers 05/11, School of Economics and Business Administration, University of Navarra.
- Antonello D’agostino & Kieran Mcquinn & Karl Whelan, 2012.
"Are Some Forecasters Really Better Than Others?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
- Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011. "Are some forecasters really better than others?," MPRA Paper 32938, University Library of Munich, Germany.
- Antonello D’Agostino & Kieran McQuinn & Karl Whelan, 2010. "Are Some Forecasters Really Better Than Others?," Working Papers 201012, School of Economics, University College Dublin.
- David M. Kemme & Saktinil Roy, 2012. "Did the Recent Housing Boom Signal the Global Financial Crisis?," Southern Economic Journal, John Wiley & Sons, vol. 78(3), pages 999-1018, January.
- Michał Bernardelli & Monika Dędys, 2012. "Ukryte modele Markowa w analizie wyników testu koniunktury gospodarczej [Hidden Markov Models in Analysis of Results of Business Tendency Surveys]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), vol. 90(3), pages 159-181.
- Bartosz Olesiński, 2012. "Propozycja prostego, wyprzedzającego wskaźnika koniunktury w przemyśle [Proposition of a Simple Leading Industrial Confidence Indicator]," Prace i Materiały, Instytut Rozwoju Gospodarczego (SGH), vol. 90(3), pages 215-227.
- Dirk J Bezemer, 2012. "The Economy As A Complex System: The Balance Sheet Dimension," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(su), pages 1-22.
- Dirk J Bezemer, 2012. "The Economy As A Complex System: The Balance Sheet Dimension," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(supp0), pages 1-22.
- N. Kundan Kishor, 2012.
"Modeling Inflation In India: The Role Of Money,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(04), pages 1-19.
- Kishor, N. Kundan, 2009. "Modeling Inflation in India: The Role of Money," MPRA Paper 16098, University Library of Munich, Germany.
- Korte, Niko, 2012. "Predictive power of confidence indicators for the Russian economy," BOFIT Discussion Papers 15/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ponomarenko, Alexey, 2013.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
- Ponomarenko, Alexey, 2012. "Early warning indicators of asset price boom/bust cycles in emerging markets," BOFIT Discussion Papers 22/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Paloviita, Maritta & Virén, Matti, 2012. "Inflation and output growth uncertainty in individual survey expectations," Bank of Finland Research Discussion Papers 37/2012, Bank of Finland.
- Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2015.
"Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model,"
The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 126-154.
- Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2012. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," Economics Working Papers 2012-08, Christian-Albrechts-University of Kiel, Department of Economics.
- Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok, 2013. "Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79694, Verein für Socialpolitik / German Economic Association.
- Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg, 2012. "House price forecasts in times of crisis: Do forecasters herd?," Discussion Papers 318, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann, 2012.
"Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?,"
The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 754-773, October.
- Pierdzioch, Christian & Rülke, Jan Christoph & Stadtmann, Georg, 2012. "Housing starts in Canada, Japan, and the United States: Do forecasters herd?," Discussion Papers 320, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Croonenbroeck, Carsten & Stadtmann, Georg, 2012. "Evaluating Phillips curve based inflation forecasts in Europe: A note," Discussion Papers 329, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Hans-Eggert Reimers, 2012.
"Early Warning Indicator Model of Financial Developments Using an Ordered Logit,"
Business and Economic Research, Macrothink Institute, vol. 2(2), pages 171-191, December.
- Reimers, Hans-Eggert, 2012. "Early warning indicator model of financial developments using an ordered logit," Wismar Discussion Papers 06/2012, Hochschule Wismar, Wismar Business School.
- Dreger, Christian & Kholodilin, Konstantin A., 2013.
"An early warning system to predict speculative house price bubbles,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-26.
- Dreger, Christian & Kholodilin, Konstantin A., 2012. "An early warning system to predict the speculative house price bubbles," Economics Discussion Papers 2012-44, Kiel Institute for the World Economy (IfW Kiel).
- Qin, Duo & He, Xinhua, 2013.
"Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-32.
- Qin, Duo & He, Xinhua, 2011. "Globalisation effect on inflation in the great moderation era: new evidence from G10 countries," MPRA Paper 32994, University Library of Munich, Germany.
- Qin, Duo & He, Xinhua, 2012. "Globalisation effect on inflation in the great moderation era: New evidence from G10 countries," Economics Discussion Papers 2012-56, Kiel Institute for the World Economy (IfW Kiel).
- Maik H. Wolters, 2015.
"Evaluating Point and Density Forecasts of DSGE Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 74-96, January.
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," MPRA Paper 36147, University Library of Munich, Germany.
- Wolters, Maik Hendrik, 2012. "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series 59, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik H., 2013. "Evaluating point and density forecasts of DSGE models," Economics Working Papers 2013-03, Christian-Albrechts-University of Kiel, Department of Economics.
- Wieland, Volker & Wolters, Maik, 2013.
"Forecasting and Policy Making,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 239-325,
Elsevier.
- Wieland, Volker & Wolters, Maik Hendrik, 2012. "Forecasting and policy making," IMFS Working Paper Series 62, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Makram El-Shagi & Gregor von Schweinitz, 2016.
"Qual VAR revisited: Good forecast, bad story,"
Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 293-322, November.
- Makram El-Shagi & Gregor Von Schweinitz, 2016. "Qual Var Revisited: Good Forecast, Bad Story," Journal of Applied Economics, Taylor & Francis Journals, vol. 19(2), pages 293-321, November.
- El-Shagi, Makram & von Schweinitz, Gregor, 2012. "Qual VAR Revisited: Good Forecast, Bad Story," IWH Discussion Papers 12/2012, Halle Institute for Economic Research (IWH).
- El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2012.
"Does Central Bank Staff Beat Private Forecasters?,"
IWH Discussion Papers
5/2012, Halle Institute for Economic Research (IWH).
- Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2013. "Does Central Bank Staff Beat Private Forecasters?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79925, Verein für Socialpolitik / German Economic Association.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Drygalla, Andrej & El-Shagi, Makram & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Schultz, Birgit & Zeddies, , 2012. "Konjunktur aktuell: Deutsche Wirtschaft überwindet die kurze Schwächephase," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 18(3), pages 80-113.
- Brautzsch, Hans-Ulrich & Drechsel, Katja & Giesen, Sebastian & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Schultz, Birgit & Zeddies, Götz & Dovern, Jon, 2012. "Konjunktur aktuell: Eurokrise nimmt deutscher Konjunktur den Wind aus den Segeln," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 18(8-9), pages 228-258.
- Holtemöller, Oliver & Drechsel, Katja & Loose, Brigitte, 2012. "Mittelfristige Projektion der wirtschaftlichen Entwicklung," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 18(8-9), pages 259-262.
2011
- Piotr Białowolski, 2011. "Forecasting inflation with consumer survey data – application of multi-group confirmatory factor analysis to elimination of the general sentiment factor," NBP Working Papers 100, Narodowy Bank Polski.
- Hong, Harrison & Yogo, Motohiro, 2012.
"What does futures market interest tell us about the macroeconomy and asset prices?,"
Journal of Financial Economics, Elsevier, vol. 105(3), pages 473-490.
- Harrison Hong & Motohiro Yogo, 2011. "What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?," NBER Working Papers 16712, National Bureau of Economic Research, Inc.
- William Poole & Robert H. Rasche & David C. Wheelock, 2013.
"The Great Inflation: Did The Shadow Know Better?,"
NBER Chapters, in: The Great Inflation: The Rebirth of Modern Central Banking, pages 61-107,
National Bureau of Economic Research, Inc.
- William Poole & Robert H. Rasche & David C. Wheelock, 2008. "The great inflation: did the shadow know better?," Working Papers 2008-032, Federal Reserve Bank of St. Louis.
- William Poole & Robert H. Rasche & David C. Wheelock, 2011. "The Great Inflation: Did the Shadow Know Better?," NBER Working Papers 16910, National Bureau of Economic Research, Inc.
- Gorodnichenko, Yuriy & Mikusheva, Anna & Ng, Serena, 2012.
"Estimators For Persistent And Possibly Nonstationary Data With Classical Properties,"
Econometric Theory, Cambridge University Press, vol. 28(5), pages 1003-1036, October.
- Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng, 2011. "Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties," NBER Working Papers 17424, National Bureau of Economic Research, Inc.
- Karev, M., 2011. "Revealed Preferences of the Bank of Russia. Simulation Approach," Journal of the New Economic Association, New Economic Association, issue 9, pages 72-97.
- Mallick, Sushanta K. & Sousa, Ricardo M., 2013.
"The real effects of financial stress in the Eurozone,"
International Review of Financial Analysis, Elsevier, vol. 30(C), pages 1-17.
- Sushanta K. Mallick & Ricardo M. Sousa, 2011. "The real effects of financial stress in the Euro zone," NIPE Working Papers 12/2011, NIPE - Universidade do Minho.
- Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa, 2011. "Monetary Policy Rules in the BRICS: How Important is Nonlinearity?," NIPE Working Papers 18/2011, NIPE - Universidade do Minho.
- Jawadi Fredj & Mallick Sushanta K. & Sousa Ricardo M., 2014.
"Fiscal policy in the BRICs,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(2), pages 201-215, April.
- Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa, 2011. "Fiscal Policy in the BRICs," NIPE Working Papers 19/2011, NIPE - Universidade do Minho.
- Urban Sila & Ricardo M. Sousa, 2011. "Do Windfall Gains Affect Labour Supply? Evidence from the European Household Panel," NIPE Working Papers 20/2011, NIPE - Universidade do Minho.
- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2012.
"How does fiscal policy react to wealth composition and asset prices?,"
Journal of Macroeconomics, Elsevier, vol. 34(3), pages 874-890.
- Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2011. "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," GEMF Working Papers 2011-18, GEMF, Faculty of Economics, University of Coimbra.
- Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2011. "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," NIPE Working Papers 24/2011, NIPE - Universidade do Minho.
- Vasco Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010.
"An Estimated DSGE Model of the Indian Economy,"
School of Economics Discussion Papers
1210, School of Economics, University of Surrey.
- Gabriel, Vasco & Levine, Paul & Pearlman, Joseph & Yang, Bo, 2011. "An Estimated DSGE Model of the Indian Economy," Working Papers 11/95, National Institute of Public Finance and Policy.
- Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010. "An Estimated DSGE Model of the Indian Economy," NIPE Working Papers 29/2010, NIPE - Universidade do Minho.
- Levine, Paul & Pearlman, Joseph, 2011. "Monetary and Fiscal Policy in a DSGE Model of India," Working Papers 11/96, National Institute of Public Finance and Policy.
- Sarah Drought & Chris McDonald, 2011. "Forecasting house price inflation: a model combination approach," Reserve Bank of New Zealand Discussion Paper Series DP2011/07, Reserve Bank of New Zealand.
- Stéphanie Guichard & Elena Rusticelli, 2011. "A Dynamic Factor Model for World Trade Growth," OECD Economics Department Working Papers 874, OECD Publishing.
- Cristina Conflitti, 2012. "Measuring Uncertainty and Disagreement in the European Survey of Professional Forecasters," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2011(2), pages 69-103.
- David R. F. Love, 2011.
"Aggregate Comovements, Anticipation, and Business Cycles,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2011(1), pages 93-110.
- David R.F. Love, 2007. "Aggregate Comovements, Anticipation, and Business Cycles," Working Papers 0704, Brock University, Department of Economics, revised Jun 2007.
- David R.F. Love, 2009. "Aggregate Comovements, Anticipation, and Business Cycles," Working Papers 0908, Brock University, Department of Economics.
- Benjamin Neudorfer & Michael Sigmund & Alexander Trachta, 2011. "Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 59-71.
- Stefan Kerbl & Michael Sigmund, 2011. "What Drives Aggregate Credit Risk?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 72-87.
- Stefan Kerbl, 2010.
"Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?,"
Papers
1011.6284, arXiv.org, revised Nov 2010.
- Stefan Kerbl, 2011. "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Working Papers 174, Oesterreichische Nationalbank (Austrian Central Bank).
- Willie Lahari, 2011. "Assessing Business Cycle Synchronisation - Prospects for a Pacific Islands Currency Union," Working Papers 1110, University of Otago, Department of Economics, revised Oct 2011.
- Mark Setterfield & Andrew Budd, 2011.
"A Keynes-Kalecki Model of Cyclical Growth with Agent-Based Features,"
Palgrave Macmillan Books, in: Philip Arestis (ed.), Microeconomics, Macroeconomics and Economic Policy, chapter 13, pages 228-250,
Palgrave Macmillan.
- Mark Setterfield & Andrew Budd, 2010. "A Keynes-Kalecki Model of Cyclical Growth with Agent-Based Features," Working Papers 1008, Trinity College, Department of Economics.
- Alice Albonico & Sarantis Kalyvitis & Evi Pappa, 2011. "Real Business Cycles with Capital Maintenance," Quaderni di Dipartimento 147, University of Pavia, Department of Economics and Quantitative Methods.
- Erick Lahura & Marco Vega, 2011. "Evaluation of Wavelet-based Core Inflation Measures: Evidence from Peru," Documentos de Trabajo / Working Papers 2011-320, Departamento de Economía - Pontificia Universidad Católica del Perú.
- András Balatoni & Tamás Mellár, 2011. "Rövid távú elÅ‘rejelzÅ‘ modell Magyarországra," UPFBE Working Paper Series 2011/3, Faculty of Business and Economics, University Pécs.
- Charles Wyplosz, 2011. "Debt Sustainability Assessment: Mission Impossible," Review of Economics and Institutions, Università di Perugia, vol. 2(3).
- Bessonovs, Andrejs, 2011. "GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy," MPRA Paper 30211, University Library of Munich, Germany.
- Lanne, Markku & Nyberg, Henri & Saarinen, Erkka, 2011. "Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison," MPRA Paper 30254, University Library of Munich, Germany.
- Korobilis, Dimitris, 2013.
"Hierarchical shrinkage priors for dynamic regressions with many predictors,"
International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
- Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
- Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
- KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2014.
"Where Is An Oil Shock?,"
Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 169-185, March.
- Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2011. "Where is an oil shock?," Working Papers 2011-016, Federal Reserve Bank of St. Louis.
- Engemann, Kristie & Owyang, Michael T. & Wall, Howard J., 2011. "Where is an oil shock?," MPRA Paper 31383, University Library of Munich, Germany.
- Dasgupta, Dipak & Dubey, R.N. & Sathish, R, 2011. "Domestic Wheat Price Formation and Food Inflation in India," MPRA Paper 31564, University Library of Munich, Germany.
- Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014.
"Hierarchical Shrinkage in Time‐Varying Parameter Models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
- Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
- Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series 35_11, Rimini Centre for Economic Analysis.
- Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers 2012-68, Scottish Institute for Research in Economics (SIRE).
- BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012.
"Are Some Forecasters Really Better Than Others?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
- Antonello D’agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011. "Are some forecasters really better than others?," MPRA Paper 32938, University Library of Munich, Germany.
- Antonello D’Agostino & Kieran McQuinn & Karl Whelan, 2010. "Are Some Forecasters Really Better Than Others?," Working Papers 201012, School of Economics, University College Dublin.
- Qin, Duo & He, Xinhua, 2013.
"Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-32.
- Qin, Duo & He, Xinhua, 2011. "Globalisation effect on inflation in the great moderation era: new evidence from G10 countries," MPRA Paper 32994, University Library of Munich, Germany.
- Qin, Duo & He, Xinhua, 2012. "Globalisation effect on inflation in the great moderation era: New evidence from G10 countries," Economics Discussion Papers 2012-56, Kiel Institute for the World Economy (IfW Kiel).
- Albers, Scott & Albers, Andrew L., 2011. "The Golden Mean, the Arab Spring and a 10-step analysis of American economic history," MPRA Paper 33004, University Library of Munich, Germany.
- Escañuela Romana, Ignacio, 2011. "Evidencia empírica sobre la predictibilidad de los ciclos bursátiles: el comportamiento del índice Dow Jones Industrial Average en las crisis bursátiles de 1929, 1987 y 2997 [Empirical evidence on ," MPRA Paper 33150, University Library of Munich, Germany.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2013.
"Inflation Dynamics And Labor Market Specifications: A Bayesian Dynamic Stochastic General Equilibrium Approach For Japan'S Economy,"
Economic Inquiry, Western Economic Association International, vol. 51(1), pages 273-287, January.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2008. "Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach," Bank of Japan Working Paper Series 08-E-9, Bank of Japan.
- Ichiue, Hibiki & Kurozumi, Takushi & Sunakawa, Takeki, 2011. "Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy," MPRA Paper 33391, University Library of Munich, Germany.
- Dybczak, Kamil & Melecky, Martin, 2011. "Macroeconomic Shocks and the Fiscal Stance within the EU: A Panel Regression Analysis," MPRA Paper 33684, University Library of Munich, Germany.
- Ko, Jun-Hyung, 2011. "Productivity shocks and housing market inflations in new Keynesian models," MPRA Paper 33848, University Library of Munich, Germany.
- Skribans, Valerijs, 2011. "Development of System Dynamic Model of Latvia’s Economic Integration in the EU," MPRA Paper 34565, University Library of Munich, Germany.
- Zhang, Tongbin & Hu, Bo, 2011. "House-Price Crash and Macroeconomic Crisis: A Hong Kong Case Study," MPRA Paper 34962, University Library of Munich, Germany.
- Guzman, Giselle C., 2011. "The case for higher frequency inflation expectations," MPRA Paper 36656, University Library of Munich, Germany.
- Francisco, Ramirez, 2011. "Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana [Models for Estimating the Output Gap: Application to the GDP of Dominican Republic]," MPRA Paper 38886, University Library of Munich, Germany.
- Ayala, Alfonso, 2011. "Un modelo de predicción de crisis financieras en los mercados emergentes: 1970 – 2009 [A Prediction Model of Financial Crises in Emerging Markets: 1970 - 2009]," MPRA Paper 42403, University Library of Munich, Germany.
- Faik Bilgili, 2016.
"City Price Convergence in Turkey with Structural Breaks,"
International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 933-941.
- Bilgili, Faik, 2011. "City price convergence in Turkey with structural breaks," MPRA Paper 54295, University Library of Munich, Germany.
- Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011. "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers 201132, University of Pretoria, Department of Economics.
- Božena Kadeřábková & Emilie Jašová, 2011. "Analýza ukazatele NAIRU na sektorové úrovni [Analysis of the Indicator NAIRU on the Sector Level]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(4), pages 508-525.
- Étienne Debauche & Éric Dubois & Pierre Leblanc, 2011. "La crise : quelles conséquences durables sur la croissance, l’emploi et les finances publiques ?," Revue d'Économie Financière, Programme National Persée, vol. 103(3), pages 41-57.
- Ildeberta Abreu, 2011. "International organisations’ vs. private analysts’ forecasts: an evaluation," Working Papers w201120, Banco de Portugal, Economics and Research Department.
- Adrian Pagan & Don Harding, 2011.
"Econometric Analysis and Prediction of Recurrent Events,"
CREATES Research Papers
2011-33, Department of Economics and Business Economics, Aarhus University.
- Adrian Pagan & Don Harding, 2011. "Econometric Analysis and Prediction of Recurrent Events," NCER Working Paper Series 75, National Centre for Econometric Research.
- David Matesanz & Benno Torgler & Germán Dabat & Guillermo J. Ortega, 2014.
"Co-movements in commodity prices: a note based on network analysis,"
Agricultural Economics,
International Association of Agricultural Economists, vol. 45(S1), pages 13-21, November.
- David Matesanz Gomez & Guillermo J. Ortega & Benno Torgler & German Dabat, 2011. "Co-movements in commodity prices: A note based on network analysis," CREMA Working Paper Series 2011-21, Center for Research in Economics, Management and the Arts (CREMA).
- David M Gomez & Guillermo J Ortega & Benno Torgler & German Debat, 2011. "Co-movements in commodity prices: a note based on network analysis," School of Economics and Finance Discussion Papers and Working Papers Series 274, School of Economics and Finance, Queensland University of Technology.
- Lahura, Erick & Vega, Marco, 2011. "Wavelet-based Core Inflation Measures: Evidence from Peru," Working Papers 2011-019, Banco Central de Reserva del Perú.
- Maria Bejan, 2011.
"Trade Agreements and International Comovements: the Case of NAFTA (North American Free Trade Agreement),"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(4), pages 667-685, October.
- Maria Bejan, 2011. "Code and data files for "Trade Agreements and International Comovements: the Case of NAFTA (North American Free Trade Agreement)"," Computer Codes 07-86, Review of Economic Dynamics.
- Maria Bejan, 2011.
"Trade Agreements and International Comovements: the Case of NAFTA (North American Free Trade Agreement),"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(4), pages 667-685, October.
- Maria Bejan, 2011. "Code and data files for "Trade Agreements and International Comovements: the Case of NAFTA (North American Free Trade Agreement)"," Computer Codes 07-86, Review of Economic Dynamics.
- Korobilis, Dimitris, 2013.
"Hierarchical shrinkage priors for dynamic regressions with many predictors,"
International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
- Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
- Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
- KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014.
"Hierarchical Shrinkage in Time‐Varying Parameter Models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
- Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
- Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series 35_11, Rimini Centre for Economic Analysis.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
- Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers 2012-68, Scottish Institute for Research in Economics (SIRE).
- BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Han, Fei & Hee Ng, Thiam, 2011. "ASEAN-5 Macroeconomic Forecasting Using a GVAR Model," Working Papers on Regional Economic Integration 76, Asian Development Bank.
- Fossati Sebastian, 2016.
"Dating US business cycles with macro factors,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 529-547, December.
- Fossati, Sebastian, 2011. "Dating U.S. Business Cycles with Macro Factors," Working Papers 2011-5, University of Alberta, Department of Economics, revised 01 Feb 2012.
- Tunay, K. Batu, 2011. "Forecasting Recessions in Turkey with Qual-VAR Models," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 2(4), pages 1-51, October.
- Dospinescu, Andrei Silviu, 2011. "Analyzing the Dynamics of Relative Prices on a Market with Speculative and Non-Speculative Agents Based on the Evolutionary Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 72-87, March.
- Jagric, Timotej & Beko, Jani, 2011. "How Good are the Growth and Inflation Forecasts for Slovenia?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 47-67, December.
- Christian Bredemeier & Henry Goecke, 2011. "Sticky Prices vs. Sticky Information – A Cross-Country Study of Inflation Dynamics," Ruhr Economic Papers 0255, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Tobias Kitlinski & Torsten Schmidt, 2011. "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers 0301, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Ajit R. Joshi & Debashis Acharya, 2011. "Inflation Model for India in the Context of Open Economy," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 12(1), pages 39-59, March.
- Dandan Liu*, 2011. "Learning and Estimation of the New Keynesian Phillips Curve Models," Southern Economic Journal, Southern Economic Association, vol. 78(2), pages 382-396, October.
- Octav Negurita, 2011. "Factors That Contribute To The Formation Of Inflation," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 3(3 (Novemb), pages 629-635.
- Alessandro Flamini, 2011. "Price Stickiness Asymmetry, Persistence and Volatility in a New Keynesian Model," Working Papers 2011013, The University of Sheffield, Department of Economics, revised May 2011.
- Badi Baltagi & Panicos Demetriades, 2011.
"Introduction to the special issue,"
Empirical Economics, Springer, vol. 41(1), pages 1-5, August.
- Badi Baltagi & Jörg Breitung, 2011. "Introduction to the special issue," Empirical Economics, Springer, vol. 40(1), pages 1-4, February.
- Hilde Bjørnland & Kai Leitemo & Junior Maih, 2011.
"Estimating the natural rates in a simple New Keynesian framework,"
Empirical Economics, Springer, vol. 40(3), pages 755-777, May.
- Hilde C. Bjørnland & Kai Leitemo & Junior Maih, 2008. "Estimating the natural rates in a simple New Keynesian framework," Working Paper 2007/10, Norges Bank.
- Badi Baltagi & Jörg Breitung, 2011.
"Introduction to the special issue,"
Empirical Economics, Springer, vol. 40(1), pages 1-4, February.
- Badi Baltagi & Panicos Demetriades, 2011. "Introduction to the special issue," Empirical Economics, Springer, vol. 41(1), pages 1-5, August.
- Ulrich Fritsche & Vladimir Kuzin, 2011.
"Analysing convergence in Europe using the non-linear single factor model,"
Empirical Economics, Springer, vol. 41(2), pages 343-369, October.
- Ulrich Fritsche & Vladimir Kuzin, 2008. "Analysing Convergence in Europe Using a Non-linear Single Factor Model," Macroeconomics and Finance Series 200802, University of Hamburg, Department of Socioeconomics.
- Stephane Dees & Arthur Saint-Guilhem, 2011.
"The role of the United States in the global economy and its evolution over time,"
Empirical Economics, Springer, vol. 41(3), pages 573-591, December.
- Dées, Stéphane & Saint-Guilhem, Arthur, 2009. "The role of the United States in the global economy and its evolution over time," Working Paper Series 1034, European Central Bank.
- Volker Wieland & Maik Wolters, 2011.
"The diversity of forecasts from macroeconomic models of the US economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
- Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
- Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
- António Afonso & Ricardo Sousa, 2011.
"The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(1), pages 61-82, April.
- Ricardo M. Sousa & António Afonso, 2009. "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," NIPE Working Papers 3/2009, NIPE - Universidade do Minho.
- António Afonso & Ricardo M. Sousa, 2009. "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," Working Papers Department of Economics 2009/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Gonzalo Fernández-de-Córdoba & José Torres, 2011.
"Forecasting the Spanish economy with an augmented VAR–DSGE model,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(3), pages 379-399, September.
- Gonzalo Fernandez-de-Córdoba & José L. Torres, 2009. "Forecasting the Spanish economy with an Augmented VAR-DSGE model," Working Papers 2009-1, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
- Koop, Gary & Korobilis, Dimitris, 2011.
"UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?,"
Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
- Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
- Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2012.
"Forecasting Inflation Using Dynamic Model Averaging,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
- Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012.
"The dynamics of UK and US inflation expectations,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3120-3133.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2008. "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers 2008-59, Scottish Institute for Research in Economics (SIRE).
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "The Dynamics of UK and US Inflation Expectations," Working Papers 1120, University of Strathclyde Business School, Department of Economics.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011. "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers 2011-47, Scottish Institute for Research in Economics (SIRE).
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012. "The Dynamics of UK and US Inflation Expectation," SIRE Discussion Papers 2012-46, Scottish Institute for Research in Economics (SIRE).
- Deborah Gefang & Gary Koop & Simon M. Potter, 2009. "The Dynamics of UK and US Inflation Expectations," Working Paper series 14_09, Rimini Centre for Economic Analysis.
- Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014.
"Hierarchical Shrinkage in Time‐Varying Parameter Models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
- Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers 2012-68, Scottish Institute for Research in Economics (SIRE).
- Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
- Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series 35_11, Rimini Centre for Economic Analysis.
- BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
- Cantore, C. & Levine, P., 2012.
"Getting normalization right: Dealing with ‘dimensional constants’ in macroeconomics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1931-1949.
- Cantore, Cristiano & Levine, Paul, 2011. "Getting Normalization Right: Dealing with ‘Dimensional Constants’ in Macroeconomics," Dynare Working Papers 9, CEPREMAP.
- Cristiano Cantore & Paul Levine, 2011. "Getting Normalization Right: Dealing with 'Dimensional Constants' in Macroeconomics," School of Economics Discussion Papers 0511, School of Economics, University of Surrey.
- Tommaso Proietti & Stefano Grassi, 2015.
"Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search,"
Empirical Economics, Springer, vol. 48(3), pages 983-1011, May.
- Stefano Grassi & Tommaso Proietti, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers 2011-30, Department of Economics and Business Economics, Aarhus University.
- Grassi, Stefano & Proietti, Tommaso, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Working Papers 07/2011, University of Sydney Business School, Discipline of Business Analytics.
- Martin Schneider & Gerhard Fenz, 2011.
"Transmission of business cycle shocks between the US and the euro area,"
Applied Economics, Taylor & Francis Journals, vol. 43(21), pages 2777-2793.
- Gerhard Fenz & Martin Schneider, 2008. "Transmission of business cycle shocks between the US and the euro area," Working Papers 145, Oesterreichische Nationalbank (Austrian Central Bank).
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2011.
"Great Expectatrics: Great Papers, Great Journals, Great Econometrics,"
Econometric Reviews, Taylor & Francis Journals, vol. 30(6), pages 583-619.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Working Papers in Economics 10/36, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Documentos de Trabajo del ICAE 2011-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," KIER Working Papers 714, Kyoto University, Institute of Economic Research.
- A. Nazif Çatik & Mehmet Karaçuka, 2011.
"A comparative analysis of alternative univariate time series models in forecasting Turkish inflation,"
Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(2), pages 275-293, April.
- Catik, A. Nazif & Karaçuka, Mehmet, 2011. "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," DICE Discussion Papers 20, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Harding, Don & Pagan, Adrian, 2011.
"An Econometric Analysis of Some Models for Constructed Binary Time Series,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
- Don Harding & Adrian Pagan, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 86-95, January.
- Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009.
- Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011.
"Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 455-467.
- Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2011. "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 455-467, October.
- GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009. "Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks," Cahiers de recherche 03-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010.
"Combining predictive densities using Bayesian filtering with applications to US economics data,"
Working Paper
2010/29, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-003/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers 2012_16, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers 11-082/4, Tinbergen Institute.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012.
"Combination schemes for turning point predictions,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute.
- Pfajfar, D. & Zakelj, B., 2011. "Inflation Expectations and Monetary Policy Design : Evidence from the Laboratory (Replaces CentER DP 2009-007)," Discussion Paper 2011-091, Tilburg University, Center for Economic Research.
- Pfajfar, D. & Zakelj, B., 2011. "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Replaced by CentER DP 2012-072)," Discussion Paper 2011-053, Tilburg University, Center for Economic Research.
- Lutz Kilian & Clara Vega, 2011.
"Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices,"
The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 660-671, May.
- Lutz Kilian & Clara Vega, 2008. "Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices," International Finance Discussion Papers 957, Board of Governors of the Federal Reserve System (U.S.).
- Kilian, Lutz & Vega, Clara, 2008. "Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices," CEPR Discussion Papers 7015, C.E.P.R. Discussion Papers.
- K. Vela Velupillai, 2011.
"The Phillips Machine, the Analogue Computing Tradition in Economics and Computability,"
Economia politica, Società editrice il Mulino, issue 1, pages 39-62.
- K. Vela Velupillai, 2011. "The Phillips Machine, The Analogue Computing Traditoin in Economics and Computability," ASSRU Discussion Papers 1112, ASSRU - Algorithmic Social Science Research Unit.
- Saed Khalil & Stephen Kinsella, 2011. "Bad banks choking good banks: simulating balance sheet contagion," Working Papers 201126, Geary Institute, University College Dublin.
- Stephen Kinsella, 2011. "Words to the Wise: Stock Flow Consistent Modeling of Financial Instability," Working Papers 201130, Geary Institute, University College Dublin.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013.
"Are forecast updates progressive?,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
- Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010.
"Evaluating Macroeconomic Forecast: A Review of Some Recent Developments,"
Econometric Institute Research Papers
EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
- Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012.
"Evaluating Individual and Mean Non-Replicable Forecasts,"
Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-43, September.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Documentos de Trabajo del ICAE 2011-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," KIER Working Papers 773, Kyoto University, Institute of Economic Research.
- Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012.
"Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range,"
International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics 11/22, University of Canterbury, Department of Economics and Finance.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos de Trabajo del ICAE 2011-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers 775, Kyoto University, Institute of Economic Research.
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"Analyzing fixed-event forecast revisions,"
International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
- Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
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"Exploring Survey‐Based Inflation Forecasts,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(6), pages 524-539, September.
- Luis Gil-Alana & Antonio Moreno & Fernando Pérez de Gracia, 2011. "Exploring Survey-Based Inflation Forecasts," Faculty Working Papers 05/11, School of Economics and Business Administration, University of Navarra.
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"Modeling & Forecasting Of Macro-Economic Variables Of India: Before, During & After Recession,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(1(15)/ Sp), pages 43-60.
- Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010. "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper 26539, University Library of Munich, Germany.
- Jan-Christoph Rülke, 2011. "Do private sector forecasters desire to deviate from the German council of economic experts?," WHU Working Paper Series - Economics Group 11-04, WHU - Otto Beisheim School of Management.
- Jan-Christoph Rülke, 2011. "Are central bank projections rational?," WHU Working Paper Series - Economics Group 11-05, WHU - Otto Beisheim School of Management.
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"Adaptive learning, endogenous uncertainty, and asymmetric dynamics,"
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"Kriza 2008-20XY: Populizam i puna zaposlenost kao sukobljeni ciljevi,"
EFZG Occasional Publications (Department of Macroeconomics), in: Zbornik radova: Kriza: Preobrazba ili propast? (ur. Obadić, Alka; Šimurina, Jurica; Tica, Josip, izdavač: Ekonomski fakultet Zagreb), edition 1, volume 1, chapter 11, pages 143-164,
Faculty of Economics and Business, University of Zagreb.
- Josip Tica, 2011. "Kriza 2008-20XY: Populizam i puna zaposlenost kao sukobljeni ciljevi," EFZG Working Papers Series 1105, Faculty of Economics and Business, University of Zagreb.
- Josip Tica, 2011.
"Kriza 2008-20XY: Populizam i puna zaposlenost kao sukobljeni ciljevi,"
EFZG Occasional Publications (Department of Macroeconomics), in: Zbornik radova: Kriza: Preobrazba ili propast? (ur. Obadić, Alka; Šimurina, Jurica; Tica, Josip, izdavač: Ekonomski fakultet Zagreb), edition 1, volume 1, chapter 11, pages 143-164,
Faculty of Economics and Business, University of Zagreb.
- Josip Tica, 2011. "Kriza 2008-20XY: Populizam i puna zaposlenost kao sukobljeni ciljevi," EFZG Working Papers Series 1105, Faculty of Economics and Business, University of Zagreb.
- Michael Funke & Aaron Mehrotra & Hao Yu, 2015.
"Tracking Chinese CPI inflation in real time,"
Empirical Economics, Springer, vol. 48(4), pages 1619-1641, June.
- Michael Funke & Hao Yu & Aaron Mehrota, 2011. "Tracking Chinese CPI inflation in real time," Quantitative Macroeconomics Working Papers 21112, Hamburg University, Department of Economics.
- Funke, Michael & Mehrotra, Aaron & Yu, Hao, 2011. "Tracking Chinese CPI inflation in real time," BOFIT Discussion Papers 35/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
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"How Informative Are Central Bank Assessments of Macroeconomic Risks?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 87-139, September.
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"U-MIDAS: MIDAS regressions with unrestricted lag polynomials,"
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- Ludwig, Björn, 2011. "Warum der Baseler Ausschluss für Bankenaufsicht mit seinem antizyklischen Kapitalpuffer falsch liegt," CIW Discussion Papers 7/2011, University of Münster, Center for Interdisciplinary Economics (CIW).
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"A comparative analysis of alternative univariate time series models in forecasting Turkish inflation,"
Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(2), pages 275-293, April.
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"The accuracy of a forecast targeting central bank,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-36.
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"The accuracy of a forecast targeting central bank,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-36.
- Falch, Nina Skrove & Nymoen, Ragnar, 2011. "The accuracy of a forecast targeting central bank," Economics Discussion Papers 2011-6, Kiel Institute for the World Economy (IfW Kiel).
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"The Importance of Time‐Series Extrapolation for Macroeconomic Expectations,"
German Economic Review, Verein für Socialpolitik, vol. 13(2), pages 196-210, May.
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- Keesookpuna, Chutipong & Mitomob, Hitoshi, 2011. "Cloud computing and prospective business and economic impacts in developing country: A case study of Thailand," 22nd European Regional ITS Conference, Budapest 2011: Innovative ICT Applications - Emerging Regulatory, Economic and Policy Issues 52181, International Telecommunications Society (ITS).
- Drechsel, Katja & Scheufele, Rolf, 2011. "The Financial Crisis from a Forecaster’s Perspective," IWH Discussion Papers 5/2011, Halle Institute for Economic Research (IWH).
- van Deuverden, Kristina & Scheufele, Rolf, 2011. "Mittelfristprojektion des IWH: Wirtschaftsentwicklung und Staatsfinanzen – Eine Vorausschau der Jahre 2011 bis 2015," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 17(1), pages 33-49.
- Arbeitskreis Konjunktur des IWH & Kiel Economics, 2011. "Konjunktur aktuell: Aufschwung in Deutschland setzt sich kraftvoll fort," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), vol. 17(3), pages 96-120.
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"Forecasting under Model Uncertainty,"
VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis
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"Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search,"
Empirical Economics, Springer, vol. 48(3), pages 983-1011, May.
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- Stefano Grassi & Tommaso Proietti, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers 2011-30, Department of Economics and Business Economics, Aarhus University.
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"Econometric Analysis and Prediction of Recurrent Events,"
NCER Working Paper Series
75, National Centre for Econometric Research.
- Adrian Pagan & Don Harding, 2011. "Econometric Analysis and Prediction of Recurrent Events," CREATES Research Papers 2011-33, Department of Economics and Business Economics, Aarhus University.
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"Asset Value, Interest Rates and Oil Price Volatility,"
The Economic Record, The Economic Society of Australia, vol. 87(s1), pages 45-55, September.
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- Spencer D. Krane, 2011. "Professional Forecasters' View of Permanent and Transitory Shocks to GDP," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 184-211, January.
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"Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area Than in the United States?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 104-129, April.
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"The Global Economic Effects of Pandemic Influenza,"
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- Isengildina-Massa, Olga & Tysinger, David & Gerard, Patrick & MacDonald, Stephen, 2011. "What Can we Learn from our Mistakes? Evaluating the Benefits of Correcting Inefficiencies in USDA Cotton Forecasts," 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 98811, Southern Agricultural Economics Association.
- José Luis Oreiro & Celso Vila Nova de Souza & Kelly Pereira Guedes & Sergio Rubens Stancato de Souza, 2012.
"Um Modelo Keynes-Minsky Generalizado de Flutuações Cíclicas,"
Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 13(3b), pages 703-734.
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- José Luis Da Costa Oreiro & Sergio Rubens Stancato De Souza & Celso Vila Nova De Souza & Kelly Pereira Guedes, 2011. "Um Modelo Keynes-Minsky Generalizado Deflutuações Cíclicas," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 226, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Dieter Gerdesmeier & Hans-Eggert Reimers & Barbara Roffia, 2011. "Early Warning Indicators for Asset Price Booms," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 1-19, June.
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"FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure,"
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- Martina Cecioni & Stefano Neri, 2011. "The monetary transmission mechanism in the euro area: has it changed and why?," Temi di discussione (Economic working papers) 808, Bank of Italy, Economic Research and International Relations Area.
- Dzmitry Kruk, 2011. "The Impact of Directed Lending on Long-run Growth in Belarus," BEROC Working Paper Series 14, Belarusian Economic Research and Outreach Center (BEROC).
- Don Harding & Adrian Pagan, 2011.
"An Econometric Analysis of Some Models for Constructed Binary Time Series,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 86-95, January.
- Harding, Don & Pagan, Adrian, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
- Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009.
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"Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks,"
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"Macro-Prudential Policy and the Conduct of Monetary Policy,"
Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.),Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 9, pages 273-314,
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- Beau, D. & Clerc, L. & Mojon, B., 2011. "Macro-prudential policy and the conduct of monetary policy," Occasional papers 8, Banque de France.
- Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2013. "Macro-Prudential Policy and the Conduct of Monetary Policy," Working Papers Central Bank of Chile 715, Central Bank of Chile.
- Beau, D. & Clerc, L. & Mojon, B., 2012. "Macro-Prudential Policy and the Conduct of Monetary Policy," Working papers 390, Banque de France.
- L. Ferrara., 2011. "Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 24, pages 135-144, Winter.
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"Inflation Volatility and Forecast Accuracy,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(4), pages 404-417, December.
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- Vipin Arora, 2011.
"Asset Value, Interest Rates and Oil Price Volatility,"
The Economic Record, The Economic Society of Australia, vol. 87(s1), pages 45-55, September.
- Vipin Arora, 2011. "Asset Value, Interest Rates and Oil Price Volatility," ANU Working Papers in Economics and Econometrics 2011-536, Australian National University, College of Business and Economics, School of Economics.
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"Causality, Structure And The Uniqueness Of Rational Expectations Equilibria,"
Manchester School, University of Manchester, vol. 79(s1), pages 551-566, June.
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- Diego E. Vacaflores, 2011. "Monetary Stimulus: Through Wall Street or Main Street?," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 14(1), pages 9-40, June.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014.
"Nowcasting GDP in Real Time: A Density Combination Approach,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
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- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014.
"Nowcasting GDP in Real Time: A Density Combination Approach,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in real-time: A density combination approach," Working Paper 2011/11, Norges Bank.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers No 1/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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"Oil and U.S. GDP: A Real-Time Out-of-Sample Examination,"
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- Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
- Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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- Michael Funke & Aaron Mehrotra & Hao Yu, 2015.
"Tracking Chinese CPI inflation in real time,"
Empirical Economics, Springer, vol. 48(4), pages 1619-1641, June.
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- Funke, Michael & Mehrotra, Aaron & Yu, Hao, 2011. "Tracking Chinese CPI inflation in real time," BOFIT Discussion Papers 35/2011, Bank of Finland, Institute for Economies in Transition.
- Michael Funke & Hao Yu & Aaron Mehrota, 2011. "Tracking Chinese CPI inflation in real time," Quantitative Macroeconomics Working Papers 21112, Hamburg University, Department of Economics.
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- Étienne Debauche & Éric Dubois & Pierre Leblanc, 2011. "La crise : quelles conséquences durables sur la croissance, l'emploi et les finances publiques ?," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 41-58.
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"Evaluating Individual and Mean Non-Replicable Forecasts,"
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- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," KIER Working Papers 773, Kyoto University, Institute of Economic Research.
- Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012.
"Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range,"
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Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
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"Hierarchical Shrinkage in Time‐Varying Parameter Models,"
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"A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
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"Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465, April.
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"MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542, April.
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"How accurate are government forecasts of economic fundamentals? The case of Taiwan,"
International Journal of Forecasting, Elsevier, vol. 27(4), pages 1066-1075, October.
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"A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346.
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"Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465.
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- Jonas Dovern & Johannes Weisser, 2009. "Accuracy, Unbiasedness and Efficiency of Professional Macroeconomic Forecasts: An empirical Comparison for the G7," Jena Economics Research Papers 2009-091, Friedrich-Schiller-University Jena.
- Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011.
"MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542.
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"Fiscal sustainability in Japan,"
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"Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions,"
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"Analyzing fixed-event forecast revisions,"
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"Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range,"
International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
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"Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(4), pages 348-366, August.
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"Exchange Rate Pass‐Through, Domestic Competition, and Inflation: Evidence from the 2005–08 Revaluation of the Renminbi,"
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"Where Is An Oil Shock?,"
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"Do Phillips Curves Conditionally Help to Forecast Inflation?,"
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"How does fiscal policy react to wealth composition and asset prices?,"
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"Neural network models for inflation forecasting: an appraisal,"
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"Fundamentalists vs. chartists: Learning and predictor choice dynamics,"
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"Degree of openness and inflation targeting policy: model of a small open economy,"
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"Degree of openness and inflation targeting policy: model of a small open economy,"
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"Tracking Chinese CPI inflation in real time,"
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"Inflation perceptions and expectations in Sweden – Are media reports the missing link?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(5), pages 681-700, October.
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"Endogenous persistence with recursive inattentiveness,"
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"Input And Output Inventories In General Equilibrium,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1179-1213, November.
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"Nowcasting Business Cycles Using Toll Data,"
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- Hofer Helmut & Weyerstraß Klaus & Schmidt Torsten, 2011.
"Practice and Prospects of Medium-term Economic Forecasting,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 153-171, February.
- Hofer, Helmut & Schmidt, Torsten & Weyerstrass, Klaus, 2010. "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers 177, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass, 2010. "Practice and prospects of medium-term economic forecasting," NRN working papers 2010-12, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Schumacher Christian, 2011. "Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 28-49, February.
- Lenza Michele & Warmedinger Thomas, 2011. "A Factor Model for Euro-area Short-term Inflation Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 50-62, February.
- Ricardo Mestre & Peter McAdam, 2011.
"Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 303-324, April.
- McAdam, Peter & Mestre, Ricardo, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Working Paper Series 950, European Central Bank.
- Reinhard Neck & Dmitri Blueschke & Klaus Weyerstrass, 2011. "Optimal macroeconomic policies in a financial and economic crisis: a case study for Slovenia," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(3), pages 435-459, July.
- Mario Meichle & Angelo Ranaldo & Attilio Zanetti, 2011. "Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(4), pages 435-453, December.
- Marcelo Sánchez, 2011. "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," International Economics and Economic Policy, Springer, vol. 8(3), pages 247-273, September.
- The Pham, 2011. "Growth, volatility and stabilisation policy in a DSGE model with nominal rigidities and learning-by-doing," International Economics and Economic Policy, Springer, vol. 8(3), pages 307-322, September.
- Michael W.M. Roos & Ulrich Schmidt, 2011. "The importance of time series extrapolation for macroeconomic expectations," Kiel Working Papers 1723, Kiel Institute for the World Economy.
- Altug, Sumru & Tan, Barış & Gencer, Gözde, 2012.
"Cyclical dynamics of industrial production and employment: Markov chain-based estimates and tests,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1534-1550.
- Sumru Altug & Baris Tan & Gozde Gencer, 2011. "Cyclical Dynamics of Industrial Production and Employment: Markov Chain-based Estimates and Tests," Koç University-TUSIAD Economic Research Forum Working Papers 1101, Koc University-TUSIAD Economic Research Forum.
- Sumru Altug & Bilin Neyapti & Mustafa Emin, 2012.
"Institutions and Business Cycles,"
International Finance, Wiley Blackwell, vol. 15(3), pages 347-366, December.
- Sumru Altug & Mustafa Emin & Bilin Neyapti, 2011. "Institutions and Business Cycles," Koç University-TUSIAD Economic Research Forum Working Papers 1109, Koc University-TUSIAD Economic Research Forum.
- Altug, Sumru & Neyapti, Bilin & Emin, Mustafa, 2012. "Institutions and Business Cycles," CEPR Discussion Papers 8728, C.E.P.R. Discussion Papers.
- Sumru Altug & Erhan Uluceviz, 2011. "Leading Indicators of Real Activity and Inflation for Turkey, 2001-2010," Koç University-TUSIAD Economic Research Forum Working Papers 1134, Koc University-TUSIAD Economic Research Forum.
- Lena Dräger, 2015.
"Inflation perceptions and expectations in Sweden – Are media reports the missing link?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(5), pages 681-700, October.
- Lena Dräger, 2011. "Inflation Perceptions and Expectations in Sweden - Are Media Reports the `Missing Link'?," Macroeconomics and Finance Series 201101, University of Hamburg, Department of Socioeconomics.
- Lena Draeger, 2011. "Inflation perceptions and expectations in Sweden - are media reports the 'missing link'?," KOF Working papers 11-273, KOF Swiss Economic Institute, ETH Zurich.
- Boriss Siliverstovs, 2011. "Are GDP revisions predictable?," KOF Working papers 11-281, KOF Swiss Economic Institute, ETH Zurich.
- Lena Dräger, 2011.
"Endogenous Persistence with Recursive Inattentiveness,"
Macroeconomics and Finance Series
201103, University of Hamburg, Department of Socioeconomics.
- Lena Draeger, 2011. "Endogenous persistence with recursive inattentiveness," KOF Working papers 11-285, KOF Swiss Economic Institute, ETH Zurich.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013.
"Are forecast updates progressive?,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
- Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010.
"Evaluating Macroeconomic Forecast: A Review of Some Recent Developments,"
Econometric Institute Research Papers
EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
- Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012.
"Evaluating Individual and Mean Non-Replicable Forecasts,"
Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-43, September.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Documentos de Trabajo del ICAE 2011-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," KIER Working Papers 773, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
- Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012.
"Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range,"
International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics 11/22, University of Canterbury, Department of Economics and Finance.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers 775, Kyoto University, Institute of Economic Research.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos de Trabajo del ICAE 2011-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers EI 2011-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013.
"Analyzing fixed-event forecast revisions,"
International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
- Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
- Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Delphine Boutin, 2011. "D’une crise à l’autre : Mesurer l’impact des prix alimentaires sur la pauvreté," Larefi Working Papers 201106, Larefi, Université Bordeaux 4.
- Delphine Boutin, 2011. "D’une crise à l’autre : Mesurer l’impact des prix alimentaires sur la pauvreté," Larefi Working Papers 1106, Larefi, Université Bordeaux 4.
- Dirk J. Bezemer, 2011. "Causes of Financial Instability: Don’t Forget Finance," Economics Working Paper Archive wp_665, Levy Economics Institute.
- Tomas Ramanauskas, 2011. "What Caused the Recent Boom-And-Bust Cycle in Lithuania? Evidence from a Macromodel with the Financial Sector," Bank of Lithuania Working Paper Series 10, Bank of Lithuania.
- Vetlov, Igor & Pisani, Massimiliano & Hlédik, Tibor & Jonsson, Magnus & Kucsera, Henrik, 2011.
"Potential output in DSGE models,"
Working Paper Series
1351, European Central Bank.
- Igor Vetlov & Tibor Hlédik & Magnus Jonsson & Henrik Kucsera & Massimiliano Pisani, 2011. "Potential Output in DSGE Models," Bank of Lithuania Working Paper Series 9, Bank of Lithuania.
- Di Giorgio, Giorgio & Traficante, Guido, 2013.
"The loss from uncertainty on policy targets,"
Economic Modelling, Elsevier, vol. 30(C), pages 175-182.
- Giorgio Di Giorgio & Guido Traficante, 2011. "The loss from uncertainty on policy targets," Working Papers CASMEF 1104, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Cecilia Frale & Valentina Raponi, 2011. "Revisions in ocial data and forecasting," Working Papers LuissLab 1194, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2011.
"Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts,"
Centre for Growth and Business Cycle Research Discussion Paper Series
159, Economics, The University of Manchester.
- Jaqueson K. Galimberti & Marcelo L. Moura, 2014. "Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts," KOF Working papers 14-360, KOF Swiss Economic Institute, ETH Zurich.
- Ivan Savin & Peter Winker, 2013.
"Heuristic model selection for leading indicators in Russia and Germany,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 67-89.
- Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," Working Papers 046, COMISEF.
- Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," MAGKS Papers on Economics 201101, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Atrianfar, Hamed & Barakchian, Seyed Mahdi, 2011. "Evaluation of Information Content of Economic Variables for Inflation Forecasting in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 3(8), pages 1-42, September.
- Ágnes Horváth & Csaba Köber & Katalin Szilágyi, 2011. "MPM – The Magyar Nemzeti Bank’s monetary policy model," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 6(2), pages 18-24, June.
- Corder, Matthew & Weale, Martin, 2011. "Banking crises and recessions: what can leading indicators tell us?," Discussion Papers 33, Monetary Policy Committee Unit, Bank of England.
- Jing Tian & Heather M. Anderson, 2011. "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers 8/11, Monash University, Department of Econometrics and Business Statistics.
- K. Vela Velupillai, 2011.
"The Phillips Machine, the Analogue Computing Tradition in Economics and Computability,"
Economia politica, Società editrice il Mulino, issue 1, pages 39-62.
- K. Vela Velupillai, 2011. "The Phillips Machine, The Analogue Computing Traditoin in Economics and Computability," ASSRU Discussion Papers 1112, ASSRU - Algorithmic Social Science Research Unit.
- Allan McRobie, 2011. "Business Cycles in the Phillips Machine," Economia politica, Società editrice il Mulino, issue 1, pages 131-150.
- National Bank of Belgium, 2011. "Economic projections for Belgium – Autumn 2011," Economic Review, National Bank of Belgium, issue iii, pages 7-20, December.
- National Bank of Belgium, 2011. "Economic projections for Belgium – Spring 2011," Economic Review, National Bank of Belgium, issue i, pages 7-26, June.
2010
- Finardi, Corrado & Arfini, Filippo & Turrini, Aida, 2010. "Dietary Evolution Over Time In Europe, Between Cyclops And Phaecians . An Outlook On The Role Of Supply-Side Factors In Driving Changes In The Food Patterns," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany 116443, European Association of Agricultural Economists.
- M.D Mtembu & G.R. Motlaleng, 2010. "The Effects Of Exchange Rate Volatility On Swaziland’S Exports," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 6, pages 167-186, December.
- Lucian-Liviu Albu & John M. Polimeni & Raluca I. Iorgulescu, 2010.
"Spatial Distribution of Key Macroeconomic Growth Indicators in the EU-27: A Theoretical and Empirical Investigation,"
AIEL Series in Labour Economics, in: Floro Ernesto Caroleo & Francesco Pastore (ed.), The Labour Market Impact of the EU Enlargement, pages 175-194,
Springer.
- Lucian-Liviu Albu & John M. Polimeni & Raluca I. Iorgulescu, 2010. "Spatial Distribution of Key Macroeconomic Growth Indicators in the EU-27: A Theoretical and Empirical Investigation," AIEL Series in Labour Economics, in: Floro Ernesto Caroleo & Francesco Pastore (ed.), The Labour Market Impact of the EU Enlargement. A New Regional Geography of Europe?, edition 1, chapter 7, pages 175-194, AIEL - Associazione Italiana Economisti del Lavoro.
- Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012.
"Individual expectations, limited rationality and aggregate outcomes,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
- Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010. "Individual Expectations, Limited Rationality and Aggregate Outcomes," CeNDEF Working Papers 10-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012. "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers 12-016/1, Tinbergen Institute.
- Ellen E. Meade & Daniel L. Thornton, 2012.
"The Phillips curve and US monetary policy: what the FOMC transcripts tell us,"
Oxford Economic Papers, Oxford University Press, vol. 64(2), pages 197-216, April.
- Ellen E. Meade & Daniel L. Thornton, 2010. "The Phillips curve and US monetary policy: what the FOMC transcripts tell us," Working Papers 2010-017, Federal Reserve Bank of St. Louis.
- Ellen E. Meade & Daniel L. Thornton, 2010. "The Phillips Curve and US Monetary Policy: What the FOMC Transcripts Tell Us," Working Papers 2010-18, American University, Department of Economics.
- Stefan Kerbl, 2010.
"Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?,"
Papers
1011.6284, arXiv.org, revised Nov 2010.
- Stefan Kerbl, 2011. "Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?," Working Papers 174, Oesterreichische Nationalbank (Austrian Central Bank).
- Alfred Maussner, 2010. "The Analytics of New Keynesian Phillips Curves," Discussion Paper Series 313, Universitaet Augsburg, Institute for Economics.
- Marin Marinov, 2010. "Possibilities to Study the Market Trend Fluctuations by Means of Indicators for Technical Analysis," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 68-85.
- Dr. James Mitchell, 2009.
"Measuring Output Gap Uncertainty,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
342, National Institute of Economic and Social Research.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, Department of Economics, Mathematics & Statistics.
- Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010. "Measuring Output Gap Uncertainty," CEPR Discussion Papers 7742, C.E.P.R. Discussion Papers.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
- Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C., 2011.
"Real-time inflation forecast densities from ensemble Phillips curves,"
The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 77-87, January.
- Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance 0910, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2010. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," CAMA Working Papers 2010-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- James Rossiter, 2010. "Nowcasting the Global Economy," Discussion Papers 10-12, Bank of Canada.
- Claudia Godbout & Jocelyn Jacob, 2010. "Le pouvoir de prévision des indices PMI," Discussion Papers 10-3, Bank of Canada.
- Jeannine Bailliu & Patrick Blagrave & James Rossiter, 2010. "Introducing the Bank of Canada's Projection Model for the Global Economy," Technical Reports 99, Bank of Canada.
- Nikita Perevalov & Philipp Maier, 2010. "On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment," Staff Working Papers 10-10, Bank of Canada.
- Marco J. Lombardi & Philipp Maier, 2010. "‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession," Staff Working Papers 10-37, Bank of Canada.
- David de Antonio Liedo, 2010. "General Equilibrium Restrictions for Dynamic Factor Models," Working Papers 1012, Banco de España.
- David de Antonio Liedo & Elena Fernández Muñoz, 2010. "Nowcasting Spanish GDP growth in real time: "One and a half months earlier"," Working Papers 1037, Banco de España.
- Michele Caivano & Lisa Rodano & Stefano Siviero, 2010. "The transmission of the global financial crisis to the Italian economy. A counterfactual analysis, 2008-2010," Questioni di Economia e Finanza (Occasional Papers) 64, Bank of Italy, Economic Research and International Relations Area.
- Gianluca Moretti & Giulio Nicoletti, 2010. "Estimating DSGE models with unknown data persistence," Temi di discussione (Economic working papers) 750, Bank of Italy, Economic Research and International Relations Area.
- Claudia Miani & Stefano Siviero, 2010. "A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast," Temi di discussione (Economic working papers) 758, Bank of Italy, Economic Research and International Relations Area.
- Libero Monteforte & Gianluca Moretti, 2013.
"Real‐Time Forecasts of Inflation: The Role of Financial Variables,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 51-61, January.
- Libero Monteforte & Gianluca Moretti, "undated". "Real time forecasts of inflation: the role of financial variables," Working Papers wp2011-6, Department of the Treasury, Ministry of the Economy and of Finance.
- Libero Monteforte & Gianluca Moretti, 2010. "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers) 767, Bank of Italy, Economic Research and International Relations Area.
- Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2010.
"Modelling Italian potential output and the output gap,"
Temi di discussione (Economic working papers)
771, Bank of Italy, Economic Research and International Relations Area.
- Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2013. "Modelling italian potential output and the output gap," Working Papers 7, Department of the Treasury, Ministry of the Economy and of Finance.
- Ibarra-Ramírez Raúl, 2010. "Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?," Working Papers 2010-01, Banco de México.
- Capistrán, Carlos & López-Moctezuma, Gabriel, 2014.
"Forecast revisions of Mexican inflation and GDP growth,"
International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
- López Moctezuma Gabriel & Capistrán Carlos, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
- Benavides Guillermo, 2010. "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Working Papers 2010-12, Banco de México.
- Andrade, Philippe & Le Bihan, Hervé, 2013.
"Inattentive professional forecasters,"
Journal of Monetary Economics, Elsevier, vol. 60(8), pages 967-982.
- Hervé Le Bihan & Philippe Andrade, 2010. "Inattentive Professional Forecasters," 2010 Meeting Papers 1144, Society for Economic Dynamics.
- Andrade, P. & Le Bihan, H., 2010. "Inattentive professional forecasters," Working papers 307, Banque de France.
- Vasco Carvalho & Xavier Gabaix, 2013.
"The Great Diversification and Its Undoing,"
American Economic Review, American Economic Association, vol. 103(5), pages 1697-1727, August.
- Vasco Carvalho & Xavier Gabaix, 2010. "The great diversification and its undoing," Economics Working Papers 1208, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2010.
- Vasco M. Carvalho & Xavier Gabaix, 2015. "The Great Diversification and its Undoing," Working Papers 422, Barcelona School of Economics.
- Gabaix, Xavier & Carvalho, Vasco, 2010. "The Great Diversification and its Undoing," CEPR Discussion Papers 8044, C.E.P.R. Discussion Papers.
- Vasco M. Carvalho & Xavier Gabaix, 2010. "The Great Diversification and its Undoing," NBER Working Papers 16424, National Bureau of Economic Research, Inc.
- Xavier Gabaix & Vasco M. Carvalho, 2010. "The Great Diversification and its Undoing," 2010 Meeting Papers 880, Society for Economic Dynamics.
- Frank Leung & Kevin Chow & Simon Chan, 2010.
"Measures of trend inflation in Hong Kong,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 177-200,
Bank for International Settlements.
- Frank Leung & Kevin Chow & Simon Chan, 2009. "Measures of Trend Inflation in Hong Kong," Working Papers 0907, Hong Kong Monetary Authority.
- Fernanda Cuitiño & Elena Ganón & Ina Tiscordio & Leonardo Vicente, 2010. "Modelos univariados de series de tiempo para predecir la inflación de corto plazo," Documentos de trabajo 2010008, Banco Central del Uruguay.
- Dieter Gerdesmeier & Hans‐Eggert Reimers & Barbara Roffia, 2010.
"Asset Price Misalignments and the Role of Money and Credit,"
International Finance, Wiley Blackwell, vol. 13(3), pages 377-407, December.
- Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2009. "Asset price misalignments and the role of money and credit," Working Paper Series 1068, European Central Bank.
- Ravazzolo Francesco & Vahey Shaun P., 2014.
"Forecast densities for economic aggregates from disaggregate ensembles,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 367-381, September.
- Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers 2010-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper 2010/02, Norges Bank.
- Francesco Ravazzolo & Philip Rothman, 2013.
"Oil and U.S. GDP: A Real-Time Out-of-Sample Examination,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
- Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 449-463, March.
- Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
- Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010.
"Combining predictive densities using Bayesian filtering with applications to US economics data,"
Working Paper
2010/29, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers 2012_16, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-003/4, Tinbergen Institute.
- Hilde C. Bjørnland & Karsten Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2012.
"Does Forecast Combination Improve Norges Bank Inflation Forecasts?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 163-179, April.
- Hilde C. Bjørnland & Karsten Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2009. "Does forecast combination improve Norges Bank inflation forecasts?," Working Paper 2009/01, Norges Bank.
- Hilde C. Bjørnland & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud & Christie Smith, 2010. "Does forecast combination improve Norges Bank inflation forecasts?," Working Papers No 2/2010, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Tanya Suhoy, 2010. "Monthly Assessments of Private Consumption," Bank of Israel Working Papers 2010.09, Bank of Israel.
- Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2016.
"Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 1-32, March.
- Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2010. "Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy," Bank of Japan Working Paper Series 10-E-13, Bank of Japan.
- Woong Kim, 2010. "Assessment of Deflation Risk in Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 16(2), pages 117-142, June.
- Tortorice Daniel Louis, 2012.
"Unemployment Expectations and the Business Cycle,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-49, January.
- Daniel Tortorice, 2010. "Unemployment Expectations and the Business Cycle," Working Papers 05, Brandeis University, Department of Economics and International Business School, revised Mar 2011.
- José Luis Oreiro & Celso Vila Nova de Souza & Kelly Pereira Guedes & Sergio Rubens Stancato de Souza, 2012.
"Um Modelo Keynes-Minsky Generalizado de Flutuações Cíclicas,"
Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 13(3b), pages 703-734.
- José Luis Oreiro & Celso Vila Nova de Souza & Kelly Pereira Guedes & Sergio Rubens Stancato de Souza, 2010. "Um Modelo Keynes-Minsky Generalizado de Flutuações Cíclicas," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 337, Departamento de Economia da Universidade de Brasilia.
- José Luis Da Costa Oreiro & Sergio Rubens Stancato De Souza & Celso Vila Nova De Souza & Kelly Pereira Guedes, 2011. "Um Modelo Keynes-Minsky Generalizado Deflutuações Cíclicas," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 226, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Laurent Ferrara, 2010. "Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 645-655.
- Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012.
"Are Some Forecasters Really Better Than Others?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
- Antonello D’agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
- Antonello D’Agostino & Kieran McQuinn & Karl Whelan, 2010. "Are Some Forecasters Really Better Than Others?," Working Papers 201012, School of Economics, University College Dublin.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011. "Are some forecasters really better than others?," MPRA Paper 32938, University Library of Munich, Germany.
- Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010.
"Evaluating Macroeconomic Forecast: A Review of Some Recent Developments,"
Econometric Institute Research Papers
EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013.
"Are forecast updates progressive?,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011.
"How accurate are government forecasts of economic fundamentals? The case of Taiwan,"
International Journal of Forecasting, Elsevier, vol. 27(4), pages 1066-1075, October.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series CIRJE-F-637, CIRJE, Faculty of Economics, University of Tokyo.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics 10/16, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," KIER Working Papers 720, Kyoto University, Institute of Economic Research.
- Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F., 2010.
"Combining Non-Replicable Forecasts,"
Econometric Institute Research Papers
EI 2010-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Combining Non-Replicable Forecasts," Working Papers in Economics 10/35, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2011.
"Great Expectatrics: Great Papers, Great Journals, Great Econometrics,"
Econometric Reviews, Taylor & Francis Journals, vol. 30(6), pages 583-619.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," KIER Working Papers 714, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Working Papers in Economics 10/36, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Documentos de Trabajo del ICAE 2011-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2013.
"Globalization and knowledge spillover: international direct investment, exports and patents,"
Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 22(4), pages 329-352, June.
- Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," KIER Working Papers 721, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2012. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Documentos de Trabajo del ICAE 2012-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Working Papers in Economics 10/54, University of Canterbury, Department of Economics and Finance.
- Chang, C-L. & Chang, S.P. & McAleer, M.J., 2010. "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Econometric Institute Research Papers EI 2010-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010.
"Modeling the Effect of Oil Price on Global Fertilizer Prices,"
KIER Working Papers
722, Kyoto University, Institute of Economic Research.
- Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Working Papers in Economics 10/55, University of Canterbury, Department of Economics and Finance.
- Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J., 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Econometric Institute Research Papers EI 2010-56, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010.
"Evaluating Combined Non-Replicable Forecast,"
Econometric Institute Research Papers
EI 2010-74, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics 10/74, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers 744, Kyoto University, Institute of Economic Research.
- Chengsi Zhang & Joel Clovis, 2010.
"The New Keynesian Phillips Curve of Rational Expectations: A Serial Correlation Extension,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 13(1), pages 159-179, May.
- Chengsi Zhang & Joel Clovis, 2010. "The New Keynesian Phillips Curve of rational expectations: A serial correlation extension," Journal of Applied Economics, Universidad del CEMA, vol. 13, pages 159-179, May.
- M. Hakan Berument & Afsin Sahin, 2010.
"Seasonality in Inflation Volatility: Evidence from Turkey,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 13(1), pages 39-65, May.
- M. Hakan Berument & Afsin Sahin, 2010. "Seasonality in inflation volatility: Evidence from Turkey," Journal of Applied Economics, Universidad del CEMA, vol. 13, pages 39-65, May.
- Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009.
"Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression,"
CEPR Discussion Papers
7546, C.E.P.R. Discussion Papers.
- Pooyan Amir Ahmadi & Albrecht Ritschl, 2010. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers dp0967, Centre for Economic Performance, LSE.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 27878, London School of Economics and Political Science, Department of Economic History.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 51582, London School of Economics and Political Science, Department of Economic History.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: A FAVAR model of monetary policy during the Great Depression," SFB 649 Discussion Papers 2009-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ritschl, Albrecht & Sarferaz, Samad, 2009.
"Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931,"
CEPR Discussion Papers
7610, C.E.P.R. Discussion Papers.
- Albrecht Ritschl & Samad Salferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers dp0977, Centre for Economic Performance, LSE.
- Ritschl, Albrecht & Sarferaz, Samad, 2010. "Crisis? What crisis? Currency vs. banking in the Financial Crisis of 1931," SFB 649 Discussion Papers 2010-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ritschl, Albrecht & Salferaz, Samad, 2010. "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics 28726, London School of Economics and Political Science, LSE Library.
- Michael Graff & Jan-Egbert Sturm, 2010.
"The information content of capacity utilisation rates for output gap estimates,"
KOF Working papers
10-269, KOF Swiss Economic Institute, ETH Zurich.
- Michael Graff & Jan-Egbert Sturm, 2010. "The Information Content of Capacity Utilisation Rates for Output Gap Estimates," CESifo Working Paper Series 3276, CESifo.
- Joachim Ragnitz & Stefan Arent & Wolfgang Nierhaus & Beate Schirwitz & Johannes Steinbrecher & Gerit Vogt & Björn Ziegenbalg, 2010. "Methodenexpertise zur Analyse der Auswirkungen der internationalen Finanz- und Wirtschaftskrise auf die Wirtschaft im Land Brandenburg : Gutachten im Auftrag des Ministeriums für Wirtschaft des Landes," ifo Dresden Studien, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 53, September.
- François Lescaroux, 2010. "The petroleum market: The ongoing oil price “shock” and the next “counter-shock”," International Economics, CEPII research center, issue 121, pages 99-130.
- Jan Filacek & Branislav Saxa, 2010. "Central Bank Forecasts as a Coordination Device," Working Papers 2010/13, Czech National Bank.
- Filip Novotný & Marie Raková, 2011.
"Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(4), pages 348-366, August.
- Filip Novotny & Marie Rakova, 2010. "Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective," Working Papers 2010/14, Czech National Bank.
- Herman Kamil & Jose David Pulido & Jose Luis Torres, 2010.
"El "IMACO": un índice mensual líder de la actividad económica en Colombia,"
Borradores de Economia
609, Banco de la Republica de Colombia.
- Herman Kamil & José David Pulido & José Luis Torres, 2010. "El IMACO": un índice mensual líder de la actividad económica en Colombia"," Borradores de Economia 7129, Banco de la Republica.
- González-Molano, Eliana Rocío & Jalil-Barney, Munir Andrés & Romero-Chamorro, José Vicente, 2011.
"Inflación y expectativas de inflación en Colombia,"
Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.2, volume 2, chapter 13, pages 491-519,
Banco de la Republica de Colombia.
- Eliana González & Munir Jalil & José Vicente Romero, 2010. "Inflación y expectativas de inflación en Colombia," Borradores de Economia 618, Banco de la Republica de Colombia.
- Eliana González & Munir Jalil & Jose Vicente Romero Chamorro, 2010. "Inflación y expectativas de inflación en Colombia," Borradores de Economia 7307, Banco de la Republica.
- Andrés Vélez, 2010. "valoracion de las quality options en los futuros de TES," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
- Carlos Aldana & Felipe Aristizabal & Claudia Echavarría, 2010. "Instrumentos regulatorios para fomentar la profundizacion del mercado de deuda privada en Colombia," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
- María Rosa Álvarez Castrillón & Andrés Ramírez Hassan & Alejandro Rendón Barrera, 2010. "La curva de rendimientos como un indicador adelantado de la actividad económica, el caso colombiano: Período 2001-2009," Revista Ecos de Economía, Universidad EAFIT, October.
- George Verikios & James McCaw & Jodie McVernon & Anthony Harris, 2010. "H1N1 influenza in Australia and its macroeconomic effects," Centre of Policy Studies/IMPACT Centre Working Papers g-212, Victoria University, Centre of Policy Studies/IMPACT Centre.
- Peter Broer & Jürgen Antony, 2010. "Linkages between the Financial and the Real Sector of the Economy: A Literature Survey," CPB Document 216, CPB Netherlands Bureau for Economic Policy Analysis.
- Peter Broer & Jürgen Antony, 2010. "Linkages between the Financial and the Real Sector of the Economy: A Literature Survey," CPB Document 216.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Fan, Jingwen & Minford, Patrick, 2009.
"Can the Fiscal Theory of the price level explain UK inflation in the 1970s?,"
Cardiff Economics Working Papers
E2009/26, Cardiff University, Cardiff Business School, Economics Section, revised Mar 2011.
- Minford, Patrick & Fan, Jingwen, 2010. "Can the Fiscal Theory of the price level explain UK inflation in the 1970s?," CEPR Discussion Papers 7630, C.E.P.R. Discussion Papers.
- Marcellino, Massimiliano & Musso, Alberto, 2011.
"The reliability of real-time estimates of the euro area output gap,"
Economic Modelling, Elsevier, vol. 28(4), pages 1842-1856, July.
- Massimiliano Marcellino & Alberto Musso, 2010. "the Reliability of Real Time Estimates of the EURO Area Output Gap," Economics Working Papers ECO2010/06, European University Institute.
- Marcellino, Massimiliano & Musso, Alberto, 2010. "The Reliability of Real Time Estimates of the Euro Area Output Gap," CEPR Discussion Papers 7716, C.E.P.R. Discussion Papers.
- Dr. James Mitchell, 2009.
"Measuring Output Gap Uncertainty,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
342, National Institute of Economic and Social Research.
- Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010. "Measuring Output Gap Uncertainty," CEPR Discussion Papers 7742, C.E.P.R. Discussion Papers.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, Department of Economics, Mathematics & Statistics.
- Marcellino, Massimiliano & Musso, Alberto, 2010. "The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap," CEPR Discussion Papers 7763, C.E.P.R. Discussion Papers.
- Volker Wieland & Maik Wolters, 2011.
"The diversity of forecasts from macroeconomic models of the US economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
- Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
- Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
- Janine Aron & John Muellbauer, 2013.
"New Methods for Forecasting Inflation, Applied to the US,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 637-661, October.
- Muellbauer, John & Aron, Janine, 2010. "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers 7877, C.E.P.R. Discussion Papers.
- Sumru Altug & Melike Bildirici, 2010.
"Business Cycles around the Globe: A Regime Switching Approach,"
Koç University-TUSIAD Economic Research Forum Working Papers
1009, Koc University-TUSIAD Economic Research Forum.
- Altug, Sumru & Bildirici, Melike, 2010. "Business Cycles around the Globe: A Regime-switching Approach," CEPR Discussion Papers 7968, C.E.P.R. Discussion Papers.
- Sumru Altuğ & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Working Papers 0032, Yildiz Technical University, Department of Economics, revised Mar 2010.
- Galí, Jordi, 2011.
"Are central banks' projections meaningful?,"
Journal of Monetary Economics, Elsevier, vol. 58(6), pages 537-550.
- Jordi Gali, 2008. "Are Central Banks' Projections Meaningful?," 2008 Meeting Papers 174, Society for Economic Dynamics.
- GalÃ, Jordi, 2010. "Are Central Banks' Projections Meaningful?," CEPR Discussion Papers 8027, C.E.P.R. Discussion Papers.
- Jordi Galí, 2010. "Are Central Banks' Projections Meaningful?," NBER Working Papers 16384, National Bureau of Economic Research, Inc.
- Vasco Carvalho & Xavier Gabaix, 2013.
"The Great Diversification and Its Undoing,"
American Economic Review, American Economic Association, vol. 103(5), pages 1697-1727, August.
- Vasco Carvalho & Xavier Gabaix, 2010. "The great diversification and its undoing," Economics Working Papers 1208, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2010.
- Gabaix, Xavier & Carvalho, Vasco, 2010. "The Great Diversification and its Undoing," CEPR Discussion Papers 8044, C.E.P.R. Discussion Papers.
- Vasco M. Carvalho & Xavier Gabaix, 2015. "The Great Diversification and its Undoing," Working Papers 422, Barcelona School of Economics.
- Vasco M. Carvalho & Xavier Gabaix, 2010. "The Great Diversification and its Undoing," NBER Working Papers 16424, National Bureau of Economic Research, Inc.
- Xavier Gabaix & Vasco M. Carvalho, 2010. "The Great Diversification and its Undoing," 2010 Meeting Papers 880, Society for Economic Dynamics.
- C. Minodier, 2010. "First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth," Documents de Travail de la DESE - Working Papers of the DESE g2010-01, Institut National de la Statistique et des Etudes Economiques, DESE.
- Mario Coccia, 2010. "Positive and negative stress in business cycle behaviour," CERIS Working Paper 201001, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012.
"Leverage causes fat tails and clustered volatility,"
Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 695-707, February.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2009. "Leverage Causes Fat Tails and Clustered Volatility," Papers 0908.1555, arXiv.org, revised Jan 2010.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2011.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2012.
"Leverage causes fat tails and clustered volatility,"
Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 695-707, February.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2009. "Leverage Causes Fat Tails and Clustered Volatility," Papers 0908.1555, arXiv.org, revised Jan 2010.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2011.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.
- Igor Vetlov & Ricardo Mourinho Félix & Laure Frey & Tibor Hlédik & Zoltán Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010.
"The Implementation of Scenarios Using DSGE Models,"
Bank of Lithuania Working Paper Series
8, Bank of Lithuania.
- Igor Vetlov & Ricardo Mourinho Felix & Laure Frey & Tibor Hledik & Zoltan Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010. "The Implementation of Scenarios using DSGE Models," Working Papers 2010-10, Central Bank of Cyprus.
- Dorothea Lucke, 2010. "Deutsche Industrie kommt mit Schwung aus der Krise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 77(47), pages 13-20.
- Siliverstovs Boriss & Kholodilin Konstantin A., 2012.
"Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(4), pages 429-444, August.
- Boriss Siliverstovs & Konstantin A. Kholodilin, 2010. "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Discussion Papers of DIW Berlin 970, DIW Berlin, German Institute for Economic Research.
- Sylvain Prado, 2010.
"A Family Hitch: Econometrics of the New and the Used Car Markets,"
Working Papers
hal-04140927, HAL.
- Sylvain Prado, 2010. "A Family Hitch : Econometrics of the New and the Used Car Markets," EconomiX Working Papers 2010-4, University of Paris Nanterre, EconomiX.
- Paul Levine, 2012.
"Monetary policy in an uncertain world: probability models and the design of robust monetary rules,"
Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," Working Papers id:2761, eSocialSciences.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World : Probability Models and the Design of Robust Monetary Rules," Macroeconomics Working Papers 21853, East Asian Bureau of Economic Research.
- Levine, Paul, 2010. "Monetary policy in an uncertain world: Probability models and the design of robust monetary rules," Working Papers 10/72, National Institute of Public Finance and Policy.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," School of Economics Discussion Papers 0210, School of Economics, University of Surrey.
- Batini, Nicoletta & Gabriel, Vasco & Levine, Paul, 2010.
"A Floating versus managed exchange rate regime in a DSGE model of India,"
Working Papers
10/70, National Institute of Public Finance and Policy.
- Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," Macroeconomics Working Papers 21992, East Asian Bureau of Economic Research.
- Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," School of Economics Discussion Papers 0410, School of Economics, University of Surrey.
- Nicoletta Batini & Vasco J. Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," NIPE Working Papers 31/2010, NIPE - Universidade do Minho.
- Teresa Garcia-Milà & Albert Marcet & Eva Ventura, 2010.
"Supply Side Interventions and Redistribution,"
Economic Journal, Royal Economic Society, vol. 120(543), pages 105-130, March.
- Teresa Garcia-Milà & Albert Marcet & Eva Ventura, 1995. "Supply side interventions and redistribution," Economics Working Papers 115, Department of Economics and Business, Universitat Pompeu Fabra.
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"Forecasting Inflation Using Dynamic Model Averaging,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
- Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
- Rasmus Kattai, 2010. "Credit risk model for the Estonian banking sector," Bank of Estonia Working Papers wp2010-01, Bank of Estonia, revised 04 Feb 2010.
- Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2010.
"A new algorithm for solving dynamic stochastic macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 388-403, March.
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- Mansor H. Ibrahim, 2010. "An Empirical Analysis of Real Activity and Stock Returns in an Emerging Market," Economic Analysis and Policy, Elsevier, vol. 40(2), pages 263-271, September.
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"Existence of singularity bifurcation in an Euler-equations model of the United States economy: Grandmont was right,"
Economic Modelling, Elsevier, vol. 27(6), pages 1345-1354, November.
- Barnett, William A. & He, Susan, 2009. "Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right," MPRA Paper 12803, University Library of Munich, Germany.
- Sinclair, Tara M. & Joutz, Fred & Stekler, H.O., 2010.
"Can the Fed predict the state of the economy?,"
Economics Letters, Elsevier, vol. 108(1), pages 28-32, July.
- Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2009-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2010.
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- Clements, Michael P., 2010.
"Explanations of the inconsistencies in survey respondents' forecasts,"
European Economic Review, Elsevier, vol. 54(4), pages 536-549, May.
- Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents' forecasts," Economic Research Papers 269881, University of Warwick - Department of Economics.
- Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics.
- Guse, Eran A., 2010. "Heterogeneous expectations, adaptive learning, and evolutionary dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 74(1-2), pages 42-57, May.
- Elmostafa Bentour and Weshah Razzak, "undated".
"Real Interest Rates, Bubbles and Monetary Policy in the GCC countries,"
API-Working Paper Series
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- E. M. Bentour & W. A. Razzak, 2010. "Real Interest Rates, Bubbles and Monetary Policy in the GCC countries," EERI Research Paper Series EERI_RP_2010_03, Economics and Econometrics Research Institute (EERI), Brussels.
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- Ravazzolo Francesco & Vahey Shaun P., 2014.
"Forecast densities for economic aggregates from disaggregate ensembles,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 367-381, September.
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- Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast Densities for Economic Aggregates from Disaggregate Ensembles," CAMA Working Papers 2010-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Don Harding, 2010.
"Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle,"
Working Papers
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- Don Harding, 2010. "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers 2010-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
- Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series 58, National Centre for Econometric Research.
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"Real-time inflation forecast densities from ensemble Phillips curves,"
The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 77-87, January.
- Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance 0910, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2010. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," CAMA Working Papers 2010-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Guillermo Benavides, 2010. "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 4(2), pages 1-27.
- Oguz Kaynar & Serkan Tastan & Ferhan Demirkoparan, 2010. "Ham Petrol Fiyatlarinin Yapay Sinir Aglari ile Tahmini," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 10(2), pages 559-573.
- Ritschl, Albrecht & Sarferaz, Samad, 2009.
"Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931,"
CEPR Discussion Papers
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- Albrecht Ritschl & Samad Salferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers dp0977, Centre for Economic Performance, LSE.
- Ritschl, Albrecht & Sarferaz, Samad, 2010. "Crisis? What crisis? Currency vs. banking in the Financial Crisis of 1931," SFB 649 Discussion Papers 2010-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cassou, Steven P. & Vázquez Pérez, Jesús, 2010. "New Keynesian Model Features that Can Reproduce Lead, Lag and Persistence Patterns," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
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"Second-order approximation of dynamic models with time-varying risk,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1231-1247.
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- Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2010. "Second-Order Approximation of Dynamic Models with Time-Varying Risk," EIEF Working Papers Series 1021, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2010.
- Benigno, Pierpaolo & Benigno, Gianluca & Nistico, Salvatore, 2011. "Second Order Approximation of Dynamic Models with Time-Varying Risk," CEPR Discussion Papers 8177, C.E.P.R. Discussion Papers.
- Gianluca Benigno & Pierpaolo Benigno & Salvatore Nistico, 2011. "Second-Order Approximation of Dynamic Models with Time-Varying Risk," FMG Discussion Papers dp677, Financial Markets Group.
- Gianluca Benigno & Pierpaolo Benigno & Salvatore Nisticò, 2010. "Second-Order Approximation of Dynamic Models with Time-Varying Risk," CEP Discussion Papers dp1033, Centre for Economic Performance, LSE.
- Benigno, Gianluca & Benigno, Pierpaolo & Nisticò, Salvatore, 2011. "Second-order approximation of dynamic models with time-varying risk," LSE Research Online Documents on Economics 119071, London School of Economics and Political Science, LSE Library.
- Benigno, Gianluca & Benigno, Pierpaolo & Nisticò, Salvatore, 2010. "Second-order approximation of dynamic models with time-varying risk," LSE Research Online Documents on Economics 121707, London School of Economics and Political Science, LSE Library.
- Bentancor, Andrea & Pincheira, Pablo, 2010. "Predicción de errores de proyección de inflación en Chile," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(305), pages 129-154, enero-mar.
- Capistrán, Carlos & López-Moctezuma, Gabriel, 2010. "Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 275-312, abril-jun.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010.
"Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments,"
CIRJE F-Series
CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013.
"Are forecast updates progressive?,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010.
"Combining Non-Replicable Forecasts,"
Working Papers in Economics
10/35, University of Canterbury, Department of Economics and Finance.
- Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F., 2010. "Combining Non-Replicable Forecasts," Econometric Institute Research Papers EI 2010-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010.
"Modeling the Effect of Oil Price on Global Fertilizer Prices,"
Working Papers in Economics
10/55, University of Canterbury, Department of Economics and Finance.
- Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J., 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Econometric Institute Research Papers EI 2010-56, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," KIER Working Papers 722, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010.
"Evaluating Combined Non-Replicable Forecasts,"
Working Papers in Economics
10/74, University of Canterbury, Department of Economics and Finance.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Evaluating Combined Non-Replicable Forecast," Econometric Institute Research Papers EI 2010-74, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers 744, Kyoto University, Institute of Economic Research.
- Tausch, Arno, 2010. "Paul Boccara's analysis of global capitalism. the return of the Bourbons, and the breakdown of the Brussels / Paris neo-liberal consensus," Entelequia. Revista Interdisciplinar, Entelequia y Servicios Académicos Intercontinentales SL, issue 12, pages 105-147, Fall.
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"Monetary policy in an uncertain world: probability models and the design of robust monetary rules,"
Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World : Probability Models and the Design of Robust Monetary Rules," Macroeconomics Working Papers 21853, East Asian Bureau of Economic Research.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," Working Papers id:2761, eSocialSciences.
- Levine, Paul, 2010. "Monetary policy in an uncertain world: Probability models and the design of robust monetary rules," Working Papers 10/72, National Institute of Public Finance and Policy.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," School of Economics Discussion Papers 0210, School of Economics, University of Surrey.
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"A Leading Index for the Indian Economy,"
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"The forecasting horizon of inflationary expectations and perceptions in the EU – Is it really 12 months?,"
European Economy - Economic Papers 2008 - 2015
435, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Jonung, Lars & Lindén, Staffan, 2011. "The forecasting horizon of inflationary expectations and perceptions in the EU. Is it really 12 months?," Working Papers 2011:5, Lund University, Department of Economics.
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"The reliability of real-time estimates of the euro area output gap,"
Economic Modelling, Elsevier, vol. 28(4), pages 1842-1856, July.
- Marcellino, Massimiliano & Musso, Alberto, 2010. "The Reliability of Real Time Estimates of the Euro Area Output Gap," CEPR Discussion Papers 7716, C.E.P.R. Discussion Papers.
- Massimiliano Marcellino & Alberto Musso, 2010. "the Reliability of Real Time Estimates of the EURO Area Output Gap," Economics Working Papers ECO2010/06, European University Institute.
- Xuanhua Xu & Bin Pan, 2010. "Capital Liquidity and Residents’ Consumption Decision: An Asymmetry Analysis of Economic Prosperity," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 5(4), pages 622-639, December.
- D'Amuri, Francesco & Marcucci, Juri, 2009.
"‘Google it!’ Forecasting the US unemployment rate with a Google job search index,"
ISER Working Paper Series
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"Real-Time Model Uncertainty in the United States: "Robust" Policies Put to the Test,"
International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 113-155, March.
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- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2011.
"Input And Output Inventories In General Equilibrium,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1179-1213, November.
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"The Phillips curve and US monetary policy: what the FOMC transcripts tell us,"
Oxford Economic Papers, Oxford University Press, vol. 64(2), pages 197-216, April.
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"Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions,"
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- Castro, Vítor & Sousa, Ricardo M., 2012.
"How do central banks react to wealth composition and asset prices?,"
Economic Modelling, Elsevier, vol. 29(3), pages 641-653.
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- Vitor Castro & Ricardo M. Sousa, 2010. "How Do Central Banks React to Wealth Composition and Asset Prices?," GEMF Working Papers 2010-19, GEMF, Faculty of Economics, University of Coimbra.
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"Has the accuracy of German macroeconomic forecasts improved?,"
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- William D. Larson, 2010. "Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment," Working Papers 2010-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Feb 2011.
- Byron Gangnes, 2010.
"Alternative Policies for US Economic Recovery,"
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- Byron Ganges, 2010. "Alternative Policies for US Economic Recovery," Working Papers 2010-02, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
- F. Gerard Adams & Byron Ganges, 2010. "Why Hasn’t the US Economic Stimulus Been More Effective? The Debate on Tax and Expenditure Multipliers," Working Papers 2010-10, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
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"The Employment Effects of Fiscal Policy: How Costly Are ARRA Jobs?,"
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- Byron Gangnes, 2010. "The Employment Effects of Fiscal Policy: How Costly are ARRA Jobs?," Working Papers 2010-16, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
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"Forecasting Based on Common Trends in Mixed Frequency Samples,"
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- Byron Ganges, 2010.
"Alternative Policies for US Economic Recovery,"
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- Byron Gangnes, 2010. "Alternative Policies for US Economic Recovery," Working Papers 201002, University of Hawaii at Manoa, Department of Economics.
- F. Gerard Adams & Byron Gangnes, 2010. "Why Hasn’t the US Economic Stimulus Been More Effective? The Debate on Tax and Expenditure Multipliers," Working Papers 201010, University of Hawaii at Manoa, Department of Economics.
- Byron Gangnes, 2010.
"The Employment Effects of Fiscal Policy: How Costly are ARRA Jobs?,"
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- F. Gerard Adams & Byron Gangnes, 2010. "The Employment Effects of Fiscal Policy: How Costly Are ARRA Jobs?," Working Papers 201026, University of Hawaii at Manoa, Department of Economics.
- Carboni, Giacomo & Ellison, Martin, 2011.
"Inflation and output volatility under asymmetric incomplete information,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 40-51, January.
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"Degree of openness and inflation targeting policy: model of a small open economy,"
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- Jihene Bousrih, 2012.
"Degree of openness and inflation targeting policy: model of a small open economy,"
Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(3), pages 232-246, July.
- Jihène Bousrih, 2010. "Degree of openness and inflation targeting policy : model of a small open economy," Post-Print halshs-00460136, HAL.
- Jihène Bousrih, 2010. "Degree of openess and inflation targeting policy : model of small open economy," Post-Print halshs-00496405, HAL.
- Bousrih Jihene, 2010. "Degree of Openness and Inflation Targeting Policy: Model of a Small Open Economy," Working Papers 2010.2, International Network for Economic Research - INFER.
- Jihène Bousrih, 2011. "Degree of openness and inflation targeting policy : model of a small open economy," Post-Print halshs-00603217, HAL.
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- Sylvain Prado, 2010.
"A Family Hitch : Econometrics of the New and the Used Car Markets,"
EconomiX Working Papers
2010-4, University of Paris Nanterre, EconomiX.
- Sylvain Prado, 2010. "A Family Hitch: Econometrics of the New and the Used Car Markets," Working Papers hal-04140927, HAL.
- Ulrich Fritsche & Ullrich Heilemann, 2010. "Too Many Cooks? The German Joint Diagnosis and Its Production," Macroeconomics and Finance Series 201001, University of Hamburg, Department of Socioeconomics.
- Durevall, Dick & Loening, Josef L. & Ayalew Birru, Yohannes, 2013.
"Inflation dynamics and food prices in Ethiopia,"
Journal of Development Economics, Elsevier, vol. 104(C), pages 89-106.
- Durevall, Dick & Loening, Josef L. & Birru, Yohannes A., 2010. "Inflation Dynamics and Food Prices in Ethiopia," Working Papers in Economics 478, University of Gothenburg, Department of Economics, revised 03 Jun 2013.
- Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F., 2010. "Density-Conditional Forecasts in Dynamic Multivariate Models," Working Paper Series 247, Sveriges Riksbank (Central Bank of Sweden).
- Lundholm, Michael, 2010. "Are Inflation Forecasts from Major Swedish Forecasters Biased?," Research Papers in Economics 2010:10, Stockholm University, Department of Economics.
- Lundholm, Michael, 2010. "Sveriges Riksbank's Inflation Interval Forecasts 1999-2005," Research Papers in Economics 2010:11, Stockholm University, Department of Economics.
- Ritschl, Albrecht & Sarferaz, Samad, 2009.
"Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931,"
CEPR Discussion Papers
7610, C.E.P.R. Discussion Papers.
- Albrecht Ritschl & Samad Sarferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," SFB 649 Discussion Papers SFB649DP2010-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Albrecht Ritschl & Samad Salferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers dp0977, Centre for Economic Performance, LSE.
- Ritschl, Albrecht & Salferaz, Samad, 2010. "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics 28726, London School of Economics and Political Science, LSE Library.
- Maciej Bukowski & Pawel Kowal, 2010. "Large scale, multi-sector DSGE model as a climate policy assessment tool - Macroeconomic Mitigation Options (MEMO) model for Poland," IBS Working Papers 3/2010, Instytut Badan Strukturalnych.
- Michael Bordo & Ali Dib & Lawrence Schembri, 2010.
"Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 51-99, September.
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- Michael Bordo & Ali Dib & Lawrence L. Schembri, 2007. "Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy," Staff Working Papers 07-45, Bank of Canada.
- Carlos Garcia & Pablo Gonzalez & Antonio Moncado, 2010. "Proyecciones Macroeconómicas en Chile: Una Aproximación Bayesiana," ILADES-UAH Working Papers inv262, Universidad Alberto Hurtado/School of Economics and Business.
- Nicoletta Batini & Young-Bae Kim & Paul Levine & Emanuela Lotti, 2009.
"Informal Labour and Credit Markets: A Survey,"
School of Economics Discussion Papers
0609, School of Economics, University of Surrey.
- Paul L Levine & Emanuela Lotti & Nicoletta Batini & Young-Bae Kim, 2010. "Informal Labour and Credit Markets; A Survey," IMF Working Papers 10/42, International Monetary Fund.
- Batini, Nicoletta & Kim, Young-Bae & Levine, Paul & Lotti, Emanuela, 2011. "Informal Labour and Credit Markets: A Survey," Working Papers 11/94, National Institute of Public Finance and Policy.
- Nicoletta Batini & Young-Bae Kim & Paul Levine & Emanuela Lotti, 2009.
"Informal Labour and Credit Markets: A Survey,"
School of Economics Discussion Papers
0609, School of Economics, University of Surrey.
- Batini, Nicoletta & Kim, Young-Bae & Levine, Paul & Lotti, Emanuela, 2011. "Informal Labour and Credit Markets: A Survey," Working Papers 11/94, National Institute of Public Finance and Policy.
- Mr. Paul L Levine & Emanuela Lotti & Nicoletta Batini & Young-Bae Kim, 2010. "Informal Labour and Credit Markets: A Survey," IMF Working Papers 2010/042, International Monetary Fund.
- Jihene Bousrih, 2012.
"Degree of openness and inflation targeting policy: model of a small open economy,"
Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(3), pages 232-246, July.
- Jihène Bousrih, 2010. "Degree of openess and inflation targeting policy : model of small open economy," Post-Print halshs-00496405, HAL.
- Bousrih Jihene, 2010. "Degree of Openness and Inflation Targeting Policy: Model of a Small Open Economy," Working Papers 2010.2, International Network for Economic Research - INFER.
- Jihène Bousrih, 2010. "Degree of openness and inflation targeting policy : model of a small open economy," Post-Print halshs-00460136, HAL.
- Jihène Bousrih, 2011. "Degree of openness and inflation targeting policy : model of a small open economy," Post-Print halshs-00603217, HAL.
- Jihène Bousrih, 2011. "Degree of openness and inflation targeting policy: Model of a small open economy," Post-Print halshs-00603207, HAL.
- Oliver Hossfeld, 2010. "US Money Demand, Monetary Overhang, and Inflation," Working Papers 2010.4, International Network for Economic Research - INFER.
- Katja Drechsel & Rolf Scheufele, 2010. "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers 10, Halle Institute for Economic Research.
- Sebastian Giesen & Oliver Holtemöller & Juliane Scharff & Rolf Scheufele, 2010. "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers 6, Halle Institute for Economic Research.
- Kajal Lahiri & Xuguang Sheng, 2010.
"Measuring forecast uncertainty by disagreement: The missing link,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.
- Kajal Lahiri & Xuguang Sheng, 2008. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," ifo Working Paper Series 60, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
- Kirstin Hubrich & Kenneth D. West, 2010.
"Forecast evaluation of small nested model sets,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
- Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc.
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- Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2010.
"Combining forecast densities from VARs with uncertain instabilities,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 621-634.
- Anne Sofie Jore & James Mitchell & Shaun Vahey, 2008. "Combining Forecast Densities from VARs with Uncertain Instabilities," Reserve Bank of New Zealand Discussion Paper Series DP2008/18, Reserve Bank of New Zealand.
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- Pablo A. Guerron-Quintana, 2010.
"What you match does matter: the effects of data on DSGE estimation,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 774-804.
- Pablo A. Guerron, 2007. "What You Match Does Matter: The Effects of Data on DSGE Estimation," Working Paper Series 012, North Carolina State University, Department of Economics.
- Hofer Helmut & Weyerstraß Klaus & Schmidt Torsten, 2011.
"Practice and Prospects of Medium-term Economic Forecasting,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 153-171, February.
- Hofer, Helmut & Schmidt, Torsten & Weyerstrass, Klaus, 2010. "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers 177, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass, 2010. "Practice and prospects of medium-term economic forecasting," NRN working papers 2010-12, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2010.
"Survey data as coincident or leading indicators,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 109-131.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, "undated". "Survey Data as Coincident or Leading Indicators," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2009. "Survey Data as Coicident or Leading Indicators," Economics Working Papers ECO2009/19, European University Institute.
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"Combining inflation density forecasts,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 231-250.
- Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank.
- Dionisios Chionis & Periklis Gogas & Ioannis Pragidis, 2010.
"Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity,"
International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 1-10, February.
- Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis, 2009. "Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity," MPRA Paper 13911, University Library of Munich, Germany.
- Asuncion Beamonte & Pilar Gargallo & Manuel Salvador, 2010. "Analysis of housing price by means of STAR models with neighbourhood effects: a Bayesian approach," Journal of Geographical Systems, Springer, vol. 12(2), pages 227-240, June.
- Rangan Gupta & Sonali Das, 2010.
"Predicting Downturns in the US Housing Market: A Bayesian Approach,"
The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 294-319, October.
- Rangan Gupta & Sonali Das, 2008. "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers 200821, University of Pretoria, Department of Economics.
- Sang Hoon Kang & Seong-Min Yoon, 2010. "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, vol. 26, pages 431-451.
- Leonardo Morales-Arias & Guilherme V. Moura, 2010. "A Conditionally Heteroskedastic Global Inflation Model," Kiel Working Papers 1666, Kiel Institute for the World Economy.
- Altug, Sumru & Bildirici, Melike, 2010.
"Business Cycles around the Globe: A Regime-switching Approach,"
CEPR Discussion Papers
7968, C.E.P.R. Discussion Papers.
- Sumru Altug & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Koç University-TUSIAD Economic Research Forum Working Papers 1009, Koc University-TUSIAD Economic Research Forum.
- Sumru Altuğ & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Working Papers 0032, Yildiz Technical University, Department of Economics, revised Mar 2010.
- Konstantin Kholodilin & Boriss Siliverstovs, 2010. "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP," KOF Working papers 10-251, KOF Swiss Economic Institute, ETH Zurich.
- Michael Graff & Jan-Egbert Sturm, 2010.
"The Information Content of Capacity Utilisation Rates for Output Gap Estimates,"
CESifo Working Paper Series
3276, CESifo.
- Michael Graff & Jan-Egbert Sturm, 2010. "The information content of capacity utilisation rates for output gap estimates," KOF Working papers 10-269, KOF Swiss Economic Institute, ETH Zurich.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2011.
"Great Expectatrics: Great Papers, Great Journals, Great Econometrics,"
Econometric Reviews, Taylor & Francis Journals, vol. 30(6), pages 583-619.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Working Papers in Economics 10/36, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2011. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Documentos de Trabajo del ICAE 2011-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," KIER Working Papers 714, Kyoto University, Institute of Economic Research.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011.
"How accurate are government forecasts of economic fundamentals? The case of Taiwan,"
International Journal of Forecasting, Elsevier, vol. 27(4), pages 1066-1075, October.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series CIRJE-F-637, CIRJE, Faculty of Economics, University of Tokyo.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," KIER Working Papers 720, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics 10/16, University of Canterbury, Department of Economics and Finance.
- Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010.
"Modeling the Effect of Oil Price on Global Fertilizer Prices,"
Working Papers in Economics
10/55, University of Canterbury, Department of Economics and Finance.
- Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," KIER Working Papers 722, Kyoto University, Institute of Economic Research.
- Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J., 2010. "Modeling the Effect of Oil Price on Global Fertilizer Prices," Econometric Institute Research Papers EI 2010-56, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010.
"Evaluating Combined Non-Replicable Forecasts,"
Working Papers in Economics
10/74, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers 744, Kyoto University, Institute of Economic Research.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Evaluating Combined Non-Replicable Forecast," Econometric Institute Research Papers EI 2010-74, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Igor Vetlov & Ricardo Mourinho Felix & Laure Frey & Tibor Hledik & Zoltan Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010.
"The Implementation of Scenarios using DSGE Models,"
Working Papers
2010-10, Central Bank of Cyprus.
- Igor Vetlov & Ricardo Mourinho Félix & Laure Frey & Tibor Hlédik & Zoltán Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010. "The Implementation of Scenarios Using DSGE Models," Bank of Lithuania Working Paper Series 8, Bank of Lithuania.
- Syed Kumail Abbas Naqvi & Bushra Naqvi, 2010. "Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 15(2), pages 1-33, Jul-Dec.
- Don Harding, 2010.
"Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle,"
NCER Working Paper Series
58, National Centre for Econometric Research.
- Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
- Don Harding, 2010. "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers 2010-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
- Branimir Jovanovic & Magdalena Petrovska, 2010. "Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting," Working Papers 2010-02, National Bank of the Republic of North Macedonia, revised Aug 2010.
- Balázs Krusper & Gábor Pellényi, 2010. "Impacts of fiscal adjustments in Western European countries on the Hungarian economy," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 5(4), pages 17-23, December.
- Heather M Anderson & Farshid Vahid, 2010. "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers 14/10, Monash University, Department of Econometrics and Business Statistics.
- National Bank of Belgium, 2010. "Economic projections for Belgium – Autumn 2010," Economic Review, National Bank of Belgium, issue iii, pages 7-20, December.
- National Bank of Belgium, 2010. "Economic projections for Belgium – Spring 2010," Economic Review, National Bank of Belgium, issue i, pages 7-25, June.
- V. Baugnet & D. Dury, 2010. "Energy markets and the macroeconomy," Economic Review, National Bank of Belgium, issue ii, pages 61-82, September.
- Kishor N. Kundan, 2010. "The Superiority of Greenbook Forecasts and the Role of Recessions," NBP Working Papers 74, Narodowy Bank Polski.
- Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Núñez, 2010.
"The Cost of Avoiding Crime: The Case of Bogotá,"
NBER Chapters, in: The Economics of Crime: Lessons For and From Latin America, pages 101-132,
National Bureau of Economic Research, Inc.
- Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 508, Banco de la Republica de Colombia.
- Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 4600, Banco de la Republica.
- Sakuragawa, Masaya & Hosono, Kaoru, 2011.
"Fiscal sustainability in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 434-446.
- Masaya Sakuragawa & Kaoru Hosono, 2010. "Fiscal Sustainability in Japan," NBER Chapters, in: Fiscal Policy and Crisis, National Bureau of Economic Research, Inc.
- R?diger Bachmann & Steffen Elstner & Eric R. Sims, 2013.
"Uncertainty and Economic Activity: Evidence from Business Survey Data,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(2), pages 217-249, April.
- Steffen Elstner & Eric Sims & Ruediger Bachmann, 2010. "Uncertainty and Economic Activity: Evidence from Business Survey Data," 2010 Meeting Papers 614, Society for Economic Dynamics.
- Eric R. Sims, 2012. "Uncertainty and Economic Activity: Evidence from Business Survey Data," Working Papers 014, University of Notre Dame, Department of Economics, revised Jun 2012.
- Ruediger Bachmann & Steffen Elstner & Eric R. Sims, 2010. "Uncertainty and Economic Activity: Evidence from Business Survey Data," NBER Working Papers 16143, National Bureau of Economic Research, Inc.
- Galí, Jordi, 2011.
"Are central banks' projections meaningful?,"
Journal of Monetary Economics, Elsevier, vol. 58(6), pages 537-550.
- Jordi Gali, 2008. "Are Central Banks' Projections Meaningful?," 2008 Meeting Papers 174, Society for Economic Dynamics.
- Jordi Galí, 2010. "Are Central Banks' Projections Meaningful?," NBER Working Papers 16384, National Bureau of Economic Research, Inc.
- GalÃ, Jordi, 2010. "Are Central Banks' Projections Meaningful?," CEPR Discussion Papers 8027, C.E.P.R. Discussion Papers.
- Menzie Chinn & Kavan Kucko, 2015.
"The Predictive Power of the Yield Curve Across Countries and Time,"
International Finance, Wiley Blackwell, vol. 18(2), pages 129-156, June.
- Menzie D. Chinn & Kavan J. Kucko, 2010. "The Predictive Power of the Yield Curve across Countries and Time," NBER Working Papers 16398, National Bureau of Economic Research, Inc.
- Vasco Carvalho & Xavier Gabaix, 2013.
"The Great Diversification and Its Undoing,"
American Economic Review, American Economic Association, vol. 103(5), pages 1697-1727, August.
- Vasco Carvalho & Xavier Gabaix, 2010. "The great diversification and its undoing," Economics Working Papers 1208, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2010.
- Vasco M. Carvalho & Xavier Gabaix, 2010. "The Great Diversification and its Undoing," NBER Working Papers 16424, National Bureau of Economic Research, Inc.
- Vasco M. Carvalho & Xavier Gabaix, 2015. "The Great Diversification and its Undoing," Working Papers 422, Barcelona School of Economics.
- Gabaix, Xavier & Carvalho, Vasco, 2010. "The Great Diversification and its Undoing," CEPR Discussion Papers 8044, C.E.P.R. Discussion Papers.
- Xavier Gabaix & Vasco M. Carvalho, 2010. "The Great Diversification and its Undoing," 2010 Meeting Papers 880, Society for Economic Dynamics.
- Castro, Vítor & Sousa, Ricardo M., 2012.
"How do central banks react to wealth composition and asset prices?,"
Economic Modelling, Elsevier, vol. 29(3), pages 641-653.
- Vitor Castro & Ricardo M. Sousa, 2010. "How Do Central Banks React to Wealth Composition and Asset Prices?," GEMF Working Papers 2010-19, GEMF, Faculty of Economics, University of Coimbra.
- Vítor Castro & Ricardo M. Sousa, 2010. "How Do Central Banks React to Wealth Composition and Asset Prices?," NIPE Working Papers 26/2010, NIPE - Universidade do Minho.
- Vasco Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010.
"An Estimated DSGE Model of the Indian Economy,"
School of Economics Discussion Papers
1210, School of Economics, University of Surrey.
- Gabriel, Vasco & Levine, Paul & Pearlman, Joseph & Yang, Bo, 2011. "An Estimated DSGE Model of the Indian Economy," Working Papers 11/95, National Institute of Public Finance and Policy.
- Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010. "An Estimated DSGE Model of the Indian Economy," NIPE Working Papers 29/2010, NIPE - Universidade do Minho.
- Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010.
"A Floating versus Managed Exchange Rate Regime in a DSGE Model of India,"
School of Economics Discussion Papers
0410, School of Economics, University of Surrey.
- Nicoletta Batini & Vasco J. Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," NIPE Working Papers 31/2010, NIPE - Universidade do Minho.
- Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," Macroeconomics Working Papers 21992, East Asian Bureau of Economic Research.
- Batini, Nicoletta & Gabriel, Vasco & Levine, Paul, 2010. "A Floating versus managed exchange rate regime in a DSGE model of India," Working Papers 10/70, National Institute of Public Finance and Policy.
- Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010.
"A Floating versus Managed Exchange Rate Regime in a DSGE Model of India,"
Macroeconomics Working Papers
21992, East Asian Bureau of Economic Research.
- Batini, Nicoletta & Gabriel, Vasco & Levine, Paul, 2010. "A Floating versus managed exchange rate regime in a DSGE model of India," Working Papers 10/70, National Institute of Public Finance and Policy.
- Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," School of Economics Discussion Papers 0410, School of Economics, University of Surrey.
- Nicoletta Batini & Vasco J. Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," NIPE Working Papers 31/2010, NIPE - Universidade do Minho.
- Paul Levine, 2012.
"Monetary policy in an uncertain world: probability models and the design of robust monetary rules,"
Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World : Probability Models and the Design of Robust Monetary Rules," Macroeconomics Working Papers 21853, East Asian Bureau of Economic Research.
- Levine, Paul, 2010. "Monetary policy in an uncertain world: Probability models and the design of robust monetary rules," Working Papers 10/72, National Institute of Public Finance and Policy.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," School of Economics Discussion Papers 0210, School of Economics, University of Surrey.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," Working Papers id:2761, eSocialSciences.
- C. Minodier, 2010. "First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth," Documents de Travail de l'Insee - INSEE Working Papers g2010-01, Institut National de la Statistique et des Etudes Economiques.
- Yvan Guillemette, 2010. "A Simulation Model of Federal, Provincial and Territorial Government Accounts for the Analysis of Fiscal-Consolidation Strategies in Canada," OECD Economics Department Working Papers 800, OECD Publishing.
- Elena Angelini & Marta Banbura & Gerhard Rünstler, 2010.
"Estimating and forecasting the euro area monthly national accounts from a dynamic factor model,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-22.
- Angelini, Elena & Rünstler, Gerhard & Bańbura, Marta, 2008. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," Working Paper Series 953, European Central Bank.
- Nikolay Robinzonov & Klaus Wohlrabe, 2010.
"Freedom of Choice in Macroeconomic Forecasting ,"
CESifo Economic Studies, CESifo Group, vol. 56(2), pages 192-220, June.
- Nikolay Robinzonov & Klaus Wohlrabe, 2008. "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," ifo Working Paper Series 57, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Patrick Minford, 2010. "The Banking Crisis as Dynamic Stochastic General Equilibrium," CESifo Economic Studies, CESifo Group, vol. 56(4), pages 554-574, December.
- Pinelopi Koujianou Goldberg & Amit Kumar Khandelwal & Nina Pavcnik & Petia Topalova, 2010.
"Imported Intermediate Inputs and Domestic Product Growth: Evidence from India,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(4), pages 1727-1767.
- Pinelopi K. Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2008. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," NBER Working Papers 14416, National Bureau of Economic Research, Inc.
- Pinelopi Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2009. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," Working Papers 1179, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Tom Holden, 2010.
"Products, patents and productivity persistence: A DSGE model of endogenous growth,"
Economics Series Working Papers
512, University of Oxford, Department of Economics.
- Holden, Tom, 2011. "Products, patents and productivity persistence: A DSGE model of endogenous growth," Dynare Working Papers 4, CEPREMAP.
- S. Boragan Aruoba & Francis X. Diebold, 2010.
"Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions,"
American Economic Review, American Economic Association, vol. 100(2), pages 20-24, May.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-time macroeconomic monitoring: real activity, inflation, and interactions," Working Papers 10-5, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," PIER Working Paper Archive 10-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold, 2010. "Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions," NBER Working Papers 15657, National Bureau of Economic Research, Inc.
- Mamatzakis, E & Remoundos, P, 2010. "Threshold Cointegration in BRENT crude futures market," MPRA Paper 19978, University Library of Munich, Germany.
- Phillips, Kerk L. & Spencer, David E., 2011.
"Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions,"
Journal of Macroeconomics, Elsevier, vol. 33(4), pages 582-594.
- Phillips, Kerk L. & Spencer, David E., 2010. "Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions," MPRA Paper 23503, University Library of Munich, Germany.
- Harin, Alexander, 2010. "Теорема О Существовании Разрывов В Шкале Вероятностей. Дискретный Случай [Theorem of existence of ruptures in probability scale. Discrete case]," MPRA Paper 23902, University Library of Munich, Germany.
- Eyler, Robert & Sonora, Robert, 2010. "Is a National Monetary Policy Optimal?," MPRA Paper 24745, University Library of Munich, Germany.
- Fry, J. M., 2010. "Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices," MPRA Paper 24778, University Library of Munich, Germany.
- Alfaro, Rodrigo & Sagner, Andres, 2010. "Financial Forecast for the Relative Strength Index," MPRA Paper 25913, University Library of Munich, Germany, revised Apr 2010.
- Pankaj SINHA & Sushant GUPTA & Nakul RANDEV, 2011.
"Modeling & Forecasting Of Macro-Economic Variables Of India: Before, During & After Recession,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(1(15)/ Sp), pages 43-60.
- Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010. "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper 26539, University Library of Munich, Germany.
- Bell, Peter N, 2010. "Introduction of the Profit Surface," MPRA Paper 26812, University Library of Munich, Germany.
- Sokolov, Yuri, 2010. "Business cycle effects on portfolio credit risk: A simple FX Adjustment for a factor model," MPRA Paper 27222, University Library of Munich, Germany.
- Skribans, Valerijs, 2010. "Investments model development with the system dynamic method," MPRA Paper 27235, University Library of Munich, Germany.
- Sophocles N. Brissimis & Petros M. Migiakis, 2016.
"Inflation persistence, learning dynamics and the rationality of inflation expectations,"
Empirical Economics, Springer, vol. 51(3), pages 963-979, November.
- Brissimis, Sophocles & Migiakis, Petros, 2010. "Inflation persistence and the rationality of inflation expectations," MPRA Paper 29052, University Library of Munich, Germany.
- Sophocles N. Brissimis & Petros M. Migiakis, 2013. "Inflation persistence and the rationality of inflation expectations," Working Papers 151, Bank of Greece.
- Skribans, Valerijs, 2010. "Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana [Estimation of Economic Benefit of the Introduction of Latvia in the European Union]," MPRA Paper 29313, University Library of Munich, Germany.
- Skribans, Valerijs, 2010. "Latvia’s incoming in European Union economic effect estimation," MPRA Paper 32522, University Library of Munich, Germany.
- Guzman, Giselle C., 2010. "An inflation expectations horserace," MPRA Paper 36511, University Library of Munich, Germany.
- Branimir, Jovanovic & Magdalena, Petrovska, 2010. "Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting," MPRA Paper 43162, University Library of Munich, Germany.
- Kreiter, Zebulun & Paul, Tapas Kumar, 2010. "Deficit Financing and Inflation in Bangladesh: A Vector Autoregressive Analysis," MPRA Paper 45981, University Library of Munich, Germany.
- Esquivel Monge, Manfred & Gomez Rodriguez, Jose Fabio, 2010. "Asymmetries of the Exchange Rate Pass Through to Domestic Prices: The Case of Costa Rica," MPRA Paper 60251, University Library of Munich, Germany, revised Jul 2010.
- Helene Maisonnave & Margaret Chitiga & Bernard Decaluwé & Ramos Mabugu & Véronique Robichaud & Debra Shepherd & Servaas Van der Berg & Dieter Von Fintel, 2015.
"The Impact of the International Economic Crisis on Child Poverty in South Africa,"
Poverty & Public Policy, John Wiley & Sons, vol. 7(2), pages 176-199, June.
- Margaret Chitiga & Bernard Decaluwé & Ramos Mabugu & Hélène Maisonnave & Véronique Robichaud & Debra Shepherd & Servaas van der Berg & Dieter von Fintel, 2010. "The impact of the international economic crisis on child poverty in South Africa," Working Papers 13/2010, Stellenbosch University, Department of Economics.
- Helene Maisonnave & Margaret Chitiga & Bernard Decaluw & Ramos Mabugu & Veronique Robichaud & Debra Shepherd & Servaas van Der Berg & Dieter Von Fintel, 2015. "The Impact of the International Economic Crisis on Child Poverty in South Africa," Post-Print hal-02314216, HAL.
- Margaret Chitiga & Bernard Decaluwe & Ramos Mabugu & Helene Maisonnave & Veronique Robichaud & Debra Shepherd & Servaas van der Berg & Dieter von Fintel, 2010. "The impact of the international economic crisis on child poverty in South Africa," Working Papers 201015, University of Pretoria, Department of Economics.
- Rangan Gupta & Rudi Steinbach, 2010. "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers 201019, University of Pretoria, Department of Economics.
- Matthew Kofi Ocran, 2010. "Exchange Rate Pass-Through To Domestic Prices: The Case of South Africa," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(4), pages 291-306.
- Marie Bessec, 2010.
"Etalonnages du taux de croissance du PIB français sur la base des enquêtes de conjoncture,"
Economie & Prévision, La Documentation Française, vol. 0(2), pages 77-99.
- Marie Bessec, 2010. "Étalonnages du taux de croissance du PIB français sur la base des enquêtes de conjoncture," Économie et Prévision, Programme National Persée, vol. 193(2), pages 77-99.
- André Babeau, 2010. "L’absence de prévisions macrofinancières : une situation calamiteuse heureusement en cours d’évolution," Revue d'Économie Financière, Programme National Persée, vol. 98(3), pages 39-53.
- Don Harding, 2010.
"Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle,"
Working Papers
2010.05, School of Economics, La Trobe University.
- Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series 58, National Centre for Econometric Research.
- Don Harding, 2010. "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers 2010-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
- Adam Cagliarini & Warwick McKibbin, 2010.
"Global Relative Price Shocks: The Role of Macroeconomic Policies,"
RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks,
Reserve Bank of Australia.
- Adam Cagliarini & Warwick McKibbin, 2009. "Global Relative Price Shocks: The Role of Macroeconomic Policies," RBA Research Discussion Papers rdp2009-10, Reserve Bank of Australia.
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"Inattentive professional forecasters,"
Journal of Monetary Economics, Elsevier, vol. 60(8), pages 967-982.
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- Hervé Le Bihan & Philippe Andrade, 2010. "Inattentive Professional Forecasters," 2010 Meeting Papers 1144, Society for Economic Dynamics.
- Andrew Foerster & Juan F. Rubio‐Ramírez & Daniel F. Waggoner & Tao Zha, 2016.
"Perturbation methods for Markov‐switching dynamic stochastic general equilibrium models,"
Quantitative Economics, Econometric Society, vol. 7(2), pages 637-669, July.
- Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster, 2010. "Perturbation Methods for Markov-Switching Models," 2010 Meeting Papers 239, Society for Economic Dynamics.
- Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha, 2013. "Perturbation Methods for Markov-Switching DSGE Models," Working Papers 2013-22, FEDEA.
- Zha, Tao & Rubio-RamÃrez, Juan Francisco & , & Foerster, Andrew, 2013. "Perturbation Methods for Markov-Switching DSGE Models," CEPR Discussion Papers 9464, C.E.P.R. Discussion Papers.
- Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE model," Research Working Paper RWP 13-01, Federal Reserve Bank of Kansas City.
- Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013. "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper 2013-01, Federal Reserve Bank of Atlanta.
- Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2014. "Perturbation Methods for Markov-Switching DSGE Models," NBER Working Papers 20390, National Bureau of Economic Research, Inc.
- R?diger Bachmann & Steffen Elstner & Eric R. Sims, 2013.
"Uncertainty and Economic Activity: Evidence from Business Survey Data,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(2), pages 217-249, April.
- Ruediger Bachmann & Steffen Elstner & Eric R. Sims, 2010. "Uncertainty and Economic Activity: Evidence from Business Survey Data," NBER Working Papers 16143, National Bureau of Economic Research, Inc.
- Eric R. Sims, 2012. "Uncertainty and Economic Activity: Evidence from Business Survey Data," Working Papers 014, University of Notre Dame, Department of Economics, revised Jun 2012.
- Steffen Elstner & Eric Sims & Ruediger Bachmann, 2010. "Uncertainty and Economic Activity: Evidence from Business Survey Data," 2010 Meeting Papers 614, Society for Economic Dynamics.
- Vasco Carvalho & Xavier Gabaix, 2013.
"The Great Diversification and Its Undoing,"
American Economic Review, American Economic Association, vol. 103(5), pages 1697-1727, August.
- Vasco Carvalho & Xavier Gabaix, 2010. "The great diversification and its undoing," Economics Working Papers 1208, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2010.
- Xavier Gabaix & Vasco M. Carvalho, 2010. "The Great Diversification and its Undoing," 2010 Meeting Papers 880, Society for Economic Dynamics.
- Vasco M. Carvalho & Xavier Gabaix, 2015. "The Great Diversification and its Undoing," Working Papers 422, Barcelona School of Economics.
- Vasco M. Carvalho & Xavier Gabaix, 2010. "The Great Diversification and its Undoing," NBER Working Papers 16424, National Bureau of Economic Research, Inc.
- Gabaix, Xavier & Carvalho, Vasco, 2010. "The Great Diversification and its Undoing," CEPR Discussion Papers 8044, C.E.P.R. Discussion Papers.
- George A. Christodoulakis & Emmanuel C. Mamatzakis, 2010. "Labour Market Dynamics in Greek Regions: a Bayesian Markov Chain Approach Using Proportions Data," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(1), pages 32-45, January.
- Dimitris Korobilis, 2013.
"Var Forecasting Using Bayesian Variable Selection,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
- Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
- KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper series 51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
- Zachłod-Jelec, Magdalena & Karp, Piotr, 2010. "Responses of the Polish economy to demand and supply shocks under alternative fiscal policy rules," MF Working Papers 5, Ministry of Finance in Poland, revised 31 Jul 2010.
- Liquitaya Briceño, José D., 2010. "La curva de Phillips en la nueva economía keynesiana: una revisión crítica," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 59-83.
- Dospinescu, Andrei Silviu, 2010. "Measuring Core Inflation in Romania Using the Dobrescu Method – A Comparative Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 308-319, July.
- Albu, Lucian Liviu & Gorun, Adrian, 2010. "Examples of New Macroeconomic Modelling and Simulation Techniques: How They Could Improve Decisions and Public Perception," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 7-16.
- Torsten Schmidt & Helmut Hofer & Klaus Weyerstrass, 2010. "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers 0177, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Anirvan Banerji & Pami Dua, 2010.
"Synchronisation of Recessions in Major Developed and Emerging Economies,"
Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 4(2), pages 197-223, May.
- Pami Dua & Anirvan Banerji, 2009. "Synchronization Of Recessions In Major Developed And Emerging Economies," Working papers 182, Centre for Development Economics, Delhi School of Economics.
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- Boysen-Hogrefe, Jens & Groll, Dominik, 2010.
"The German Labour Market Miracle,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 214, pages 38-50, October.
- Jens Boysen-Hogrefe & Dominik Groll, 2010. "The German Labour Market Miracle," National Institute Economic Review, National Institute of Economic and Social Research, vol. 214(1), pages 38-50, October.
- Barbara Rudolf & Mathias Zurlinden, 2010. "Productivity and Economic Growth in Switzerland 1991-2006," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(III), pages 577-600, September.
- Lucian-Liviu Albu & John M. Polimeni & Raluca I. Iorgulescu, 2010.
"Spatial Distribution of Key Macroeconomic Growth Indicators in the EU-27: A Theoretical and Empirical Investigation,"
AIEL Series in Labour Economics, in: Floro Ernesto Caroleo & Francesco Pastore (ed.), The Labour Market Impact of the EU Enlargement. A New Regional Geography of Europe?, edition 1, chapter 7, pages 175-194,
AIEL - Associazione Italiana Economisti del Lavoro.
- Lucian-Liviu Albu & John M. Polimeni & Raluca I. Iorgulescu, 2010. "Spatial Distribution of Key Macroeconomic Growth Indicators in the EU-27: A Theoretical and Empirical Investigation," AIEL Series in Labour Economics, in: Floro Ernesto Caroleo & Francesco Pastore (ed.), The Labour Market Impact of the EU Enlargement, pages 175-194, Springer.
- Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, vol. 39(2), pages 303-336, October.
- Xuanhua Xu & Bin Pan, 2010. "Capital liquidity and residents’ consumption decision: An asymmetry analysis of economic prosperity," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(4), pages 622-639, December.
- William Barnett & Evgeniya Duzhak, 2010.
"Empirical assessment of bifurcation regions within New Keynesian models,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 99-128, October.
- William Barnett & Evgeniya Aleksandrovna Duzhak, 2008. "Empirical Assessment of Bifurcation Regions within New Keynesian Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200811, University of Kansas, Department of Economics, revised Oct 2008.
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- Joanne Lindley & Steven McIntosh, 2010.
"Is the Over-Education Wage Penalty Permanent?,"
Working Papers
2010004, The University of Sheffield, Department of Economics, revised Jan 2010.
- Joanne Lindley & Steven McIntosh, 2010. "Is the Over-Education Wage Penalty Permanent?," School of Economics Discussion Papers 0110, School of Economics, University of Surrey.
- Paul Levine, 2012.
"Monetary policy in an uncertain world: probability models and the design of robust monetary rules,"
Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 5(1), pages 70-88, April.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World : Probability Models and the Design of Robust Monetary Rules," Macroeconomics Working Papers 21853, East Asian Bureau of Economic Research.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," School of Economics Discussion Papers 0210, School of Economics, University of Surrey.
- Levine, Paul, 2010. "Monetary policy in an uncertain world: Probability models and the design of robust monetary rules," Working Papers 10/72, National Institute of Public Finance and Policy.
- Paul Levine, 2010. "Monetary Policy in an Uncertain World: Probability Models and the Design of Robust Monetary Rules," Working Papers id:2761, eSocialSciences.
- Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012.
"Endogenous Persistence in an estimated DSGE Model Under Imperfect Information,"
Economic Journal, Royal Economic Society, vol. 122(565), pages 1287-1312, December.
- Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2010. "Endogenous Persistence in an Estimated DSGE Model under Imperfect Information," School of Economics Discussion Papers 0310, School of Economics, University of Surrey.
- Batini, Nicoletta & Gabriel, Vasco & Levine, Paul, 2010.
"A Floating versus managed exchange rate regime in a DSGE model of India,"
Working Papers
10/70, National Institute of Public Finance and Policy.
- Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," School of Economics Discussion Papers 0410, School of Economics, University of Surrey.
- Nicoletta Batini & Vasco J. Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," NIPE Working Papers 31/2010, NIPE - Universidade do Minho.
- Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," Macroeconomics Working Papers 21992, East Asian Bureau of Economic Research.
- Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010.
"An Estimated DSGE Model of the Indian Economy,"
NIPE Working Papers
29/2010, NIPE - Universidade do Minho.
- Vasco Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010. "An Estimated DSGE Model of the Indian Economy," School of Economics Discussion Papers 1210, School of Economics, University of Surrey.
- Gabriel, Vasco & Levine, Paul & Pearlman, Joseph & Yang, Bo, 2011. "An Estimated DSGE Model of the Indian Economy," Working Papers 11/95, National Institute of Public Finance and Policy.
- Helene Maisonnave & Margaret Chitiga & Bernard Decaluwé & Ramos Mabugu & Véronique Robichaud & Debra Shepherd & Servaas Van der Berg & Dieter Von Fintel, 2015.
"The Impact of the International Economic Crisis on Child Poverty in South Africa,"
Poverty & Public Policy, John Wiley & Sons, vol. 7(2), pages 176-199, June.
- Margaret Chitiga & Bernard Decaluwe & Ramos Mabugu & Helene Maisonnave & Veronique Robichaud & Debra Shepherd & Servaas van der Berg & Dieter von Fintel, 2010. "The impact of the international economic crisis on child poverty in South Africa," Working Papers 201015, University of Pretoria, Department of Economics.
- Margaret Chitiga & Bernard Decaluwé & Ramos Mabugu & Hélène Maisonnave & Véronique Robichaud & Debra Shepherd & Servaas van der Berg & Dieter von Fintel, 2010. "The impact of the international economic crisis on child poverty in South Africa," Working Papers 13/2010, Stellenbosch University, Department of Economics.
- Helene Maisonnave & Margaret Chitiga & Bernard Decaluw & Ramos Mabugu & Veronique Robichaud & Debra Shepherd & Servaas van Der Berg & Dieter Von Fintel, 2015. "The Impact of the International Economic Crisis on Child Poverty in South Africa," Post-Print hal-02314216, HAL.
- H. O. Stekler & Kazuta Sakamoto, 2010.
"Evaluating current-year forecasts made during the year: a Japanese example,"
Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 673-676.
- H.O. Stekler & Kazuta Sakamoto, 2008. "Evaluating Current Year Forecasts Made During the Year: A Japanese Example," Working Papers 2008-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Par Osterholm, 2010.
"The effect on the Swedish real economy of the financial crisis,"
Applied Financial Economics, Taylor & Francis Journals, vol. 20(4), pages 265-274.
- Österholm, Pär, 2009. "The Effect on the Swedish Real Economy of the Financial Crisis," Working Papers 110, National Institute of Economic Research.
- Chengsi Zhang & Joel Clovis, 2010.
"The New Keynesian Phillips Curve of rational expectations: A serial correlation extension,"
Journal of Applied Economics, Universidad del CEMA, vol. 13, pages 159-179, May.
- Chengsi Zhang & Joel Clovis, 2010. "The New Keynesian Phillips Curve of Rational Expectations: A Serial Correlation Extension," Journal of Applied Economics, Taylor & Francis Journals, vol. 13(1), pages 159-179, May.
- M. Hakan Berument & Afsin Sahin, 2010.
"Seasonality in inflation volatility: Evidence from Turkey,"
Journal of Applied Economics, Universidad del CEMA, vol. 13, pages 39-65, May.
- M. Hakan Berument & Afsin Sahin, 2010. "Seasonality in Inflation Volatility: Evidence from Turkey," Journal of Applied Economics, Taylor & Francis Journals, vol. 13(1), pages 39-65, May.
- Ehrmann, M. & Eijffinger, S.C.W. & Fratzcher, M., 2010. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Other publications TiSEM 25125044-98fc-44b3-8698-3, Tilburg University, School of Economics and Management.
- Heikki Kauppi, 2010. "Yield-Curve Based Probability Forecasts of U.S. Recessions: Stability and Dynamics," Discussion Papers 57, Aboa Centre for Economics.
- Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010.
"Evaluating Macroeconomic Forecast: A Review of Some Recent Developments,"
Econometric Institute Research Papers
EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013.
"Are forecast updates progressive?,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," KIER Working Papers 762, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," CIRJE F-Series CIRJE-F-736, CIRJE, Faculty of Economics, University of Tokyo.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE 2011-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2010. "Are Forecast Updates Progressive?," Econometric Institute Research Papers EI 2010-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013. "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers 13-049/III, Tinbergen Institute.
- Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are Forecast Updates Progressive?," MPRA Paper 46387, University Library of Munich, Germany.
- Olivier Coibion, 2010.
"Testing the Sticky Information Phillips Curve,"
The Review of Economics and Statistics, MIT Press, vol. 92(1), pages 87-101, February.
- Olivier Coibion, 2007. "Testing the Sticky Information Phillips Curve," Working Papers 61, Department of Economics, College of William and Mary.
- Matteo Ciccarelli & Benoît Mojon, 2010.
"Global Inflation,"
The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 524-535, August.
- Matteo Ciccarelli & Benoît Mojon, 2005. "Global Inflation," Working Papers Central Bank of Chile 357, Central Bank of Chile.
- Flora Budianto & Giovanni Lombardo & Benoit Mojon & Daniel Rees, 2021. "Global reflation ?," BIS Bulletins 43, Bank for International Settlements.
- Matteo Ciccarelli & Benoit Mojon, 2008. "Global inflation," Working Paper Series WP-08-05, Federal Reserve Bank of Chicago.
- Ciccarelli, Matteo & Mojon, Benoît, 2006. "Global Inflation," Kiel Working Papers 1337, Kiel Institute for the World Economy (IfW Kiel).
- Ciccarelli, Matteo & Mojon, Benoît, 2005. "Global inflation," Working Paper Series 537, European Central Bank.
- Don Harding, 2010.
"Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle,"
Working Papers
2010.05, School of Economics, La Trobe University.
- Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers 2010.05, School of Economics, La Trobe University.
- Don Harding, 2010. "Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle," CAMA Working Papers 2010-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Don Harding, 2010. "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series 58, National Centre for Econometric Research.
- Mark Setterfield & Andrew Budd, 2011.
"A Keynes-Kalecki Model of Cyclical Growth with Agent-Based Features,"
Palgrave Macmillan Books, in: Philip Arestis (ed.), Microeconomics, Macroeconomics and Economic Policy, chapter 13, pages 228-250,
Palgrave Macmillan.
- Mark Setterfield & Andrew Budd, 2010. "A Keynes-Kalecki Model of Cyclical Growth with Agent-Based Features," Working Papers 1008, Trinity College, Department of Economics.
- Orla Doyle, 2010. "Unravelling Voters’ Perceptions of the Economy," Working Papers 201012, Geary Institute, University College Dublin.
- Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012.
"Are Some Forecasters Really Better Than Others?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
- Antonello D’agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
- Antonello D’Agostino & Kieran McQuinn & Karl Whelan, 2010. "Are Some Forecasters Really Better Than Others?," Working Papers 201012, School of Economics, University College Dublin.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011. "Are some forecasters really better than others?," MPRA Paper 32938, University Library of Munich, Germany.
- Vasco Carvalho & Xavier Gabaix, 2013.
"The Great Diversification and Its Undoing,"
American Economic Review, American Economic Association, vol. 103(5), pages 1697-1727, August.
- Gabaix, Xavier & Carvalho, Vasco, 2010. "The Great Diversification and its Undoing," CEPR Discussion Papers 8044, C.E.P.R. Discussion Papers.
- Vasco Carvalho & Xavier Gabaix, 2010. "The great diversification and its undoing," Economics Working Papers 1208, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2010.
- Vasco M. Carvalho & Xavier Gabaix, 2015. "The Great Diversification and its Undoing," Working Papers 422, Barcelona School of Economics.
- Vasco M. Carvalho & Xavier Gabaix, 2010. "The Great Diversification and its Undoing," NBER Working Papers 16424, National Bureau of Economic Research, Inc.
- Xavier Gabaix & Vasco M. Carvalho, 2010. "The Great Diversification and its Undoing," 2010 Meeting Papers 880, Society for Economic Dynamics.
- Mohamed Daly Sfia, 2010. "A Composite Leading Indicator of Tunisian Inflation," William Davidson Institute Working Papers Series wp980, William Davidson Institute at the University of Michigan.
- Gerhard Rünstler, 2016.
"On the Design of Data Sets for Forecasting with Dynamic Factor Models,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 629-662,
Emerald Group Publishing Limited.
- Gerhard Rünstler, 2010. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," WIFO Working Papers 376, WIFO.
- Rünstler, Gerhard, 2016. "On the design of data sets for forecasting with dynamic factor models," Working Paper Series 1893, European Central Bank.
- Sumru Altuğ & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Working Papers 0031, Yildiz Technical University, Department of Economics, revised Mar 2010.
- Altug, Sumru & Bildirici, Melike, 2010.
"Business Cycles around the Globe: A Regime-switching Approach,"
CEPR Discussion Papers
7968, C.E.P.R. Discussion Papers.
- Sumru Altuğ & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Working Papers 0032, Yildiz Technical University, Department of Economics, revised Mar 2010.
- Sumru Altug & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Koç University-TUSIAD Economic Research Forum Working Papers 1009, Koc University-TUSIAD Economic Research Forum.
- Tödter, Karl-Heinz, 2010. "How useful is the carry-over effect for short-term economic forecasting?," Discussion Paper Series 1: Economic Studies 2010,21, Deutsche Bundesbank.
- Volker Wieland & Maik Wolters, 2011.
"The diversity of forecasts from macroeconomic models of the US economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
- Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
- Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
- Harin, Alexander, 2010. "The ruptures in the probability scale and some problems of modelling," EconStor Conference Papers 57846, ZBW - Leibniz Information Centre for Economics.
- Babutsidze, Zakaria, 2010. "(S,s) pricing: Does the heterogeneity wipe out the asymmetry on micro level?," Economics Discussion Papers 2010-19, Kiel Institute for the World Economy (IfW Kiel).
- Leonardo Morales‐Arias & Guilherme V. Moura, 2013.
"A conditionally heteroskedastic global inflation model,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(4), pages 572-596, August.
- Morales-Arias, Leonardo & Moura, Guilherme V., 2010. "A conditionally heteroskedastic global inflation model," Kiel Working Papers 1666, Kiel Institute for the World Economy (IfW Kiel).
- Drechsel, Katja & Scheufele, Rolf, 2010. "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers 10/2010, Halle Institute for Economic Research (IWH).
- Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2010. "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers 6/2010, Halle Institute for Economic Research (IWH).
- Hofer Helmut & Weyerstraß Klaus & Schmidt Torsten, 2011.
"Practice and Prospects of Medium-term Economic Forecasting,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 153-171, February.
- Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass, 2010. "Practice and prospects of medium-term economic forecasting," NRN working papers 2010-12, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Hofer, Helmut & Schmidt, Torsten & Weyerstrass, Klaus, 2010. "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers 177, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ritschl, Albrecht & Sarferaz, Samad, 2009.
"Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931,"
CEPR Discussion Papers
7610, C.E.P.R. Discussion Papers.
- Ritschl, Albrecht & Sarferaz, Samad, 2010. "Crisis? What crisis? Currency vs. banking in the Financial Crisis of 1931," SFB 649 Discussion Papers 2010-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Albrecht Ritschl & Samad Salferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers dp0977, Centre for Economic Performance, LSE.
- Ritschl, Albrecht & Salferaz, Samad, 2010. "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics 28726, London School of Economics and Political Science, LSE Library.
- Clostermann, Jörg & Keis, Nikolaus & Seitz, Franz, 2010. "Short-term oil models before and during the financial market crisis," Arbeitsberichte – Working Papers 18, Technische Hochschule Ingolstadt (THI).
2009
- Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao, 2009.
"Computing DSGE Models with Recursive Preferences,"
PIER Working Paper Archive
09-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," NBER Working Papers 15026, National Bureau of Economic Research, Inc.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Caldara, Dario & Yao, Wen, 2009. "Computing DSGE Models with Recursive Preferences," CEPR Discussion Papers 7312, C.E.P.R. Discussion Papers.
- Bennett T. Mccallum, 2011.
"Causality, Structure And The Uniqueness Of Rational Expectations Equilibria,"
Manchester School, University of Manchester, vol. 79(s1), pages 551-566, June.
- Bennett T. McCallum, 2009. "Causality, Structure, and the Uniqueness of Rational Expectations Equilibria," NBER Working Papers 15234, National Bureau of Economic Research, Inc.
- Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013.
"Systemic risk and the refinancing ratchet effect,"
Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45.
- Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009. "Systemic Risk and the Refinancing Ratchet Effect," Harvard Business School Working Papers 10-023, Harvard Business School, revised Jul 2010.
- Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009. "Systemic Risk and the Refinancing Ratchet Effect," NBER Working Papers 15362, National Bureau of Economic Research, Inc.
- Ricardo M. Sousa, 2009. "What Are The Wealth E¤ects Of Monetary Policy?," NIPE Working Papers 26/2009, NIPE - Universidade do Minho.
- Sushanta K. Mallick & Ricardo M. Sousa, 2009. "Monetary Policy and Economic Activity in the BRICS," NIPE Working Papers 27/2009, NIPE - Universidade do Minho.
- António Afonso & Ricardo Sousa, 2011.
"The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(1), pages 61-82, April.
- António Afonso & Ricardo M. Sousa, 2009. "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," Working Papers Department of Economics 2009/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Ricardo M. Sousa & António Afonso, 2009. "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," NIPE Working Papers 3/2009, NIPE - Universidade do Minho.
- H. Erkel-Rousse & C. Minodier, 2009. "Do Business Tendency Surveys in Industry and Services Help in Forecasting GDP Growth? A Real-Time Analysis on French Data," Documents de Travail de l'Insee - INSEE Working Papers g2009-03, Institut National de la Statistique et des Etudes Economiques.
- J. Bardaji & F. Tallet, 2009. "Detecting Economic Regimes in France : a Qualitative Markov-Switching Indicator Using Mixed Frequency Data," Documents de Travail de l'Insee - INSEE Working Papers g2009-12, Institut National de la Statistique et des Etudes Economiques.
- Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009.
"Macro modelling with many models,"
Working Paper
2009/15, Norges Bank.
- Dr. James Mitchell, 2009. "Macro Modelling with Many Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 337, National Institute of Economic and Social Research.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009.
"Measuring Output Gap Uncertainty,"
Birkbeck Working Papers in Economics and Finance
0909, Birkbeck, Department of Economics, Mathematics & Statistics.
- Dr. James Mitchell, 2009. "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers 342, National Institute of Economic and Social Research.
- Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010. "Measuring Output Gap Uncertainty," CEPR Discussion Papers 7742, C.E.P.R. Discussion Papers.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
- Lui, Silvia & Mitchell, James & Weale, Martin, 2011.
"The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys,"
International Journal of Forecasting, Elsevier, vol. 27(4), pages 1128-1146, October.
- Dr Silvia Lui & Dr Martin Weale & Dr. James Mitchell, 2009. "The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys," National Institute of Economic and Social Research (NIESR) Discussion Papers 343, National Institute of Economic and Social Research.
- Kajal Lahiri & Xuguang Sheng, 2010.
"Measuring forecast uncertainty by disagreement: The missing link,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.
- Kajal Lahiri & Xuguang Sheng, 2008. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," ifo Working Paper Series 60, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
- Dr. James Mitchell, 2009.
"Measuring Output Gap Uncertainty,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
342, National Institute of Economic and Social Research.
- Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010. "Measuring Output Gap Uncertainty," CEPR Discussion Papers 7742, C.E.P.R. Discussion Papers.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, Department of Economics, Mathematics & Statistics.
- Hwee Kwan Chow & Keen Meng Choy, 2009.
"Analyzing and forecasting business cycles in a small open economy: A dynamic factor model for Singapore,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2009(1), pages 19-41.
- Hwee Kwan Chow & Keen Meng Choy, 2009. "Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore," Working Papers 05-2009, Singapore Management University, School of Economics.
- Hwee Kwan Chow & Keen Meng Choy, 2009. "Analyzing and Forecasting Business Cycles in a Small Open Economy : A Dynamic Factor Model for Singapore," Macroeconomics Working Papers 22074, East Asian Bureau of Economic Research.
- Gerhard Fenz & Martin Schneider, 2009. "A Leading Indicator of Austrian Exports Based on Truck Mileage," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 44-52.
- Efrem Castelnuovo, 2009. "Estimating a NKBC Model for the U.S. Economy with Multiple Filters," "Marco Fanno" Working Papers 0102, Dipartimento di Scienze Economiche "Marco Fanno".
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009.
"Computing DSGE Models with Recursive Preferences,"
NBER Working Papers
15026, National Bureau of Economic Research, Inc.
- Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," PIER Working Paper Archive 09-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Caldara, Dario & Yao, Wen, 2009. "Computing DSGE Models with Recursive Preferences," CEPR Discussion Papers 7312, C.E.P.R. Discussion Papers.
- Carlos C. Bautista & Roberto S. Mariano & Bayani Victor Bawagan, 2009. "The NEDA quarterly macroeconomic model: theoretical structure and some empirical results," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 46(2), pages 240-260, December.
- Adnan Haider & Drissi Ramzi, 2009. "Nominal Frictions and Optimal Monetary Policy," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 48(4), pages 525-551.
- Ana Paula Ribeiro, 2009. "Interactions between Labor Market Reforms and Monetary Policy under Slowly Changing Habits," FEP Working Papers 309, Universidade do Porto, Faculdade de Economia do Porto.
- Kimolo, Deogratius, 2009. "Modelling and Forecasting Inflation in Tanzania: A Univariate Time Series Analysis," MPRA Paper 114782, University Library of Munich, Germany.
- Barnett, William A. & He, Susan, 2010.
"Existence of singularity bifurcation in an Euler-equations model of the United States economy: Grandmont was right,"
Economic Modelling, Elsevier, vol. 27(6), pages 1345-1354, November.
- Barnett, William A. & He, Susan, 2009. "Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right," MPRA Paper 12803, University Library of Munich, Germany.
- Kitov, Ivan, 2009. "Apples and oranges: relative growth rate of consumer price indices," MPRA Paper 13587, University Library of Munich, Germany.
- Dionisios Chionis & Periklis Gogas & Ioannis Pragidis, 2010.
"Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity,"
International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 1-10, February.
- Gogas, Periklis & Chionis, Dionisios & Pragkidis, Ioannis, 2009. "Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity," MPRA Paper 13911, University Library of Munich, Germany.
- Aliyu, Shehu Usman Rano & Englama, Abwaku, 2009. "Is Nigeria Ready for Inflation Targeting?," MPRA Paper 14870, University Library of Munich, Germany, revised 26 Apr 2009.
- Kitov, Ivan & Kitov, Oleg, 2009. "A fair price for motor fuel in the United States," MPRA Paper 15039, University Library of Munich, Germany.
- Kitov, Ivan & Kitov, Oleg, 2009. "Sustainable trends in producer price indices," MPRA Paper 15194, University Library of Munich, Germany.
- Bezemer, Dirk J, 2009. "“No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models," MPRA Paper 15892, University Library of Munich, Germany.
- Kim, Insu & Kim, Minsoo, 2009. "Irrational Bias in Inflation Forecasts," MPRA Paper 16447, University Library of Munich, Germany.
- Sokolov, Yuri, 2009. "Interaction between market and credit risk: Focus on the endogeneity of aggregate risk," MPRA Paper 18245, University Library of Munich, Germany.
- D'Amuri, Francesco & Marcucci, Juri, 2009.
"‘Google it!’ Forecasting the US unemployment rate with a Google job search index,"
ISER Working Paper Series
2009-32, Institute for Social and Economic Research.
- D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009. ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper 18248, University Library of Munich, Germany.
- Francesco D’Amuri & Juri Marcucci, 2010. "“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index," Working Papers 2010.31, Fondazione Eni Enrico Mattei.
- Aliyu, Shehu Usman Rano, 2009. "Oil Price Shocks and the Macroeconomy of Nigeria: A Non-linear Approach," MPRA Paper 18726, University Library of Munich, Germany, revised 16 Nov 2009.
- Elmostafa Bentour and Weshah Razzak, "undated".
"Real Interest Rates, Bubbles and Monetary Policy in the GCC countries,"
API-Working Paper Series
0912, Arab Planning Institute - Kuwait, Information Center.
- E. M. Bentour & W. A. Razzak, 2010. "Real Interest Rates, Bubbles and Monetary Policy in the GCC countries," EERI Research Paper Series EERI_RP_2010_03, Economics and Econometrics Research Institute (EERI), Brussels.
- Razzak, Weshah & Bentour, E M, 2009. "Real Interest Rates, Bubbles and Monetary Policy in the GCC countries," MPRA Paper 19384, University Library of Munich, Germany.
- Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2009. "Inflation Volatility: An Asian Perspective," MPRA Paper 19489, University Library of Munich, Germany.
- Meyler, Aidan & Rubene, Ieva, 2009. "Results of a special questionnaire for participants in the ECB Survey of Professional Forecasters (SPF)," MPRA Paper 20751, University Library of Munich, Germany.
- Dimitris Korobilis, 2013.
"Var Forecasting Using Bayesian Variable Selection,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
- Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
- KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper series 51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
- Durevall, Dick & Loening, Josef, 2009. "Ethiopia: Updated Inflation Forecasts," MPRA Paper 25899, University Library of Munich, Germany.
- Julio, Juan Manuel, 2009. "The HPD Fan ChartT With Data Revision," MPRA Paper 29141, University Library of Munich, Germany.
- Belhadj, ARAM & Bouguezzi, WAJDI & Jedlane, NABIL, 2009. "A Common Monetary Policy For The Maghreb: The Winners and The Losers?," MPRA Paper 29701, University Library of Munich, Germany.
- Coenen, Gunter & Vetlov, Igor, 2009. "Extending the NAWM for the import content of exports," MPRA Paper 76490, University Library of Munich, Germany.
- Coenen, Gunter, 2009. "Extending the NAWM with a partial indexation mechanism linking wages and trend productivitiy," MPRA Paper 86153, University Library of Munich, Germany.
- Rangan Gupta & Emmanuel Ziramba, 2009. "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Working Papers 200909, University of Pretoria, Department of Economics.
- Luboš Komárek & Filip Rozsypal, 2009. "Vymezení a vyhodnocení agresivity centrálních bank [Definition and Evaluation of the Central Bank agresivity]," Politická ekonomie, Prague University of Economics and Business, vol. 2009(3), pages 383-404.
- Burton G. Malkiel & Atanu Saha & Alex Grecu, 2009. "The Clustering of Extreme Movements: Stock Prices and the Weather," Working Papers 1162, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Burton G. Malkiel & Atanu Saha & Alex Grecu, 2009. "The Clustering of Extreme Movements: Stock Prices and the Weather," Working Papers 1162, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Pinelopi Koujianou Goldberg & Amit Kumar Khandelwal & Nina Pavcnik & Petia Topalova, 2010.
"Imported Intermediate Inputs and Domestic Product Growth: Evidence from India,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(4), pages 1727-1767.
- Pinelopi K. Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2008. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," NBER Working Papers 14416, National Bureau of Economic Research, Inc.
- Pinelopi Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2009. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," Working Papers 1179, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Pinelopi Koujianou Goldberg & Amit Kumar Khandelwal & Nina Pavcnik & Petia Topalova, 2010.
"Imported Intermediate Inputs and Domestic Product Growth: Evidence from India,"
The Quarterly Journal of Economics, Oxford University Press, vol. 125(4), pages 1727-1767.
- Pinelopi K. Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2008. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," NBER Working Papers 14416, National Bureau of Economic Research, Inc.
- Pinelopi Goldberg & Amit Khandelwal & Nina Pavcnik & Petia Topalova, 2009. "Imported Intermediate Inputs and Domestic Product Growth: Evidence from India," Working Papers 1179, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Pinelopi K. Goldberg & Rebecca Hellerstein, 2009.
"How rigid are producer prices?,"
Staff Reports
407, Federal Reserve Bank of New York.
- Pinelopi Goldberg & Rebecca Hellerstein, 2009. "How Rigid Are Producer Prices?," Working Papers 1184, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Pinelopi K. Goldberg & Rebecca Hellerstein, 2009.
"How rigid are producer prices?,"
Staff Reports
407, Federal Reserve Bank of New York.
- Pinelopi Goldberg & Rebecca Hellerstein, 2009. "How Rigid Are Producer Prices?," Working Papers 1184, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Vanda Almeida, 2009. "Bayesian estimation of a DSGE model for the Portuguese economy," Working Papers w200914, Banco de Portugal, Economics and Research Department.
- Harding, Don & Pagan, Adrian, 2011.
"An Econometric Analysis of Some Models for Constructed Binary Time Series,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
- Don Harding & Adrian Pagan, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 86-95, January.
- Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009.
- Jamie Hall & Jarkko P. Jääskelä, 2011.
"Inflation Volatility and Forecast Accuracy,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(4), pages 404-417, December.
- Jamie Hall & Jarkko Jääskelä, 2009. "Inflation Volatility and Forecast Accuracy," RBA Research Discussion Papers rdp2009-06, Reserve Bank of Australia.
- Adam Cagliarini & Warwick McKibbin, 2010.
"Global Relative Price Shocks: The Role of Macroeconomic Policies,"
RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks,
Reserve Bank of Australia.
- Adam Cagliarini & Warwick McKibbin, 2009. "Global Relative Price Shocks: The Role of Macroeconomic Policies," RBA Research Discussion Papers rdp2009-10, Reserve Bank of Australia.
- Batini, Nicoletta & Levine, Paul & Pearlman, Joseph, 2009. "Estabilización óptima del tipo de cambio en una economía dolarizada con meta inflacionaria," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 16, pages 37-82.
- Vega, Marco & Bigio, Saki & Florian, David & Llosa, Gonzalo & Miller, Shirley & Ramirez-Rondan, Nelson & Rodriguez, Donita & Salas, Jorge & Winkelried, Diego, 2009. "Un modelo semiestructural de proyección para la economía peruana," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 17, pages 51-83.
- BCRP, Departamento de Modelos Macroeconómicos, 2009. "Modelo de Proyección Trimestral del BCRP," Working Papers 2009-006, Banco Central de Reserva del Perú.
- Barrera, Carlos, 2009. "Ciclos sectoriales de los negocios en el Perú e indicadores anticipados para el crecimiento del PBI no primario," Working Papers 2009-013, Banco Central de Reserva del Perú.
- Kevin Lansing, 2009.
"Time Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 304-326, April.
- Kevin J. Lansing, 2006. "Time-varying U.S. inflation dynamics and the New-Keynesian Phillips curve," Working Paper Series 2006-15, Federal Reserve Bank of San Francisco.
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"Google Econometrics and Unemployment Forecasting,"
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- Gerit Vogt, 2009. "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36, May.
- Michael Reinhard & Hans Schedl & Achim Buchwald & Ralph Henger, 2007. "Positionierung der deutschen Industrie im globalen Konsolidierungsprozess : im Auftrag des Bundesministeriums für Wirtschaft und Technologie," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
- Karrar Hussain, 2009. "Monetary Policy Channels of Pakistan and Their Impact on Real GDP and Inflation," CID Working Papers 41, Center for International Development at Harvard University.
- Ho, Kin-Yip & Tsui, Albert K. & Zhang, Zhaoyong, 2009. "Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2856-2868.
- Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2009. "Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach," Economie Internationale, CEPII research center, issue 117, pages 31-46.
- Fernando Nascimento de Oliveira, 2009. "Efectos de la política monetaria sobre las empresas en Brasil: análisis empírico del canal del balance general," Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA, number prg2009, July-Dece.
- Fernando Nascimento de Oliveira, 2009. "Effects of Monetary Policy on Firms in Brazil: An Empirical Analysis of the Balance of the Balance Sheet Channel," Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA, number prg2009eng, July-Dece.
- Pietro Bonaldi & Juan D. Prada & Andrés González & Diego Rodríguez, 2011. "Método numérico para la calibración de un modelo dsge," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, December.
- 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 548, Banco de la Republica de Colombia.
- Pietro Bonaldi & Andrés González & Juan David Prada & Diego A. Rodríguez, 2009. "Método numérico para la calibración de un modelo DSGE," Borradores de Economia 5265, Banco de la Republica.
- 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 554, Banco de la Republica de Colombia.
- Carlos Esteban Posada & Jorge Andrés Tamayo C., 2009. "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia 5388, Banco de la Republica.
- Dora Elena Jiménez Giraldo & Bernardo Alberto Zapata Bonett, 2009. "Modelo de Equilibrio General Dinámico para una Pequena Economía Abierta," Ensayos de Economía 8002, Universidad Nacional de Colombia Sede Medellín.
- Ignacio Velez-Pareja, 2009. "Metodos de pronostico," Proyecciones Financieras y Valoración 5675, Master Consultores.
- Peter B. Dixon & Maureen T. Rimmer, 2009. "Forecasting with a CGE model: does it work?," Centre of Policy Studies/IMPACT Centre Working Papers g-197, Victoria University, Centre of Policy Studies/IMPACT Centre.
- Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009. "Pooling versus model selection for nowcasting with many predictors: an application to German GDP," Discussion Paper Series 1: Economic Studies 2009,03, Deutsche Bundesbank.
- Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers 7197, C.E.P.R. Discussion Papers.
- Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers ECO2009/13, European University Institute.
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009. "Common and spatial drivers in regional business cycles," Centre for Growth and Business Cycle Research Discussion Paper Series 118, Economics, The University of Manchester.
- Artis, Michael & Dreger, Christian & Kholodilin, Konstantin, 2009. "Common and Spatial Drivers in Regional Business Cycles," CEPR Discussion Papers 7206, C.E.P.R. Discussion Papers.
- Artis, Michael & Dreger, Christian & Kholodilinf, Konstantin, 2009. "Common and spatial drivers in regional business cycles," LSE Research Online Documents on Economics 33213, London School of Economics and Political Science, LSE Library.
- Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009. "Common and Spatial Drivers in Regional Business Cycles," Discussion Papers of DIW Berlin 859, DIW Berlin, German Institute for Economic Research.
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009. "Common and Spatial Drivers in Regional Business Cycles," SERC Discussion Papers 0022, Centre for Economic Performance, LSE.
- Lutz Kilian, 2009. "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," 2009 Meeting Papers 473, Society for Economic Dynamics.
- Kilian, Lutz & Vigfusson, Robert J., 2009. "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," CEPR Discussion Papers 7284, C.E.P.R. Discussion Papers.
- Lutz Kilian & Robert J. Vigfusson, 2009. "Pitfalls in estimating asymmetric effects of energy price shocks," International Finance Discussion Papers 970, Board of Governors of the Federal Reserve System (U.S.).
- Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542.
- Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542, April.
- Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," Economics Working Papers ECO2009/32, European University Institute.
- Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers 7445, C.E.P.R. Discussion Papers.
- Den Haan, Wouter & Cai, Xiaoming, 2009. "Predicting recoveries and the importance of using enough information," CEPR Discussion Papers 7508, C.E.P.R. Discussion Papers.
- Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2013. "Macroeconomic forecasting and structural change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 82-101, January.
- Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009. "Macroeconomic Forecasting and Structural Change," Working Papers ECARES 2009_020, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca, 2010. "Macroeconomic forecasting and structural change," Working Paper Series 1167, European Central Bank.
- Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca, 2009. "Macroeconomic Forecasting and Structural Change," CEPR Discussion Papers 7542, C.E.P.R. Discussion Papers.
- D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009. "Macroeconomic Forecasting and Structural Change," Research Technical Papers 8/RT/09, Central Bank of Ireland.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: A FAVAR model of monetary policy during the Great Depression," SFB 649 Discussion Papers 2009-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Pooyan Amir Ahmadi & Albrecht Ritschl, 2010. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers dp0967, Centre for Economic Performance, LSE.
- Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers 7546, C.E.P.R. Discussion Papers.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 51582, London School of Economics and Political Science, Department of Economic History.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 27878, London School of Economics and Political Science, Department of Economic History.
- Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(3), pages 1018-1052, September.
- Eijffinger, Sylvester & Ehrmann, Michael & Fratzscher, Marcel, 2009. "The role of central bank transparency for guiding private sector forecasts," CEPR Discussion Papers 7585, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Eijffinger, Sylvester & Fratzscher, Marcel, 2010. "The role of central bank transparency for guiding private sector forecasts," Working Paper Series 1146, European Central Bank.
- Ehrmann, M. & Eijffinger, S.C.W. & Fratzcher, M., 2010. "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Other publications TiSEM 25125044-98fc-44b3-8698-3, Tilburg University, School of Economics and Management.
- Ritschl, Albrecht & Sarferaz, Samad, 2009. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEPR Discussion Papers 7610, C.E.P.R. Discussion Papers.
- Ritschl, Albrecht & Sarferaz, Samad, 2010. "Crisis? What crisis? Currency vs. banking in the Financial Crisis of 1931," SFB 649 Discussion Papers 2010-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Albrecht Ritschl & Samad Salferaz, 2010. "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers dp0977, Centre for Economic Performance, LSE.
- Ritschl, Albrecht & Salferaz, Samad, 2010. "Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931," LSE Research Online Documents on Economics 28726, London School of Economics and Political Science, LSE Library.
- H. Erkel-Rousse & C. Minodier, 2009. "Do Business Tendency Surveys in Industry and Services Help in Forecasting GDP Growth? A Real-Time Analysis on French Data," Documents de Travail de la DESE - Working Papers of the DESE g2009-03, Institut National de la Statistique et des Etudes Economiques, DESE.
- J. Bardaji & F. Tallet, 2009. "Detecting Economic Regimes in France : a Qualitative Markov-Switching Indicator Using Mixed Frequency Data," Documents de Travail de la DESE - Working Papers of the DESE g2009-12, Institut National de la Statistique et des Etudes Economiques, DESE.
- Dikaios Tserkezos, 2009. "Evaluation of the Diachronic Performance of the OECD Macroeconomic Forecasts for Greece," Working Papers 0902, University of Crete, Department of Economics.
- Mario Coccia, 2009. "Forecast horizon of 5th – 6th – 7th long wave and short-period of contraction in economic cycles," CERIS Working Paper 200904, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
- Mario Coccia, 2009. "Possible technological determinants and primary energy resources of future long waves," CERIS Working Paper 200905, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
- Mario Coccia, 2009. "Business cycles and the scale of economic shock," CERIS Working Paper 200906, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
- Luca Colombo & Gerd Weinrich, 2009. "Persistent disequilibrium dynamics and economic policy," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0086, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Quante, R. & Meyr, H. & Fleischmann, M., 2007. "Revenue Management and Demand Fulfillment: Matching Applications, Models, and Software," ERIM Report Series Research in Management ERS-2007-050-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Quante, R. & Meyr, H. & Fleischmann, M., 2009. "Revenue management and demand fulfillment: matching applications, models, and software," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36060, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Nikos Askitas & Klaus F. Zimmermann, 2009. "Prognosen aus dem Internet: weitere Erholung am Arbeitsmarkt erwartet," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 76(25), pages 402-408.
- Askitas, Nikos & Zimmermann, Klaus F., 2009. "Prognosen aus dem Internet: Weitere Erholung am Arbeitsmarkt erwartet," IZA Standpunkte 13, Institute of Labor Economics (IZA).
- Nikos Askitas & Klaus F. Zimmermann, 2009. "Sommerpause bei der Arbeitslosigkeit: Google-gestützte Prognose signalisiert Entspannung," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 76(33), pages 561-566.
- Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009. "Regionale Konjunkturunterschiede kein Hinderungsgrund für Geldpolitik im Euroraum," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 76(46), pages 806-809.
- Dorothea Lucke, 2009. "Talsohle durchschritten: Nachfrage nach Industriegütern legt wieder zu," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 76(49), pages 861-868.
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009. "Common and spatial drivers in regional business cycles," Centre for Growth and Business Cycle Research Discussion Paper Series 118, Economics, The University of Manchester.
- Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009. "Common and Spatial Drivers in Regional Business Cycles," Discussion Papers of DIW Berlin 859, DIW Berlin, German Institute for Economic Research.
- Artis, Michael & Dreger, Christian & Kholodilinf, Konstantin, 2009. "Common and spatial drivers in regional business cycles," LSE Research Online Documents on Economics 33213, London School of Economics and Political Science, LSE Library.
- Artis, Michael & Dreger, Christian & Kholodilin, Konstantin, 2009. "Common and Spatial Drivers in Regional Business Cycles," CEPR Discussion Papers 7206, C.E.P.R. Discussion Papers.
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009. "Common and Spatial Drivers in Regional Business Cycles," SERC Discussion Papers 0022, Centre for Economic Performance, LSE.
- Nikolaos Askitas & Klaus F. Zimmermann, 2009. "Google Econometrics and Unemployment Forecasting," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 55(2), pages 107-120.
- Nikos Askitas & Klaus F. Zimmermann, 2009. "Google Econometrics and Unemployment Forecasting," RatSWD Research Notes 41, German Data Forum (RatSWD).
- Nikos Askitas & Klaus F. Zimmermann, 2009. "Google Econometrics and Unemployment Forecasting," Discussion Papers of DIW Berlin 899, DIW Berlin, German Institute for Economic Research.
- Askitas, Nikos & Zimmermann, Klaus F., 2009. "Google Econometrics and Unemployment Forecasting," IZA Discussion Papers 4201, Institute of Labor Economics (IZA).
- Nikos Askitas & Klaus F. Zimmermann, 2009. "A Summer Break for the Unemployment Rate: Google-Assisted Forecasting Signals Easing," Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 5(25), pages 176-181.
- Georg Erber & Ulrich Fritsche, 2009. "Productivity Growth in Germany: No Sustainable Economic Recovery in Sight," Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 5(3), pages 19-25.
- Kar, Sujata, 2009. "Statistical Tools as Measures of Core Inflation for India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 44(2), pages 225-245.
- Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
- Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
- Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
- Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
- Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
- Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
- Hwee Kwan Chow & Keen Meng Choy, 2009. "Analyzing and forecasting business cycles in a small open economy: A dynamic factor model for Singapore," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2009(1), pages 19-41.
- Hwee Kwan Chow & Keen Meng Choy, 2009. "Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore," Working Papers 05-2009, Singapore Management University, School of Economics.
- Hwee Kwan Chow & Keen Meng Choy, 2009. "Analyzing and Forecasting Business Cycles in a Small Open Economy : A Dynamic Factor Model for Singapore," Macroeconomics Working Papers 22074, East Asian Bureau of Economic Research.
- Kalina Dimitrova, 2009. "Директен И Индиректен Подход За Прогнозиране На Инфлацията В България," Working paper series 12009bg, Agency for Economic Analysis and Forecasting.
- Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2013. "Macroeconomic forecasting and structural change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 82-101, January.
- Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca, 2009. "Macroeconomic Forecasting and Structural Change," CEPR Discussion Papers 7542, C.E.P.R. Discussion Papers.
- Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca, 2010. "Macroeconomic forecasting and structural change," Working Paper Series 1167, European Central Bank.
- Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2009. "Macroeconomic Forecasting and Structural Change," Working Papers ECARES 2009_020, ULB -- Universite Libre de Bruxelles.
- D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009. "Macroeconomic Forecasting and Structural Change," Research Technical Papers 8/RT/09, Central Bank of Ireland.
- Lucia Alessi & Carsten Detken, 2009. "Global liquidity as an early warning indicator for asset price boom/bust cycles," Research Bulletin, European Central Bank, vol. 8, pages 7-9.
- Pagano Patrizio & Pisani Massimiliano, 2009. "Risk-Adjusted Forecasts of Oil Prices," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-28, June.
- Patrizio Pagano & Massimiliano Pisani, 2006. "Risk-Adjusted Forecasts of Oil Prices," Temi di discussione (Economic working papers) 585, Bank of Italy, Economic Research and International Relations Area.
- Pagano, Patrizio & Pisani, Massimiliano, 2009. "Risk-adjusted forecasts of oil prices," Working Paper Series 999, European Central Bank.
- Kevin X.D. Huang & Zheng Liu & Tao Zha, 2009. "Learning, Adaptive Expectations and Technology Shocks," Economic Journal, Royal Economic Society, vol. 119(536), pages 377-405, March.
- KevinX.D. Huang & Zheng Liu & Tao Zha, 2009. "Learning, Adaptive Expectations and Technology Shocks," Economic Journal, Royal Economic Society, vol. 119(536), pages 377-405, March.
- Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, Adaptive Expectations, and Technology Shocks," Vanderbilt University Department of Economics Working Papers 0807, Vanderbilt University Department of Economics.
- Kevin X. D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," Working Paper Series 2008-18, Federal Reserve Bank of San Francisco.
- Kevin X. D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," FRB Atlanta Working Paper 2008-20, Federal Reserve Bank of Atlanta.
- Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
- Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
- Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
- Smith, Gregor W., 2009. "Pooling forecasts in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1858-1866, November.
- Gregor W. Smith, 2007. "Pooling Forecasts In Linear Rational Expectations Models," Working Paper 1129, Economics Department, Queen's University.
- Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2009. "Can the facts of UK inflation persistence be explained by nominal rigidity?," Economic Modelling, Elsevier, vol. 26(5), pages 978-992, September.
- Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2008. "Can the Facts of UK Inflation Persistence be Explained by Nominal Rigidity?," Cardiff Economics Working Papers E2008/7, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2010.
- Minford, Patrick & Nowell, Eric & Srinivasan, Naveen & Meenagh, David & Sofat, Prakriti, 2008. "Can the Facts of UK Inflation Persistence be Explained by Nominal Rigidity?," CEPR Discussion Papers 6834, C.E.P.R. Discussion Papers.
- Jiménez, Gabriel & Mencía, Javier, 2009. "Modelling the distribution of credit losses with observable and latent factors," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 235-253, March.
- Gabriel Jiménez & Javier Mencía, 2007. "Modeling the distribution of credit losses with observable and latent factors," Working Papers 0709, Banco de España.
- Farzanegan, Mohammad Reza & Markwardt, Gunther, 2009. "The effects of oil price shocks on the Iranian economy," Energy Economics, Elsevier, vol. 31(1), pages 134-151, January.
- Mohammad Reza FARZANEGAN & Gunther MARKWARDT, 2008. "The Effects of Oil Price Shocks on the Iranian Economy," EcoMod2008 23800037, EcoMod.
- Farzanegan, Mohammad Reza & Markwardt, Gunther, 2008. "The effects of oil price shocks on the Iranian economy," Dresden Discussion Paper Series in Economics 15/08, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Akram, Q. Farooq, 2009. "Commodity prices, interest rates and the dollar," Energy Economics, Elsevier, vol. 31(6), pages 838-851, November.
- Q. Farooq Akram, 2008. "Commodity prices, interest rates and the dollar," Working Paper 2008/12, Norges Bank.
- Ager, P. & Kappler, M. & Osterloh, S., 2009. "The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach," International Journal of Forecasting, Elsevier, vol. 25(1), pages 167-181.
- Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007. "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers 07-058, ZEW - Leibniz Centre for European Economic Research.
- Lux, Thomas, 2009. "Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey," Journal of Economic Behavior & Organization, Elsevier, vol. 72(2), pages 638-655, November.
- Lux, Thomas, 2008. "Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey," Economics Working Papers 2008-07, Christian-Albrechts-University of Kiel, Department of Economics.
- Croce, Roberto M. & Haurin, Donald R., 2009. "Predicting turning points in the housing market," Journal of Housing Economics, Elsevier, vol. 18(4), pages 281-293, December.
- Gamber, Edward N. & Smith, Julie K., 2009. "Are the Fed's inflation forecasts still superior to the private sector's?," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 240-251, June.
- Edward N. Gamber & Julie K. Smith, 2007. "Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?," Working Papers 2007-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Jul 2008.
- Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2009. "Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach," Economie Internationale, CEPII research center, issue 117, pages 31-46.
- Ho, Kin-Yip & Tsui, Albert K. & Zhang, Zhaoyong, 2009. "Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2856-2868.
- Harding, Don & Pagan, Adrian, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
- Don Harding & Adrian Pagan, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 86-95, January.
- Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009.
- Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers 7546, C.E.P.R. Discussion Papers.
- Pooyan Amir Ahmadi & Albrecht Ritschl, 2010. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers dp0967, Centre for Economic Performance, LSE.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 51582, London School of Economics and Political Science, Department of Economic History.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 27878, London School of Economics and Political Science, Department of Economic History.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: A FAVAR model of monetary policy during the Great Depression," SFB 649 Discussion Papers 2009-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Steven Cassou & Jesús Vázquez, 2014. "Employment comovements at the sectoral level over the business cycle," Empirical Economics, Springer, vol. 46(4), pages 1301-1323, June.
- Cassou, Steven P. & Vázquez Pérez, Jesús, 2009. "Employment comovements at the sectoral level over the business cycle," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- W. David McCausland & Ian D. McAvinchey, 2009. "Macroeconomic Stability, Equities and Real Estate: A Dynamic Model for the U.K," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 12(2), pages 127-159, Winter.
- Arturo Antón-Sarabia, 2009. "Efectos del ciclo económico en EE. UU. sobre la producción y el empleo en México," Working Papers DTE 456, CIDE, División de Economía.
- Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009. "Pooling versus model selection for nowcasting with many predictors: an application to German GDP," Discussion Paper Series 1: Economic Studies 2009,03, Deutsche Bundesbank.
- Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers ECO2009/13, European University Institute.
- Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers 7197, C.E.P.R. Discussion Papers.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2010. "Survey data as coincident or leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 109-131.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, "undated". "Survey Data as Coincident or Leading Indicators," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2009. "Survey Data as Coicident or Leading Indicators," Economics Working Papers ECO2009/19, European University Institute.
- Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542.
- Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542, April.
- Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers 7445, C.E.P.R. Discussion Papers.
- Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," Economics Working Papers ECO2009/32, European University Institute.
- FAN Gang & HE Liping & HU Jiani, 2009. "CPI vs. PPI: Which drives which£¿," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 4(3), pages 317-334, September.
- Samu Kurri, 2009. "Price Changes in Finland: Some Evidence from the Micro CPI data," Finnish Economic Papers, Finnish Economic Association, vol. 22(2), pages 47-62, Autumn.
- Lutz Kilian, 2009. "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," 2009 Meeting Papers 473, Society for Economic Dynamics.
- Lutz Kilian & Robert J. Vigfusson, 2009. "Pitfalls in estimating asymmetric effects of energy price shocks," International Finance Discussion Papers 970, Board of Governors of the Federal Reserve System (U.S.).
- Kilian, Lutz & Vigfusson, Robert J., 2009. "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," CEPR Discussion Papers 7284, C.E.P.R. Discussion Papers.
- Pinelopi Goldberg & Rebecca Hellerstein, 2009. "How Rigid Are Producer Prices?," Working Papers 1184, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Pinelopi K. Goldberg & Rebecca Hellerstein, 2009. "How rigid are producer prices?," Staff Reports 407, Federal Reserve Bank of New York.
- Sinclair, Tara M. & Joutz, Fred & Stekler, H.O., 2010. "Can the Fed predict the state of the economy?," Economics Letters, Elsevier, vol. 108(1), pages 28-32, July.
- Tara Sinclair & Frederick L. Joutz, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2008-06, The George Washington University, Institute for International Economic Policy.
- Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2009-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2010.
- Tara Sinclair & H.O. Stekler & Elizabeth Reid & Edward N. Gamber, 2009. "Jointly Evaluating GDP and Inflation Forcasts in the Context of the Taylor Rule," Working Papers 2008-05, The George Washington University, Institute for International Economic Policy.
- Sinclair, Tara M. & Joutz, Fred & Stekler, H.O., 2010. "Can the Fed predict the state of the economy?," Economics Letters, Elsevier, vol. 108(1), pages 28-32, July.
- Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2009-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2010.
- Tara Sinclair & Frederick L. Joutz, 2009. "Can the Fed Predict the State of the Economy?," Working Papers 2008-06, The George Washington University, Institute for International Economic Policy.
- Thomas Lux, 2009. "Rational Forecasts or Social Opinion Dynamics? Identification of Interaction Effects in a Business Climate Survey," Post-Print hal-00720175, HAL.
- Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013. "Systemic risk and the refinancing ratchet effect," Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45.
- Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009. "Systemic Risk and the Refinancing Ratchet Effect," NBER Working Papers 15362, National Bureau of Economic Research, Inc.
- Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009. "Systemic Risk and the Refinancing Ratchet Effect," Harvard Business School Working Papers 10-023, Harvard Business School, revised Jul 2010.
- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012. "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1081-1096, November.
- Dovern, Jonas & Fritsche, Ulrich & Slacalek, Jiri, 2009. "Disagreement among forecasters in G7 countries," Working Paper Series 1082, European Central Bank.
- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009. "Disagreement among Forecasters in G7 Countries," Macroeconomics and Finance Series 200906, University of Hamburg, Department of Socioeconomics.
- Loening, Josef L. & Durevall, Dick & Birru, Yohannes A., 2009. "Inflation dynamics and food prices in an agricultural economy : the case of Ethiopia," Policy Research Working Paper Series 4969, The World Bank.
- Loening, Josef L. & Durevall, Dick & Ayalew Birru, Yohannes, 2009. "Inflation Dynamics and Food Prices in an Agricultural Economy: The Case of Ethiopia," Working Papers in Economics 347, University of Gothenburg, Department of Economics.
- Ljungwall, Christer & Gao, Xu, 2009. "Sources Of Business Cycle Fluctuations: Comparing China And India," Working Paper Series 2009-7, Stockholm School of Economics, China Economic Research Center.
- Par Osterholm, 2010. "The effect on the Swedish real economy of the financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 20(4), pages 265-274.
- Österholm, Pär, 2009. "The Effect on the Swedish Real Economy of the Financial Crisis," Working Papers 110, National Institute of Economic Research.
- Frank Leung & Kevin Chow & Simon Chan, 2010. "Measures of trend inflation in Hong Kong," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 177-200, Bank for International Settlements.
- Frank Leung & Kevin Chow & Simon Chan, 2009. "Measures of Trend Inflation in Hong Kong," Working Papers 0907, Hong Kong Monetary Authority.
- Blaskowitz, Oliver & Herwartz, Helmut, 2011. "On economic evaluation of directional forecasts," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1058-1065, October.
- Oliver Blaskowitz & Helmut Herwartz, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers SFB649DP2009-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers 7546, C.E.P.R. Discussion Papers.
- Pooyan Amir Ahmadi & Albrecht Ritschl, 2009. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," SFB 649 Discussion Papers SFB649DP2009-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Pooyan Amir Ahmadi & Albrecht Ritschl, 2010. "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers dp0967, Centre for Economic Performance, LSE.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 27878, London School of Economics and Political Science, Department of Economic History.
- Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009. "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers 51582, London School of Economics and Political Science, Department of Economic History.
- Kayhan Koleyni, 2009. "Using Artificial Neural Networks For Income Convergence," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 3(2), pages 141-152.
- Mohamed A. Osman & Rosmy Jean Louis & Faruk Balli, 2009. "Output gap and inflation nexus: the case of United Arab Emirates," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 1(1), pages 118-135.
- Osman, Mohammad & Jean Louis, Rosmy & Balli, Faruk, 2008. "Output gap and inflation nexus: the case of United Arab Emirates," MPRA Paper 34006, University Library of Munich, Germany, revised 2009.
- Antonella Foglia, 2009. "Stress Testing Credit Risk: A Survey of Authorities' Aproaches," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 9-45, September.
- Naohisa Hirakata & Nao Sudo, 2009. "Accounting for Oil Price Variation and Weakening Impact of the Oil Crisis," IMES Discussion Paper Series 09-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- Nicoletta Batini & Paul Levine, 2008. "Monetary and Fiscal Rules in an Emerging Small Open Economy," CDMA Conference Paper Series 0810, Centre for Dynamic Macroeconomic Analysis.
- Paul L Levine & Joseph G Pearlman & Nicoletta Batini, 2009. "“Monetary and Fiscal Rules in an Emerging Small Open Economy”," IMF Working Papers 09/22, International Monetary Fund.
- Nicoletta Batini & Paul Levine, 2008. "Monetary and Fiscal Rules in an Emerging Small Open Economy," CDMA Conference Paper Series 0810, Centre for Dynamic Macroeconomic Analysis.
- Mr. Paul L Levine & Joseph G Pearlman & Nicoletta Batini, 2009. "“Monetary and Fiscal Rules in an Emerging Small Open Economy”," IMF Working Papers 2009/022, International Monetary Fund.
- António Afonso & Ricardo Sousa, 2011. "The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(1), pages 61-82, April.
- Ricardo M. Sousa & António Afonso, 2009. "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," NIPE Working Papers 3/2009, NIPE - Universidade do Minho.
- António Afonso & Ricardo M. Sousa, 2009. "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," Working Papers Department of Economics 2009/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Makram El-Shagi, 2009. "Inflation Expectations: Does the Market Beat Professional Forecasts?," IWH Discussion Papers 16, Halle Institute for Economic Research.
- Nikolaos Askitas & Klaus F. Zimmermann, 2009. "Google Econometrics and Unemployment Forecasting," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 55(2), pages 107-120.
- Nikos Askitas & Klaus F. Zimmermann, 2009. "Google Econometrics and Unemployment Forecasting," RatSWD Research Notes 41, German Data Forum (RatSWD).
- Askitas, Nikos & Zimmermann, Klaus F., 2009. "Google Econometrics and Unemployment Forecasting," IZA Discussion Papers 4201, Institute of Labor Economics (IZA).
- Nikos Askitas & Klaus F. Zimmermann, 2009. "Google Econometrics and Unemployment Forecasting," Discussion Papers of DIW Berlin 899, DIW Berlin, German Institute for Economic Research.
- Dufourt, Frédéric & Lloyd-Braga, Teresa & Modesto, Leonor, 2009. "Expected Inflation, Sunspots Equilibria and Persistent Unemployment Fluctuations," IZA Discussion Papers 4302, Institute of Labor Economics (IZA).
- Nikos Askitas & Klaus F. Zimmermann, 2009. "Prognosen aus dem Internet: weitere Erholung am Arbeitsmarkt erwartet," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 76(25), pages 402-408.
- Askitas, Nikos & Zimmermann, Klaus F., 2009. "Prognosen aus dem Internet: Weitere Erholung am Arbeitsmarkt erwartet," IZA Standpunkte 13, Institute of Labor Economics (IZA).
- Askitas, Nikos & Zimmermann, Klaus F., 2009. "Googlemetrie und Arbeitsmarkt in der Wirtschaftskrise," IZA Standpunkte 17, Institute of Labor Economics (IZA).
- Mu-Chun Wang, 2009. "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 167-182.
- Wang, Mu-Chun, 2008. "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Discussion Paper Series 1: Economic Studies 2008,04, Deutsche Bundesbank.
- Guangling 'Dave' Liu & Rangan Gupta & Eric Schaling, 2009. "A New-Keynesian DSGE model for forecasting the South African economy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(5), pages 387-404.
- Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008. "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers 200805, University of Pretoria, Department of Economics.
- Dovern, Jonas & Weisser, Johannes, 2011. "Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7," International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465.
- Dovern, Jonas & Weisser, Johannes, 2011. "Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7," International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465, April.
- Jonas Dovern & Johannes Weisser, 2009. "Accuracy, Unbiasedness and Efficiency of Professional Macroeconomic Forecasts: An empirical Comparison for the G7," Jena Economics Research Papers 2009-091, Friedrich-Schiller-University Jena.
- Andreas Billmeier, 2009. "Ghostbusting: which output gap really matters?," International Economics and Economic Policy, Springer, vol. 6(4), pages 391-419, December.
- Matthias Burgert & Stephane Dees, 2009. "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, vol. 20(3), pages 385-402, July.
- Dées, Stéphane & Burgert, Matthias, 2008. "Forecasting world trade: direct versus "bottom-up" approaches," Working Paper Series 882, European Central Bank.
- Michael J. Lamla & Thomas Maag, 2012. "The Role of Media for Inflation Forecast Disagreement of Households and Professional Forecasters," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1325-1350, October.
- Michael J. Lamla & Thomas Maag, 2012. "The Role of Media for Inflation Forecast Disagreement of Households and Professional Forecasters," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1325-1350, October.
- Thomas Maag & Michael J. Lamla, 2009. "The role of media for inflation forecast disagreement of households and professional forecasters," KOF Working papers 09-223, KOF Swiss Economic Institute, ETH Zurich.
- Gonzalo Fernández-de-Córdoba & José Torres, 2011. "Forecasting the Spanish economy with an augmented VAR–DSGE model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(3), pages 379-399, September.
- Gonzalo Fernandez-de-Córdoba & José L. Torres, 2009. "Forecasting the Spanish economy with an Augmented VAR-DSGE model," Working Papers 2009-1, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009. "Common and Spatial Drivers in Regional Business Cycles," SERC Discussion Papers 0022, Centre for Economic Performance, LSE.
- Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009. "Common and spatial drivers in regional business cycles," Centre for Growth and Business Cycle Research Discussion Paper Series 118, Economics, The University of Manchester.
- Artis, Michael & Dreger, Christian & Kholodilinf, Konstantin, 2009. "Common and spatial drivers in regional business cycles," LSE Research Online Documents on Economics 33213, London School of Economics and Political Science, LSE Library.
- Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009. "Common and Spatial Drivers in Regional Business Cycles," Discussion Papers of DIW Berlin 859, DIW Berlin, German Institute for Economic Research.
- Artis, Michael & Dreger, Christian & Kholodilin, Konstantin, 2009. "Common and Spatial Drivers in Regional Business Cycles," CEPR Discussion Papers 7206, C.E.P.R. Discussion Papers.
- Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
- Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
- Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
- Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
- Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
- Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
- Carlos Capistr¡N & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
- Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
- Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
- Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
- Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 479-489, March.
- Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
- D'Agostino, A & Surico, P, 2007. "Does global liquidity help to forecast US inflation?," MPRA Paper 6283, University Library of Munich, Germany.
- D'Agostino, Antonello & Surico, Paolo, 2007. "Does global liquidity help to forecast US inflation?," Research Technical Papers 10/RT/07, Central Bank of Ireland.
- George A. Christodoulakis & Emmanuel C. Mamatzakis, 2009. "Labour Market Dynamics in EU: a Bayesian Markov Chain Approach," Discussion Paper Series 2009_07, Department of Economics, University of Macedonia, revised Apr 2009.
- Maruška Vizek & Tanja Broz, 2009. "Modeling Inflation in Croatia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 45(6), pages 87-98, November.
- Maruška Vizek & Tanja Broz, 2007. "Modelling Inflation in Croatia," Working Papers 0703, The Institute of Economics, Zagreb.
- Michael Meow-Chung Yap, 2009. "Assessing Malaysia’s Business Cycle indicators," Monash Economics Working Papers 04-09, Monash University, Department of Economics.
- Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2011. "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 455-467, October.
- Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2011. "Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 455-467.
- GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009. "Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks," Cahiers de recherche 03-2009, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- National Bank of Belgium, 2009. "Economic projections for Belgium – Autumn 2009," Economic Review, National Bank of Belgium, issue iv, pages 7-20, December.
- National Bank of Belgium, 2009. "Economic projections for Belgium – Spring 2009," Economic Review, National Bank of Belgium, issue ii, pages 7-29, June.
- Lewis Vivien & Markiewicz Agnieszka, 2009. "Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-24, April.
- V. Lewis & A. Markiewicz, 2009. "Model Misspecification, Learning and the Exchange Rate Disconnect Puzzle," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/563, Ghent University, Faculty of Economics and Business Administration.
- Vivien Lewis & Agnieszka Markiewicz, 2009. "Model misspecification, learning and the exchange rate disconnect puzzle," Working Paper Research 168, National Bank of Belgium.
2008
- Capistrán, Carlos & Timmermann, Allan, 2009.
"Forecast Combination With Entry and Exit of Experts,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
- Timmermann Allan & Capistrán Carlos, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.
- Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
- Carlos Capistr¡N & Allan Timmermann, 2009.
"Disagreement and Biases in Inflation Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
- Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
- Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
- Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
- Steffen Osterloh, 2008.
"Accuracy and Properties of German Business Cycle Forecasts,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 54(1), pages 27-57.
- Osterloh, Steffen, 2006. "Accuracy and properties of German business cycle forecasts," ZEW Discussion Papers 06-087, ZEW - Leibniz Centre for European Economic Research.
- Jonas Dovern & Christina Ziegler, 2008.
"Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators under Real-Time Condition,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 54(4), pages 293-318.
- Dovern, Jonas & Ziegler, Christina, 2008. "Predicting growth rates and recessions: assessing US leading indicators under real-time conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy (IfW Kiel).
- Gregor W. Smith, 2008.
"US Inflation Dynamics 1981-2007: 13,193 Quarterly Observations,"
Working Papers
1155, Queen's University, Department of Economics.
- Smith, Gregor W., 2008. "US Inflation Dynamics 1981-2007: 13,193 Quarterly Observations," Queen's Economics Department Working Papers 273631, Queen's University - Department of Economics.
- Clements, Michael P., 2008.
"Rounding of probability forecasts : The SPF forecast probabilities of negative output growth,"
The Warwick Economics Research Paper Series (TWERPS)
869, University of Warwick, Department of Economics.
- Clements, Michael P., 2008. "Rounding of probability forecasts: The SPF forecast probabilities of negative output growth," Economic Research Papers 269880, University of Warwick - Department of Economics.
- Clements, Michael P., 2010.
"Explanations of the inconsistencies in survey respondents' forecasts,"
European Economic Review, Elsevier, vol. 54(4), pages 536-549, May.
- Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics.
- Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents' forecasts," Economic Research Papers 269881, University of Warwick - Department of Economics.
- Pedro Elosegui & Lorena Garegnani & Luis Lanteri & Emilio Blanco, 2008. "Aggregate Indicators of Economic Activity for the Argentine Case: The Principal Components Methodology," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(51), pages 7-41, April - S.
- Pedro Elosegui & Lorena Garegnani & Emilio Blanco, 2008. "Aggregate Indicators of Economic Activity for Argentina: The Principal Components Method," BCRA Working Paper Series 200832, Central Bank of Argentina, Economic Research Department.
- Laura D´Amato & Lorena Garegnani & Emilio Blanco, 2008. "Forecasting Inflation in Argentina: Individual Models or Forecast Pooling?," BCRA Working Paper Series 200835, Central Bank of Argentina, Economic Research Department.
- Antonella Foglia, 2008. "Stress testing credit risk: a survey of authorities' approaches," Questioni di Economia e Finanza (Occasional Papers) 37, Bank of Italy, Economic Research and International Relations Area.
- Riccardo Cristadoro & Giuseppe Saporito & Fabrizio Venditti, 2013.
"Forecasting inflation and tracking monetary policy in the euro area: does national information help?,"
Empirical Economics, Springer, vol. 44(3), pages 1065-1086, June.
- Venditti, Fabrizio & Cristadoro, Riccardo & Saporito, Giuseppe, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Working Paper Series 900, European Central Bank.
- Riccardo Cristadoro & Fabrizio Venditti & Giuseppe Saporito, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Temi di discussione (Economic working papers) 677, Bank of Italy, Economic Research and International Relations Area.
- Capistrán Carlos & López Moctezuma Gabriel, 2008. "Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers 2008-11, Banco de México.
- Chauvin, V. & Devulder, A., 2008. "An Inflation Forecasting Model for the Euro Area," Working papers 192, Banque de France.
- K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008.
"Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise,"
Working Paper Research
133, National Bank of Belgium.
- Barhoumi, K. & R nstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
- Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
- Lance Bachmeier & Qi Li & Dandan Liu, 2008. "Should Oil Prices Receive So Much Attention? An Evaluation Of The Predictive Power Of Oil Prices For The U.S. Economy," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 528-539, October.
- Daniel Buncic & Martin Melecky, 2008.
"An Estimated New Keynesian Policy Model for Australia,"
The Economic Record, The Economic Society of Australia, vol. 84(264), pages 1-16, March.
- Martin Melecky & Daniel Buncic, 2005. "An Estimated, New Keynesian Policy Model for Australia," Macroeconomics 0511026, University Library of Munich, Germany.
- Buncic, Daniel & Melecky, Martin, 2007. "An estimated New Keynesian policy model for Australia," MPRA Paper 4138, University Library of Munich, Germany.
- David Shepherd & Robert Dixon, 2008.
"The Cyclical Dynamics and Volatility of Australian Output and Employment,"
The Economic Record, The Economic Society of Australia, vol. 84(264), pages 34-49, March.
- Robert Dixon & David Shepherd, 2006. "The Cyclical Dynamics and Volatility of Australian Output and Employment," Department of Economics - Working Papers Series 968, The University of Melbourne.
- Paul Levine & Joseph Pearlman & Bo Yang, 2008.
"The Credibility Problem Revisited: Thirty Years on from Kydland and Prescott,"
Review of International Economics, Wiley Blackwell, vol. 16(4), pages 728-746, September.
- Paul Levine & Joseph Pearlman & Bo Yang, 2007. "The Credibility Problem Revisited: Thirty Years on from Kydland and Prescott," School of Economics Discussion Papers 1807, School of Economics, University of Surrey.
- Rangan Gupta & Sonali Das, 2008.
"Spatial Bayesian Methods Of Forecasting House Prices In Six Metropolitan Areas Of South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 76(2), pages 298-313, June.
- Rangan Gupta & Sonali Das, 2008. "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers 200813, University of Pretoria, Department of Economics.
- Knut Aastveit & Tørres Trovik, 2012.
"Nowcasting norwegian GDP: the role of asset prices in a small open economy,"
Empirical Economics, Springer, vol. 42(1), pages 95-119, February.
- Knut Are Aastveit & Tørres G. Trovik, 2008. "Nowcasting Norwegian GDP: The role of asset prices in a small open economy," Working Paper 2007/09, Norges Bank.
- Hilde Bjørnland & Kai Leitemo & Junior Maih, 2011.
"Estimating the natural rates in a simple New Keynesian framework,"
Empirical Economics, Springer, vol. 40(3), pages 755-777, May.
- Hilde C. Bjørnland & Kai Leitemo & Junior Maih, 2008. "Estimating the natural rates in a simple New Keynesian framework," Working Paper 2007/10, Norges Bank.
- Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2010.
"Combining forecast densities from VARs with uncertain instabilities,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 621-634.
- Anne Sofie Jore & James Mitchell & Shaun Vahey, 2008. "Combining Forecast Densities from VARs with Uncertain Instabilities," Reserve Bank of New Zealand Discussion Paper Series DP2008/18, Reserve Bank of New Zealand.
- Anne-Sofie Jore & James Mitchell & Shaun P. Vahey, 2008. "Combining forecast densities from VARs with uncertain instabilities," Working Paper 2008/01, Norges Bank.
- Akram, Q. Farooq, 2009.
"Commodity prices, interest rates and the dollar,"
Energy Economics, Elsevier, vol. 31(6), pages 838-851, November.
- Q. Farooq Akram, 2008. "Commodity prices, interest rates and the dollar," Working Paper 2008/12, Norges Bank.
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"Combining inflation density forecasts,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 231-250.
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"Inflation Dynamics And Labor Market Specifications: A Bayesian Dynamic Stochastic General Equilibrium Approach For Japan'S Economy,"
Economic Inquiry, Western Economic Association International, vol. 51(1), pages 273-287, January.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2008. "Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach," Bank of Japan Working Paper Series 08-E-9, Bank of Japan.
- Ichiue, Hibiki & Kurozumi, Takushi & Sunakawa, Takeki, 2011. "Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy," MPRA Paper 33391, University Library of Munich, Germany.
- Joonhyuk Song & Youngsoo Choi, 2008. "Bond Risk Premia and Business Cycle (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 14(4), pages 1-46, December.
- David R.F. Love, 2008. "A Note on the Accuracy of Extended-Path Solution Methods for Dynamic General Equilibrium Economies," Working Papers 0801, Brock University, Department of Economics, revised Apr 2008.
- Jef Vuchelen & Jesse De Wit, 2008. "An Evaluation of the OECD Cyclically-Adjusted Primary Government Balance Forecasts," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 51(4), pages 459-479.
- Bermingham, Colin, 2008. "Quantifying the Impact of Oil Prices on Inflation," Research Technical Papers 8/RT/08, Central Bank of Ireland.
- Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2009.
"Can the facts of UK inflation persistence be explained by nominal rigidity?,"
Economic Modelling, Elsevier, vol. 26(5), pages 978-992, September.
- Minford, Patrick & Nowell, Eric & Srinivasan, Naveen & Meenagh, David & Sofat, Prakriti, 2008. "Can the Facts of UK Inflation Persistence be Explained by Nominal Rigidity?," CEPR Discussion Papers 6834, C.E.P.R. Discussion Papers.
- Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2008. "Can the Facts of UK Inflation Persistence be Explained by Nominal Rigidity?," Cardiff Economics Working Papers E2008/7, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2010.
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- Marika Karanassou & Hector Sala & Dennis J. Snower, 2003.
"Unemployment in the European Union: Institutions, Prices, and Growth,"
Working Papers
493, Queen Mary University of London, School of Economics and Finance.
- Marika Karanassou & Hector Sala & Dennis Snower, 2004. "Unemployment in the European Union: Institutions, Prices, and Growth," CESifo Working Paper Series 1247, CESifo.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2003. "Unemployment in the European Union: Institutions, Prices, and Growth," IZA Discussion Papers 899, Institute of Labor Economics (IZA).
- Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser, 2008. "Forecasting Euro Area Real GDP: Optimal Pooling of Information," CESifo Working Paper Series 2371, CESifo.
- Klaus Abberger & Wolfgang Nierhaus, 2008. "Die ifo Kapazitätsauslastung - ein gleichlaufender Indikator der deutschen Industriekonjunktur," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(16), pages 15-23, August.
- Steffen Henzel, 2008. "Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?," ifo Working Paper Series 55, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Nikolay Robinzonov & Klaus Wohlrabe, 2010.
"Freedom of Choice in Macroeconomic Forecasting ,"
CESifo Economic Studies, CESifo Group, vol. 56(2), pages 192-220, June.
- Nikolay Robinzonov & Klaus Wohlrabe, 2008. "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," ifo Working Paper Series 57, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Kajal Lahiri & Xuguang Sheng, 2010.
"Measuring forecast uncertainty by disagreement: The missing link,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.
- Kajal Lahiri & Xuguang Sheng, 2008. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," ifo Working Paper Series 60, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008.
"Forecasting Canadian time series with the New Keynesian model,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005. "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche 0527, CIRPEE.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
- José Luis Torres T., 2008.
"La Estimación de la brecha del producto en Colombia,"
Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 4, pages 103-132,
Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Jose Luis Torres, 2007. "La estimación de la brecha del producto en Colombia," Borradores de Economia 462, Banco de la Republica de Colombia.
- José Luis Torres, 2007. "La estimación de la brecha del producto en Colombia," Borradores de Economia 4288, Banco de la Republica.
- Katerina Smidkova, 2008. "Evaluation of the Fulfilment of the CNB's Inflation Targets," Occasional Publications - Chapters in Edited Volumes, in: Katerina Smidkova (ed.), Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, chapter 1, pages 10-17, Czech National Bank.
- Juraj Antal & Michal Hlavacek & Tomas Holub, 2008. "Basic Characteristics of Inflation Targeting in the Czech Republic," Occasional Publications - Chapters in Edited Volumes, in: Katerina Smidkova (ed.), Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, chapter 2, pages 18-34, Czech National Bank.
- Juraj Antal & Michal Hlavacek & Roman Horvath, 2008. "Prediction Bias and Undershooting of the Inflation Target," Occasional Publications - Chapters in Edited Volumes, in: Katerina Smidkova (ed.), Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, chapter 5, pages 57-76, Czech National Bank.
- Jan Babecky & Jiri Podpiera, 2008. "Inflation Forecasts Errors in the Czech Republic: Evidence from a Panel of Institutions," Occasional Publications - Chapters in Edited Volumes, in: Katerina Smidkova (ed.), Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, chapter 6, pages 77-85, Czech National Bank.
- Zuzana Antonicova & Karel Musil & Lubos Ruzicka & Jan Vlcek, 2008. "Evaluation of the Quality and Success Rate of Forecasts: A Historic Overview," Occasional Publications - Chapters in Edited Volumes, in: Katerina Smidkova (ed.), Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, chapter 7, pages 86-101, Czech National Bank.
- Eliana Rocío González Molano, 2008.
"Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia,"
Borradores de Economia
504, Banco de la Republica de Colombia.
- Eliana Rocío González Molano, 2008. "Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia," Borradores de Economia 4596, Banco de la Republica.
- Ignacio Lozano & Hernán Rincón & Miguel Sarmiento & Jorge Ramos, 2008.
"Regla fiscal cuantitativa para consolidar y blindar las finanzas públicas de Colombia,"
Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 10(19), pages 311-352, July-Dece.
- Ignacio Lozano & Hernán Rincón & Miguel Sarmiento & Jorge Ramos, 2008. "Regla fiscal cuantitativa para consolidar y blindar las finanzas públicas de Colombia," Borradores de Economia 505, Banco de la Republica de Colombia.
- Ignacio Lozano & Hernán Rincón & Miguel Sarmiento & Jorge Ramos, 2008. "Regla fiscal cuantitativa para consolidar y blindar las finanzas públicas de Colombia," Borradores de Economia 4597, Banco de la Republica.
- Alejandro Reveiz & Carlos León, 2008.
"Administración de fondos de pensiones y multifondos en Colombia,"
Borradores de Economia
506, Banco de la Republica de Colombia.
- Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia 4598, Banco de la Republica.
- Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008.
"Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 78-113, June.
- Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 78-113, June.
- Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 507, Banco de la Republica de Colombia.
- Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 4599, Banco de la Republica.
- Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Núñez, 2010.
"The Cost of Avoiding Crime: The Case of Bogotá,"
NBER Chapters, in: The Economics of Crime: Lessons For and From Latin America, pages 101-132,
National Bureau of Economic Research, Inc.
- Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 508, Banco de la Republica de Colombia.
- Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008. "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia 4600, Banco de la Republica.
- Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans, 2008. "Macroeconomic resilience in a DSGE model," CPB Discussion Paper 96, CPB Netherlands Bureau for Economic Policy Analysis.
- Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans, 2008. "Macroeconomic resilience in a DSGE model," CPB Discussion Paper 96.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172, CPB Netherlands Bureau for Economic Policy Analysis.
- Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008.
"Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change,"
Working Papers
334, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," CEPR Discussion Papers 6706, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Economics Working Papers ECO2008/17, European University Institute.
- Marcellino, Massimiliano & Schumacher, Christian, 2007.
"Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP,"
Discussion Paper Series 1: Economic Studies
2007,34, Deutsche Bundesbank.
- Schumacher, Christian & Marcellino, Massimiliano, 2008. "Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP," CEPR Discussion Papers 6708, C.E.P.R. Discussion Papers.
- Massimiliano Marcellino & Christian Schumacher, 2008. "Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP," Economics Working Papers ECO2008/16, European University Institute.
- Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2009.
"Can the facts of UK inflation persistence be explained by nominal rigidity?,"
Economic Modelling, Elsevier, vol. 26(5), pages 978-992, September.
- Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2008. "Can the Facts of UK Inflation Persistence be Explained by Nominal Rigidity?," Cardiff Economics Working Papers E2008/7, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2010.
- Minford, Patrick & Nowell, Eric & Srinivasan, Naveen & Meenagh, David & Sofat, Prakriti, 2008. "Can the Facts of UK Inflation Persistence be Explained by Nominal Rigidity?," CEPR Discussion Papers 6834, C.E.P.R. Discussion Papers.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008.
"A Monthly Indicator of the Euro Area GDP,"
Economics Working Papers
ECO2008/32, European University Institute.
- Marcellino, Massimiliano & Proietti, Tommaso & Frale, Cecilia & Mazzi, Gian Luigi, 2008. "A Monthly Indicator of the Euro Area GDP," CEPR Discussion Papers 7007, C.E.P.R. Discussion Papers.
- Lutz Kilian & Clara Vega, 2011.
"Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices,"
The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 660-671, May.
- Lutz Kilian & Clara Vega, 2008. "Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices," International Finance Discussion Papers 957, Board of Governors of the Federal Reserve System (U.S.).
- Kilian, Lutz & Vega, Clara, 2008. "Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices," CEPR Discussion Papers 7015, C.E.P.R. Discussion Papers.
- Dikaios Tserkezos & George Xanthos & Eva Pitikaki, 2008. "A Note on the Diachronic Behaviour of the OECD Forecasts for Greece," Working Papers 0814, University of Crete, Department of Economics.
- Granato, Jim & Guse, Eran A. & Wong, M. C. Sunny, 2008.
"Learning From The Expectations Of Others,"
Macroeconomic Dynamics, Cambridge University Press, vol. 12(3), pages 345-377, June.
- Granato, J. & Guse, E. & Sunny Wong, M.C., 2006. "Learning from the Expectations of Others," Cambridge Working Papers in Economics 0605, Faculty of Economics, University of Cambridge.
- Jim Granato & Eran Guse & Sunny Wong, 2006. "Learning From the Expectations of Others," Computing in Economics and Finance 2006 449, Society for Computational Economics.
- Jana Eklund & George Kapetanios, 2008.
"A review of forecasting techniques for large datasets,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 109-115, January.
- Eklund, Jana & Kapetanios, George, 2008. "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203, pages 109-115, January.
- Jana Eklund & George Kapetanios, 2008. "A Review of Forecasting Techniques for Large Data Sets," Working Papers 625, Queen Mary University of London, School of Economics and Finance.
- Miroslav Hloušek, 2008. "DSGE model with nominal rigidities: estimation and assessing of fit," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 15(25).
- Georg Erber & Ulrich Fritsche, 2008. "Produktivitätswachstum in Deutschland: kein nachhaltiger Aufschwung in Sicht," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 75(36), pages 512-519.
- Jonas Dovern & Ulrich Fritsche, 2008.
"Estimating fundamental cross-section dispersion from fixed event forecasts,"
Macroeconomics and Finance Series
200801, University of Hamburg, Department of Socioeconomics.
- Jonas Dovern & Ulrich Fritsche, 2008. "Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts," Discussion Papers of DIW Berlin 787, DIW Berlin, German Institute for Economic Research.
- LOENING, Josef & TAKADA, Hideki, 2008. "Inflationary Expectations In Ethiopia: Some Preliminary Results," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 159-176.
- Cecilia Frale & David Veredas, 2008. "A Monthly Volatility Index for the US Economy," Working Papers ECARES 2008-008, ULB -- Universite Libre de Bruxelles.
- K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008.
"Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise,"
Working Paper Research
133, National Bank of Belgium.
- Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
- Barhoumi, K. & R nstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
- Sánchez, Marcelo, 2008. "Oil shocks and endogenous markups: results from an estimated euro area DSGE model," Working Paper Series 860, European Central Bank.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
"Explaining The Great Moderation: It Is Not The Shocks,"
Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
- Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 865, European Central Bank.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
- Levine, Paul & McAdam, Peter & Pierse, Richard & Pearlman, Joseph G., 2008. "Risk Management in Action. Robust monetary policy rules under structured uncertainty," Working Paper Series 870, European Central Bank.
- Matthias Burgert & Stephane Dees, 2009.
"Forecasting World Trade: Direct Versus “Bottom-Up” Approaches,"
Open Economies Review, Springer, vol. 20(3), pages 385-402, July.
- Dées, Stéphane & Burgert, Matthias, 2008. "Forecasting world trade: direct versus "bottom-up" approaches," Working Paper Series 882, European Central Bank.
- Darracq Pariès, Matthieu & Maurin, Laurent, 2008. "The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models," Working Paper Series 894, European Central Bank.
- Paul Levine & Joseph Pearlman, 2007.
"Robust Monetary Rules under Unstructured and Structured Model Uncertainty,"
School of Economics Discussion Papers
0707, School of Economics, University of Surrey.
- Levine, Paul, 2008. "Robust monetary rules under unstructured and structured model uncertainty," Working Paper Series 899, European Central Bank.
- Riccardo Cristadoro & Giuseppe Saporito & Fabrizio Venditti, 2013.
"Forecasting inflation and tracking monetary policy in the euro area: does national information help?,"
Empirical Economics, Springer, vol. 44(3), pages 1065-1086, June.
- Riccardo Cristadoro & Fabrizio Venditti & Giuseppe Saporito, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Temi di discussione (Economic working papers) 677, Bank of Italy, Economic Research and International Relations Area.
- Venditti, Fabrizio & Cristadoro, Riccardo & Saporito, Giuseppe, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Working Paper Series 900, European Central Bank.
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2008. "The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis," Working Paper Series 944, European Central Bank.
- Ricardo Mestre & Peter McAdam, 2011.
"Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 303-324, April.
- McAdam, Peter & Mestre, Ricardo, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Working Paper Series 950, European Central Bank.
- Elena Angelini & Marta Banbura & Gerhard Rünstler, 2010.
"Estimating and forecasting the euro area monthly national accounts from a dynamic factor model,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-22.
- Angelini, Elena & Rünstler, Gerhard & Bańbura, Marta, 2008. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," Working Paper Series 953, European Central Bank.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012.
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84, European Central Bank.
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"Forecast evaluation of small nested model sets,"
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"State-Dependent or Time-Dependent Pricing: Does it Matter for Recent U.S. Inflation?,"
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- Gutierrez Girault, Matias Alfredo, 2008. "Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System," MPRA Paper 16378, University Library of Munich, Germany.
- Shin, Inyong & Kim, Hyunho & Yamamura, Eiji, 2008. "Technological Progress and the Future of Kuznets Curve's," MPRA Paper 18866, University Library of Munich, Germany.
- Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2008. "Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan," MPRA Paper 19488, University Library of Munich, Germany.
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"Output gap and inflation nexus: the case of United Arab Emirates,"
International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 1(1), pages 118-135.
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"Using Sentiment Surveys to Predict GDP Growth and Stock Returns,"
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- Jurdziak, Leszek, 2008. "Metoda Szacowania Kosztów Inwestycyjnych Oraz Eksploatacyjnych Przenośników [Method Of Capital And Operational Cost Estimation Of Belt Coneyors]," MPRA Paper 75183, University Library of Munich, Germany.
- S. Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008.
"Estimating Output Gap for Pakistan Economy: Structural and Statistical Approaches,"
SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 31-60.
- Syed Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008. "Estimating Output Gap for Pakistan economy: Structural and Statistical Approaches," SBP Working Paper Series 24, State Bank of Pakistan, Research Department.
- S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan, 2008. "Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches," MPRA Paper 9736, University Library of Munich, Germany, revised 20 Jun 2008.
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"A New-Keynesian DSGE model for forecasting the South African economy,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(5), pages 387-404.
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"Spatial Bayesian Methods Of Forecasting House Prices In Six Metropolitan Areas Of South Africa,"
South African Journal of Economics, Economic Society of South Africa, vol. 76(2), pages 298-313, June.
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"Predicting Downturns in the US Housing Market: A Bayesian Approach,"
The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 294-319, October.
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- Carlo Altavilla & Matteo Ciccarelli, 2008. "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers 8_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
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"On the uncertainty and risks of macroeconomic forecasts: combining judgements with sample and model information,"
Empirical Economics, Springer, vol. 42(3), pages 639-665, June.
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- Gregor W. Smith, 2008. "Us Inflation Dynamics 1981-2007: 13,193 Quarterly Observations," Working Paper 1155, Economics Department, Queen's University.
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"Revisiting useful approaches to data-rich macroeconomic forecasting,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
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- Eklund, Jana & Kapetanios, George, 2008.
"A review of forecasting techniques for large datasets,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 203, pages 109-115, January.
- Jana Eklund & George Kapetanios, 2008. "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 109-115, January.
- Jana Eklund & George Kapetanios, 2008. "A Review of Forecasting Techniques for Large Data Sets," Working Papers 625, Queen Mary University of London, School of Economics and Finance.
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"Revisiting useful approaches to data-rich macroeconomic forecasting,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
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- Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
- Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
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"A review of forecasting techniques for large datasets,"
National Institute Economic Review, Cambridge University Press, vol. 203, pages 109-115, January.
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- Jana Eklund & George Kapetanios, 2008. "A Review of Forecasting Techniques for Large Data Sets," Working Papers 625, Queen Mary University of London, School of Economics and Finance.
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"Optimal Exchange Rate Stabilization in a Dollarized Economy with Inflation Targets,"
Computing in Economics and Finance 2006
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- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012. "The Dynamics of UK and US Inflation Expectation," SIRE Discussion Papers 2012-46, Scottish Institute for Research in Economics (SIRE).
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"A review of forecasting techniques for large datasets,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 203, pages 109-115, January.
- Jana Eklund & George Kapetanios, 2008. "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 109-115, January.
- Jana Eklund & George Kapetanios, 2008. "A Review of Forecasting Techniques for Large Data Sets," Working Papers 625, Queen Mary University of London, School of Economics and Finance.
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"Monetary and Fiscal Rules in an Emerging Small Open Economy,"
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"Estimating Output Gap for Pakistan Economy: Structural and Statistical Approaches,"
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- S. Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008.
"Estimating Output Gap for Pakistan Economy: Structural and Statistical Approaches,"
SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 4, pages 31-60.
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- Syed Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008. "Estimating Output Gap for Pakistan economy: Structural and Statistical Approaches," SBP Working Paper Series 24, State Bank of Pakistan, Research Department.
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- Michele Battisti & Gianfranco Vaio, 2009.
"A spatially filtered mixture of β-convergence regressions for EU regions, 1980–2002,"
Studies in Empirical Economics, in: Giuseppe Arbia & Badi H. Baltagi (ed.), Spatial Econometrics, pages 105-121,
Springer.
- Michele Battisti & Gianfranco Vaio, 2008. "A spatially filtered mixture of β-convergence regressions for EU regions, 1980–2002," Empirical Economics, Springer, vol. 34(1), pages 203-203, February.
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"Forecasting inflation with an uncertain output gap,"
Empirical Economics, Springer, vol. 35(3), pages 413-436, November.
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"Do sentiment indicators help to assess and predict actual developments of the Chinese economy?,"
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- Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007.
"Forecasting the South African Economy: A DSGE-VAR Approach,"
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- Liu, G. & Gupta, R. & Schaling, E., 2008. "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM adfaca2d-b9dd-4548-93d0-3, Tilburg University, School of Economics and Management.
- Liu, G. & Gupta, R. & Schaling, E., 2008. "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM adfaca2d-b9dd-4548-93d0-3, Tilburg University, School of Economics and Management.
- Heikki Kauppi, 2008. "Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics," Discussion Papers 31, Aboa Centre for Economics.
- Alonso Gomez & John M Maheu & Alex Maynard, 2008. "Improving Forecasts of Inflation using the Term Structure of Interest Rates," Working Papers tecipa-319, University of Toronto, Department of Economics.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008.
"Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?,"
Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
- Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings 601, Econometric Society.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008.
"Explaining The Great Moderation: It Is Not The Shocks,"
Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 621-633, 04-05.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007. "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers 6600, C.E.P.R. Discussion Papers.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Explaining the great moderation: it is not the shocks," ULB Institutional Repository 2013/6413, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008. "Explaining the Great Moderation: it is not the shocks," Working Paper Series 865, European Central Bank.
- Luca Benati & Paolo Surico, 2008.
"Evolving U.S. Monetary Policy and The Decline of Inflation Predictability,"
Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 634-646, 04-05.
- Surico, Paolo & Benati, Luca, 2007. "Evolving U.S. monetary policy and the decline of inflation predictability," Working Paper Series 824, European Central Bank.
- Kevin X.D. Huang & Zheng Liu & Tao Zha, 2009.
"Learning, Adaptive Expectations and Technology Shocks,"
Economic Journal, Royal Economic Society, vol. 119(536), pages 377-405, March.
- KevinX.D. Huang & Zheng Liu & Tao Zha, 2009. "Learning, Adaptive Expectations and Technology Shocks," Economic Journal, Royal Economic Society, vol. 119(536), pages 377-405, March.
- Kevin X. D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," Working Paper Series 2008-18, Federal Reserve Bank of San Francisco.
- Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, Adaptive Expectations, and Technology Shocks," Vanderbilt University Department of Economics Working Papers 0807, Vanderbilt University Department of Economics.
- Kevin X. D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, adaptive expectations, and technology shocks," FRB Atlanta Working Paper 2008-20, Federal Reserve Bank of Atlanta.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008.
"Forecasting Canadian time series with the New Keynesian model,"
Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005. "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche 0527, CIRPEE.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Centre for Growth and Business Cycle Research Discussion Paper Series 78, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Discussion Paper Series 0715, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Economics Discussion Paper Series 0631, Economics, The University of Manchester.
- Clements, Michael P., 2008.
"Rounding of probability forecasts: The SPF forecast probabilities of negative output growth,"
Economic Research Papers
269880, University of Warwick - Department of Economics.
- Clements, Michael P., 2008. "Rounding of probability forecasts : The SPF forecast probabilities of negative output growth," The Warwick Economics Research Paper Series (TWERPS) 869, University of Warwick, Department of Economics.
- Clements, Michael P., 2010.
"Explanations of the inconsistencies in survey respondents' forecasts,"
European Economic Review, Elsevier, vol. 54(4), pages 536-549, May.
- Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents' forecasts," Economic Research Papers 269881, University of Warwick - Department of Economics.
- Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics.
- Jacek Kotlowski, 2008. "Forecasting inflation with dynamic factor model – the case of Poland," Working Papers 24, Department of Applied Econometrics, Warsaw School of Economics.
- Guse, Eran A., 2010.
"Heterogeneous expectations, adaptive learning, and evolutionary dynamics,"
Journal of Economic Behavior & Organization, Elsevier, vol. 74(1-2), pages 42-57, May.
- Eran A. Guse, 2008. "Heterogeneous Expectations, Adaptive Learning, and Evolutionary Dynamics," Working Papers 09-01, Department of Economics, West Virginia University.
- Mu-Chun Wang, 2009.
"Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 167-182.
- Wang, Mu-Chun, 2008. "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Discussion Paper Series 1: Economic Studies 2008,04, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2008. "How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts," Discussion Paper Series 1: Economic Studies 2008,14, Deutsche Bundesbank.
- Lux, Thomas, 2009.
"Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey,"
Journal of Economic Behavior & Organization, Elsevier, vol. 72(2), pages 638-655, November.
- Lux, Thomas, 2008. "Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey," Economics Working Papers 2008-07, Christian-Albrechts-University of Kiel, Department of Economics.
- Fendel, Ralf & Lis, Eliza M. & Rülke, Jan-Christoph, 2008. "Does the financial market believe in the Phillips Curve? Evidence from the G7 countries," University of Göttingen Working Papers in Economics 73, University of Goettingen, Department of Economics.
- Tovar, Camilo Ernesto, 2009.
"DSGE Models and Central Banks,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-31.
- Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
- Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy (IfW Kiel).
- Jonas Dovern & Christina Ziegler, 2008.
"Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators under Real-Time Condition,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 54(4), pages 293-318.
- Dovern, Jonas & Ziegler, Christina, 2008. "Predicting growth rates and recessions: assessing US leading indicators under real-time conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy (IfW Kiel).
- Lux, Thomas, 2008. "Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey," Kiel Working Papers 1424, Kiel Institute for the World Economy (IfW Kiel).
- Dovern, Jonas & Weisser, Johannes, 2008. "Are they really rational? Assessing professional macro-economic forecasts from the G7-countries," Kiel Working Papers 1447, Kiel Institute for the World Economy (IfW Kiel).
- Döhrn, Roland & Schmidt, Christoph M. & Zimmermann, Tobias, 2008. "Inflation Forecasting with Inflation Sentiment Indicators," Ruhr Economic Papers 80, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Farzanegan, Mohammad Reza & Markwardt, Gunther, 2009.
"The effects of oil price shocks on the Iranian economy,"
Energy Economics, Elsevier, vol. 31(1), pages 134-151, January.
- Mohammad Reza FARZANEGAN & Gunther MARKWARDT, 2008. "The Effects of Oil Price Shocks on the Iranian Economy," EcoMod2008 23800037, EcoMod.
- Farzanegan, Mohammad Reza & Markwardt, Gunther, 2008. "The effects of oil price shocks on the Iranian economy," Dresden Discussion Paper Series in Economics 15/08, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
2007
- Nicoletta Batini & Paul Levine & Joseph Pearlman, 2007.
"Monetary Rules in Emerging Economies with Financial Market Imperfections,"
NBER Chapters, in: International Dimensions of Monetary Policy, pages 251-311,
National Bureau of Economic Research, Inc.
- Nicoletta Batini & Paul Levine & Joseph Pearlman, 2007. "Monetary Rules in Emerging Economies with Financial Market Imperfections," School of Economics Discussion Papers 0807, School of Economics, University of Surrey.
- Faust, Jon & Wright, Jonathan H., 2009.
"Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 468-479.
- Jon Faust & Jonathan H. Wright, 2007. "Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset," NBER Working Papers 13397, National Bureau of Economic Research, Inc.
- Michael Bordo & Ali Dib & Lawrence Schembri, 2010.
"Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 51-99, September.
- Michael Bordo & Ali Dib & Lawrence L. Schembri, 2007. "Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy," Staff Working Papers 07-45, Bank of Canada.
- Michael D. Bordo & Ali Dib & Lawrence Schembri, 2007. "Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s:(Hard) Lessons Learned for Monetary Policy in a Small Open Economy," NBER Working Papers 13605, National Bureau of Economic Research, Inc.
- Pablo A. Guerron-Quintana, 2010.
"What you match does matter: the effects of data on DSGE estimation,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 774-804.
- Pablo A. Guerron, 2007. "What You Match Does Matter: The Effects of Data on DSGE Estimation," Working Paper Series 012, North Carolina State University, Department of Economics.
- Pablo A. Guerron, 2007. "The Welfare Costs of Inflation in a Micro-Founded Macroeconometric Model," Working Paper Series 013, North Carolina State University, Department of Economics.
- Ivan O. KITOV & Oleg I. KITOV & Svetlana A. DOLINSKAYA, 2009.
"Modelling Real Gdp Per Capita In The Usa:Cointegration Tests,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(1(7)_ Spr).
- Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007. "Modelling real GDP per capita in the USA: cointegration test," MPRA Paper 2739, University Library of Munich, Germany.
- Ivan Kitov & Oleg Kitov & Svetlana Dolinskaya, 2007. "Modeling Real GDP Per Capita in the USA: Cointegration Test," Mechonomics mechanomics1, Socionet.
- Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008. "Modelling real GDP per capita in the USA: cointegration test," Papers 0811.0490, arXiv.org.
- Kitov, Ivan, 2006.
"The Japanese economy,"
MPRA Paper
2737, University Library of Munich, Germany.
- Ivan Kitov, 2007. "The Japanese Economy," Mechonomics mechonomics6, Socionet.
- Kitov, Ivan, 2007.
"Inflation, unemployment, labor force change in European countries,"
MPRA Paper
14557, University Library of Munich, Germany.
- Ivan Kitov, 2007. "Inflation, Unemployment, Labor Force Change in European Counties," Mechonomics mechonomics7, Socionet.
- Lukas Vogel, 2007. "How do the OECD Growth Projections for the G7 Economies Perform?: A Post-Mortem," OECD Economics Department Working Papers 573, OECD Publishing.
- Minford Patrick, 2007. "Care sunt modelele şi politicile potrivite într-un context global cu inflaţie scăzută?," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
- Sylvia Kaufmann, 2007. "Capturing the Link between M3 Growth and Inflation in the Euro Area – An Econometric Model to Produce Conditional Inflation Forecasts," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 93-108.
- Nooraddin Sharify & M. Alejandro Cardenete, 2007. "Cost-push impact of motor spirit price on price indices and inflation," Working Papers 07.11, Universidad Pablo de Olavide, Department of Economics.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009.
"Real-Time Measurement of Business Conditions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive 08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008.
- ÿlvaro Aguiar & Ana Paula Ribeiro, 2007.
"Monetary Policy and the Political Support for a Labor Market Reform,"
Money Macro and Finance (MMF) Research Group Conference 2006
112, Money Macro and Finance Research Group.
- Álvaro Aguiar & Ana Paula Ribeiro, 2007. "Monetary Policy and the Political Support for a Labor Market Reform," FEP Working Papers 237, Universidade do Porto, Faculdade de Economia do Porto.
- Falnita, Eugen & Sipos, Ciprian, 2007. "A multiple regression model for inflation rate in Romania in the enlarged EU," MPRA Paper 11473, University Library of Munich, Germany.
- ODIA NDONGO, Yves Francis, 2007. "Les sources des fluctuations marcoéconomiques au Cameroun," MPRA Paper 1308, University Library of Munich, Germany.
- Ivan Kitov, 2007.
"Inflation, Unemployment, Labor Force Change in European Counties,"
Mechonomics
mechonomics7, Socionet.
- Kitov, Ivan, 2007. "Inflation, unemployment, labor force change in European countries," MPRA Paper 14557, University Library of Munich, Germany.
- Haider, Adnan & Hanif, Muhammad Nadeem, 2007. "Inflation Forecasting in Pakistan using Artificial Neural Networks," MPRA Paper 14645, University Library of Munich, Germany.
- Marcelle, Chauvet & Simon, Potter, 2007. "Monitoring Business Cycles with Structural Breaks," MPRA Paper 15097, University Library of Munich, Germany, revised 31 Apr 2009.
- Olafsdottir, Katrin & Sigurdsson, Kari, 2007. "Hversu vel tekst til með verðbólguspár greiningardeilda? [How accurate are the inflation forecasts published by the commercial banks?]," MPRA Paper 18288, University Library of Munich, Germany.
- Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007.
"Relationship between inflation, unemployment and labor force change rate in France: cointegration test,"
MPRA Paper
2736, University Library of Munich, Germany.
- Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008. "Relationship between inflation, unemployment and labor force change rate in France: cointegration test," Papers 0811.0896, arXiv.org.
- Ivan O. KITOV & Oleg I. KITOV & Svetlana A. DOLINSKAYA, 2009.
"Modelling Real Gdp Per Capita In The Usa:Cointegration Tests,"
Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(1(7)_ Spr).
- Ivan Kitov & Oleg Kitov & Svetlana Dolinskaya, 2007. "Modeling Real GDP Per Capita in the USA: Cointegration Test," Mechonomics mechanomics1, Socionet.
- Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007. "Modelling real GDP per capita in the USA: cointegration test," MPRA Paper 2739, University Library of Munich, Germany.
- Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008. "Modelling real GDP per capita in the USA: cointegration test," Papers 0811.0490, arXiv.org.
- Daniel Buncic & Martin Melecky, 2008.
"An Estimated New Keynesian Policy Model for Australia,"
The Economic Record, The Economic Society of Australia, vol. 84(264), pages 1-16, March.
- Martin Melecky & Daniel Buncic, 2005. "An Estimated, New Keynesian Policy Model for Australia," Macroeconomics 0511026, University Library of Munich, Germany.
- Buncic, Daniel & Melecky, Martin, 2007. "An estimated New Keynesian policy model for Australia," MPRA Paper 4138, University Library of Munich, Germany.
- Kitov, Ivan, 2007. "Exact prediction of inflation and unemployment in Canada," MPRA Paper 5015, University Library of Munich, Germany.
- Fabbri, Giorgio & Iacopetta, Maurizio, 2007. "Dynamic Programming, Maximum Principle and Vintage Capital," MPRA Paper 5115, University Library of Munich, Germany.
- Antonello D'Agostino & Paolo Surico, 2009.
"Does Global Liquidity Help to Forecast U.S. Inflation?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
- Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 479-489, March.
- D'Agostino, Antonello & Surico, Paolo, 2007. "Does global liquidity help to forecast US inflation?," Research Technical Papers 10/RT/07, Central Bank of Ireland.
- D'Agostino, A & Surico, P, 2007. "Does global liquidity help to forecast US inflation?," MPRA Paper 6283, University Library of Munich, Germany.
- Gao, Xu, 2007. "Business Cycle Accounting for the Chinese Economy," MPRA Paper 7050, University Library of Munich, Germany, revised Dec 2007.
- Christoffel, Kai & Coenen, Gunter & Warne, Anders, 2007. "Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area," MPRA Paper 76759, University Library of Munich, Germany.
- Rangan Gupta, 2007.
"FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs,"
South African Journal of Economics, Economic Society of South Africa, vol. 75(4), pages 631-643, December.
- Rangan Gupta, 2007. "Forecasting the South African Economy with Gibbs Sampled BVECMs," Working Papers 200701, University of Pretoria, Department of Economics.
- Samuel Zita & Rangan Gupta, 2008.
"Modeling and Forecasting the Metical-Rand Exchange Rate,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 63-90, November.
- Samuel Zita & Rangan Gupta, 2007. "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers 200702, University of Pretoria, Department of Economics.
- Rangan Gupta, 2007. "Bayesian Methods of Forecasting Inventory Investment in South Africa," Working Papers 200704, University of Pretoria, Department of Economics.
- Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007.
"Forecasting the South African Economy: A DSGE-VAR Approach,"
Working Papers
200724, University of Pretoria, Department of Economics.
- Liu, G. & Gupta, R. & Schaling, E., 2008. "Forecasting the South African Economy : A DSGE-VAR Approach," Discussion Paper 2008-32, Tilburg University, Center for Economic Research.
- Alan S. Blinder & John Morgan, 2008.
"Leadership in Groups: A Monetary Policy Experiment,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 117-150, December.
- Alan S. Blinder & John Morgan, 2007. "Leadership in Groups: A Monetary Policy Experiment," Working Papers 2007-3, Princeton University. Economics Department..
- Alan S Blinder & John Morgan, 2007. "Leadership in Groups: A Monetary Policy Experiment," Working Papers 151, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Alan S. Blinder & John Morgan, 2007. "Leadership in Groups: A Monetary Policy Experiment," NBER Working Papers 13391, National Bureau of Economic Research, Inc.
- Alan S. Blinder & John Morgan, 2008.
"Leadership in Groups: A Monetary Policy Experiment,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 117-150, December.
- Alan S. Blinder & John Morgan, 2007. "Leadership in Groups: A Monetary Policy Experiment," NBER Working Papers 13391, National Bureau of Economic Research, Inc.
- Alan S. Blinder & John Morgan, 2007. "Leadership in Groups: A Monetary Policy Experiment," Working Papers 2007-3, Princeton University. Economics Department..
- Alan S Blinder & John Morgan, 2007. "Leadership in Groups: A Monetary Policy Experiment," Working Papers 151, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Smith, Gregor W., 2009.
"Pooling forecasts in linear rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1858-1866, November.
- Gregor W. Smith, 2007. "Pooling Forecasts In Linear Rational Expectations Models," Working Paper 1129, Economics Department, Queen's University.
- Carriero, Andrea & Marcellino, Massimiliano, 2007.
"A comparison of methods for the construction of composite coincident and leading indexes for the UK,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
- Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
- Carriero, Andrea & Marcellino, Massimiliano, 2007.
"A comparison of methods for the construction of composite coincident and leading indexes for the UK,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
- Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
- Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
- Christian Gillitzer & Jonathan Kearns, 2007. "Forecasting with Factors: The Accuracy of Timeliness," RBA Research Discussion Papers rdp2007-03, Reserve Bank of Australia.
- Jarkko Jääskelä, 2007. "More Potent Monetary Policy? Insights from a Threshold Model," RBA Research Discussion Papers rdp2007-07, Reserve Bank of Australia.
- Barrera Carlos, 2007. "Proyecciones desagregadas de inflación con modelos Sparse VAR robustos," Working Papers 2007-015, Banco Central de Reserva del Perú.
- Carlo Altavilla & Matteo Ciccarelli, 2006.
"Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area,"
Discussion Papers
7_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Matteo Ciccarelli & Carlo Altavilla, 2007. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area," 2007 Meeting Papers 315, Society for Economic Dynamics.
- Ciccarelli, Matteo & Altavilla, Carlo, 2007. "Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area," Working Paper Series 725, European Central Bank.
- Pedro José Pérez & Luisa Escriche & Jose Ramón García, 2007. "Las perturbaciones externas en la economía española tras la integración: ¿tamaño del shock o grado de respuesta?," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 15(3), pages 5-39, Winter.
- Maheu, John M. & Song, Yong, 2014.
"A new structural break model, with an application to Canadian inflation forecasting,"
International Journal of Forecasting, Elsevier, vol. 30(1), pages 144-160.
- Maheu, John & Song, Yong, 2012. "A new structural break model with application to Canadian inflation forecasting," MPRA Paper 36870, University Library of Munich, Germany.
- John M. Maheu & Yong Song, 2012. "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Paper series 27_12, Rimini Centre for Economic Analysis.
- John M Maheu & Yong Song, 2012. "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers tecipa-448, University of Toronto, Department of Economics.
- Bhar, Ramaprasad & Nikolova, Biljana, 2007. "Analysis of Mean and Volatility Spillovers Using BRIC Countries, Regional and World Equity Index Returns," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 22, pages 369-381.
- Caraiani, Petre, 2007. "An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(2), pages 76-86, June.
- Raffaele Passaro, 2007. "The Predictive Power of Interest Rates Spread for Economic Activity," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 81-112, November-.
- Fiorella Triscritti, 2007. "Free Trade and New Economic Powers: The Worldview of Peter Mandelson," RSCAS Working Papers 2007/11, European University Institute.
- Pami Dua & Anirvan Banerji, 2007. "Predicting Indian Business Cycles," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(3), pages 249-265, July.
- Vladislav Damjanovic & Charles Nolan, 2007. "S,s Pricing in a General Equilibrium Model with Heterogeneous Sectors," CDMA Working Paper Series 200709, Centre for Dynamic Macroeconomic Analysis.
- Peter J. Klenow & Oleksiy Kryvtsov, 2008.
"State-Dependent or Time-Dependent Pricing: Does it Matter for Recent U.S. Inflation?,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(3), pages 863-904.
- Oleksiy Kryvtsov & Peter J. Klenow, 2004. "State-Dependent or Time-Dependent Pricing: Does It Matter For Recent U.S. Inflation?," Computing in Economics and Finance 2004 277, Society for Computational Economics.
- Peter J. Klenow & Oleksiy Kryvtsov, 2007. "State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?," Discussion Papers 07-007, Stanford Institute for Economic Policy Research.
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"The Credibility Problem Revisited: Thirty Years on from Kydland and Prescott,"
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"National Economic Policy Simulations with Global Interdependencies: A Sensitivity Analysis for Germany,"
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"Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey,"
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"Do sentiment indicators help to assess and predict actual developments of the Chinese economy?,"
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"Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP,"
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"The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach,"
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"Location Preference for Risk-Averse Dutch Dairy Farmers Immigrating to the United States,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 39(3), pages 735-748, December.
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"Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy,"
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"Real Interest Rate Risk in the Argentine Banking System. A Measuring Model,"
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"Modelling the distribution of credit losses with observable and latent factors,"
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"A Small‐Scale Dsge Model For Forecasting The South African Economy,"
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"Input And Output Inventories In General Equilibrium,"
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"Do sentiment indicators help to assess and predict actual developments of the Chinese economy?,"
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"Inflación Y Precios Relativos En Colombia,"
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"(Un)Predictability and Macroeconomic Stability,"
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"Location Preference for Risk-Averse Dutch Dairy Farmers Immigrating to the United States,"
Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 39(3), pages 1-14, December.
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"Testing the Sticky Information Phillips Curve,"
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"Quantifying and sustaining welfare gains from monetary commitment,"
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"Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area,"
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"A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP,"
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"Linear-quadratic approximation, external habit and targeting rules,"
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"Evolving U.S. Monetary Policy and The Decline of Inflation Predictability,"
Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 634-646, 04-05.
- Surico, Paolo & Benati, Luca, 2007. "Evolving U.S. monetary policy and the decline of inflation predictability," Working Paper Series 824, European Central Bank.
- Klaus Adam, 2007.
"Experimental Evidence on the Persistence of Output and Inflation,"
Economic Journal, Royal Economic Society, vol. 117(520), pages 603-636, April.
- Adam, Klaus, 2005. "Experimental evidence on the persistence of output and inflation," Working Paper Series 492, European Central Bank.
- Adam, Klaus, 2005. "Experimental Evidence on the Persistence of Output and Inflation," CEPR Discussion Papers 4885, C.E.P.R. Discussion Papers.
- Lees, Kirdan & Matheson, Troy, 2007.
"Mind your ps and qs! Improving ARMA forecasts with RBC priors,"
Economics Letters, Elsevier, vol. 96(2), pages 275-281, August.
- Kirdan Lees & Troy Matheson, 2005. "Mind your Ps and Qs! Improving ARMA forecasts with RBC priors," Reserve Bank of New Zealand Discussion Paper Series DP2005/02, Reserve Bank of New Zealand.
- Huisman, Ronald & Huurman, Christian & Mahieu, Ronald, 2007.
"Hourly electricity prices in day-ahead markets,"
Energy Economics, Elsevier, vol. 29(2), pages 240-248, March.
- Huisman, R. & Huurman, C. & Mahieu, R.J., 2007. "Hourly Electricity Prices in Day-Ahead Markets," ERIM Report Series Research in Management ERS-2007-002-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Carriero, Andrea & Marcellino, Massimiliano, 2007.
"A comparison of methods for the construction of composite coincident and leading indexes for the UK,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
- Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
- Ang, Andrew & Bekaert, Geert & Wei, Min, 2007.
"Do macro variables, asset markets, or surveys forecast inflation better?,"
Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1163-1212, May.
- Andrew Ang & Geert Bekaert & Min Wei, 2005. "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers 11538, National Bureau of Economic Research, Inc.
- Andrew Ang & Geert Bekaert & Min Wei, 2006. "Do macro variables, asset markets, or surveys forecast inflation better?," Finance and Economics Discussion Series 2006-15, Board of Governors of the Federal Reserve System (U.S.).
- Régis Barnichon, 2007.
"The Shimer Puzzle and the Correct Identification of Productivity Shocks,"
CEP Discussion Papers
dp0823, Centre for Economic Performance, LSE.
- Barnichon, Regis, 2007. "The Shimer puzzle and the correct identification of productivity shocks," LSE Research Online Documents on Economics 19691, London School of Economics and Political Science, LSE Library.
- Régis Barnichon, 2007.
"Productivity, Aggregate Demand and Unemployment Fluctuations,"
CEP Discussion Papers
dp0819, Centre for Economic Performance, LSE.
- Barnichon, Regis, 2007. "Productivity, aggregate demand and unemployment fluctuations," LSE Research Online Documents on Economics 19694, London School of Economics and Political Science, LSE Library.
- Régis Barnichon, 2008. "Productivity, aggregate demand and unemployment fluctuations," Finance and Economics Discussion Series 2008-47, Board of Governors of the Federal Reserve System (U.S.).
- William A. Barnett & Ikuyasu Usui, 2007.
"The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model,"
International Symposia in Economic Theory and Econometrics, in: Functional Structure Inference, pages 107-127,
Emerald Group Publishing Limited.
- William Barnett & Ikuyasu Usui, 2006. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200609, University of Kansas, Department of Economics.
- Barnett, William A. & Usui, Ikuyasu, 2006. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," MPRA Paper 410, University Library of Munich, Germany.
- Quante, R. & Meyr, H. & Fleischmann, M., 2007.
"Revenue Management and Demand Fulfillment: Matching Applications, Models, and Software,"
ERIM Report Series Research in Management
ERS-2007-050-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Quante, R. & Meyr, H. & Fleischmann, M., 2009. "Revenue management and demand fulfillment: matching applications, models, and software," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 36060, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Huisman, Ronald & Huurman, Christian & Mahieu, Ronald, 2007.
"Hourly electricity prices in day-ahead markets,"
Energy Economics, Elsevier, vol. 29(2), pages 240-248, March.
- Huisman, R. & Huurman, C. & Mahieu, R.J., 2007. "Hourly Electricity Prices in Day-Ahead Markets," ERIM Report Series Research in Management ERS-2007-002-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012.
"Information criteria for impulse response function matching estimation of DSGE models,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
- Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
- Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
- Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
- Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
- Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2011.
"Input And Output Inventories In General Equilibrium,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1179-1213, November.
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2007. "Input and Output Inventories in General Equilibrium," Boston College Working Papers in Economics 658, Boston College Department of Economics, revised 23 Oct 2009.
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2010. "Input and output inventories in general equilibrium," International Finance Discussion Papers 1004, Board of Governors of the Federal Reserve System (U.S.).
- Matteo Iacoviello & Fabio Schiantarelli & Scott Schuh, 2007. "Input and output inventories in general equilibrium," Working Papers 07-16, Federal Reserve Bank of Boston.
- Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009.
"Real-Time Measurement of Business Conditions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
- Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland, 2006. "Real-Time Measurement of Business Conditions," Computing in Economics and Finance 2006 387, Society for Computational Economics.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-Time Measurement of Business Conditions," NBER Working Papers 14349, National Bureau of Economic Research, Inc.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions," PIER Working Paper Archive 07-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008. "Real-time measurement of business conditions," Working Papers 08-19, Federal Reserve Bank of Philadelphia.
- Chari, V.V. & Kehoe, Patrick J. & McGrattan, Ellen R., 2008.
"Are structural VARs with long-run restrictions useful in developing business cycle theory?,"
Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1337-1352, November.
- V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2007. "Are structural VARs with long-run restrictions useful in developing business cycle theory?," Staff Report 364, Federal Reserve Bank of Minneapolis.
- V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2008. "Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?," NBER Working Papers 14430, National Bureau of Economic Research, Inc.
- Bart De Ketelbutter & Ludovic Dobbelaere & Filip Vanhorebeek, 2007. "Working Paper 10-07 - Foreign trade in Modtrim," Working Papers 0710, Federal Planning Bureau, Belgium.
- Bart De Ketelbutter & Ludovic Dobbelaere & Filip Vanhorebeek, 2007. "Working Paper 10-07 - Foreign trade in Modtrim," Working Papers 200710, Federal Planning Bureau, Belgium.
- Marcelo de Oliveira Passos & José Luís Oreiro, 2007. "Um modelo macrodinâmico pós-keynesiano de simulação para uma economia aberta," Working Papers 0069, Universidade Federal do Paraná, Department of Economics.
- Gamber, Edward N. & Smith, Julie K., 2009.
"Are the Fed's inflation forecasts still superior to the private sector's?,"
Journal of Macroeconomics, Elsevier, vol. 31(2), pages 240-251, June.
- Edward N. Gamber & Julie K. Smith, 2007. "Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?," Working Papers 2007-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Jul 2008.
- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003.
"Business Survey Data: Do They Help in Forecasting the Macro Economy?,"
Working Paper Series
151, Sveriges Riksbank (Central Bank of Sweden).
- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Papers 84, National Institute of Economic Research.
- Andersson, Michael K. & Karlsson, Gustav & Svensson, Josef, 2007. "The Riksbank’s Forecasting Performance," Working Paper Series 218, Sveriges Riksbank (Central Bank of Sweden).
- Hans Genberg & Jian Chang, 2007. "A VAR Framework for Forecasting Hong Kong'S Output and Inflation," Working Papers 0702, Hong Kong Monetary Authority.
- J.E. Boscá & A. Bustos & A. Díaz & R. Doménech & J. Ferri & E. Pérez & L. Puch, 2007. "The REMSDB Macroeconomic Database of The Spanish Economy," Working Papers 0704, International Economics Institute, University of Valencia.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Centre for Growth and Business Cycle Research Discussion Paper Series 78, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Discussion Paper Series 0715, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Economics Discussion Paper Series 0631, Economics, The University of Manchester.
- Maruška Vizek & Tanja Broz, 2009.
"Modeling Inflation in Croatia,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 45(6), pages 87-98, November.
- Maruška Vizek & Tanja Broz, 2007. "Modelling Inflation in Croatia," Working Papers 0703, The Institute of Economics, Zagreb.
- Karanassou, Marika & Snower, Dennis J., 2000.
"Characteristics of Unemployment Dynamics: The Chain Reaction Approach,"
IZA Discussion Papers
127, Institute of Labor Economics (IZA).
- Karanassou, Marika & Snower, Dennis J., 2007. "Characteristics of Unemployment Dynamics. The Chain Reaction Approach," Economics Series 205, Institute for Advanced Studies.
- Hofer, Helmut & Kunst, Robert M. & Schwarzbauer, Wolfgang & Schuh, Ulrich & Snower, Dennis J., 2007. "Some Evidence on the Relevance of the Chain-reaction Theory in Selected Countries," Economics Series 207, Institute for Advanced Studies.
- Paul Levine & Peter McAdam & Joseph Pearlman, 2007.
"Inflation-Forecast-Based Rules and Indeterminacy: A Puzzle and a Resolution,"
International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 77-110, December.
- McAdam, Peter & Levine, Paul & Pearlman, Joseph G., 2006. "Inflation forecast-based-rules and indeterminacy: a puzzle and a resolution," Working Paper Series 643, European Central Bank.
- Malin Adolfson & Michael K. Andersson & Jesper Lindé & Mattias Villani & Anders Vredin, 2007.
"Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks,"
International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 111-144, December.
- Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005. "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," Working Paper Series 188, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
- Bianca Maria Martelli & Gaia Rocchetti, 2007. "Cyclical features of the ISAE business services series," ISAE Working Papers 89, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Bastian M. Zams & Nawalage S. Cooray, 2007. "Econometric Analysis of the Exchange Rate Channel and Monetary Policy Rule: The Case of Indonesia," Working Papers EMS_2007_04, Research Institute, International University of Japan.
- George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007.
"Nonlinear autoregressive leading indicator models of output in G-7 countries,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87.
- 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 20/02, Monash University, Department of Econometrics and Business Statistics.
- Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2006. "Nonlinear autoregressive leading indicator models of output in G-7 countries," CAMA Working Papers 2006-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kin-Yip Ho & Albert K Tsui & Zhaoyong Zhang, 2007. "An Analysis Of The Conditional Volatility Dynamics Of The Australian Business Cycle," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 32(2), pages 157-182, December.
- O. De Bandt & E. Michaux & C. Bruneau & A. Flageollet, 2007.
"Forecasting inflation using economic indicators: the case of France,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 1-22.
- Bruneau, C. & De Bandt, O. & Flageollet, A. & Michaux, E., 2003. "Forecasting Inflation using Economic Indicators: the Case of France," Working papers 101, Banque de France.
- Thomas A. Knetsch, 2007.
"Forecasting the price of crude oil via convenience yield predictions,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 527-549.
- Knetsch, Thomas A., 2006. "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies 2006,12, Deutsche Bundesbank.
- George Hondroyiannis & Sophia Lazaretou, 2007.
"Inflation persistence during periods of structural change: an assessment using Greek data,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(5), pages 453-475, December.
- George Hondroyiannis & Sophia Lazaretou, 2004. "Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data," Working Papers 13, Bank of Greece.
- Hondroyiannis, George & Lazaretou, Sophia, 2004. "Inflation persistence during periods of structural change: an assessment using Greek data," Working Paper Series 370, European Central Bank.
- Matteo Ciccarelli & Benoît Mojon, 2007. "Global Inflation," Kiel Working Papers 1337, Kiel Institute for the World Economy.
- Szabó-Bakos, Eszter, 2007. "Az új keynesi elvek alkalmazása a Fed, az IMF és az Európai Központi Bank modellezési gyakorlatában [Application of new Keynesian principles in the modelling practice of the Fed, the IMF and the Eu," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 415-434.
- Viktors Ajevskis, 2007. "Inflation and Inflation Uncertainty in Latvia," Working Papers 2007/04, Latvijas Banka.
- James H. Stock & Mark W. Watson, 2007.
"Why Has U.S. Inflation Become Harder to Forecast?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 3-33, February.
- James H. Stock & Mark W. Watson, 2006. "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers 12324, National Bureau of Economic Research, Inc.
- Jean-Stéphane MESONNIER, 2007. "The predictive content of the real interest rate gap for macroeconomic variables in the euro area," Money Macro and Finance (MMF) Research Group Conference 2006 102, Money Macro and Finance Research Group.
- Álvaro Aguiar & Ana Paula Ribeiro, 2007.
"Monetary Policy and the Political Support for a Labor Market Reform,"
FEP Working Papers
237, Universidade do Porto, Faculdade de Economia do Porto.
- ÿlvaro Aguiar & Ana Paula Ribeiro, 2007. "Monetary Policy and the Political Support for a Labor Market Reform," Money Macro and Finance (MMF) Research Group Conference 2006 112, Money Macro and Finance Research Group.
- National Bank of Belgium, 2007. "Economic projections for Belgium – Autumn 2007," Economic Review, National Bank of Belgium, issue iii, pages 7-16, December.
- National Bank of Belgium, 2007. "Economic projections for Belgium – Spring 2007," Economic Review, National Bank of Belgium, issue i, pages 7-28, June.
2006
- Clements, Michael P, 2006.
"Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters,"
The Warwick Economics Research Paper Series (TWERPS)
772, University of Warwick, Department of Economics.
- Clements, Michael P., 2006. "Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters," Economic Research Papers 269742, University of Warwick - Department of Economics.
- Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008.
"E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics,"
Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 221-244, September.
- Diks, C.G.H. & Hommes, C.H. & Panchenko, V. & Weide, R. van der, 2006. "E&F Chaos: a user friendly software package for nonlinear economic dynamics," CeNDEF Working Papers 06-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Márcio Holland, 2006. "Exchange Rate Volatility and the Fear of Floating in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 7(2), pages 279-292.
- Lukas Vogel & Werner Roeger & Bernhard Herz, 2006. "Optimal Simple Rules for Fiscal Policy in a Monetary Union," Working Papers 021, Bavarian Graduate Program in Economics (BGPE).
- Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008.
"Forecasting commodity prices: GARCH, jumps, and mean reversion,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 279-291.
- Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006. "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers 06-14, Bank of Canada.
- Anna Piretti & Charles St-Arnaud, 2006. "Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies," Staff Working Papers 06-22, Bank of Canada.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008.
"Forecasting Canadian time series with the New Keynesian model,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005. "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche 0527, CIRPEE.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
- Ali Dib & Ian Christensen, 2005.
"Monetary Policy in an Estimated DSGE Model with a Financial Accelerator,"
Computing in Economics and Finance 2005
314, Society for Computational Economics.
- Ian Christensen & Ali Dib, 2006. "Monetary Policy in an Estimated DSGE Model with a Financial Accelerator," Staff Working Papers 06-9, Bank of Canada.
- Laura D´Amato & Lidia Sanz & Juan M. Sotes Paladino (ed.), 2006. "Evaluating Alternative Core Inflation Measures for Argentina," BCRA Paper Series, Central Bank of Argentina, Economic Research Department, number 01, November.
- Verónica Balzarotti, 2007.
"Real Interest Rate Risk in the Argentine Banking System. A Measuring Model,"
Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(46), pages 7-61, January -.
- Verónica Balzarotti, 2006. "Real Interest Rate Risk in the Argentine Banking System. A Measuring Model," BCRA Working Paper Series 200606, Central Bank of Argentina, Economic Research Department.
- Anton Nakov, 2008.
"Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 73-127, June.
- Anton Nakov, 2006. "Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate," Working Papers 0637, Banco de España.
- Pagano Patrizio & Pisani Massimiliano, 2009.
"Risk-Adjusted Forecasts of Oil Prices,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-28, June.
- Patrizio Pagano & Massimiliano Pisani, 2006. "Risk-Adjusted Forecasts of Oil Prices," Temi di discussione (Economic working papers) 585, Bank of Italy, Economic Research and International Relations Area.
- Pagano, Patrizio & Pisani, Massimiliano, 2009. "Risk-adjusted forecasts of oil prices," Working Paper Series 999, European Central Bank.
- Carlos Capistr¡N & Allan Timmermann, 2009.
"Disagreement and Biases in Inflation Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
- Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
- Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
- Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
- Capistrán, Carlos & Timmermann, Allan, 2009.
"Forecast Combination With Entry and Exit of Experts,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
- Timmermann Allan & Capistrán Carlos, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.
- Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
- José Luis Torres, 2006.
"Modelos para la Inflación Básica de Bienes Transables y No Transables en Colombia,"
Borradores de Economia
3246, Banco de la Republica.
- José Luis Torres, 2006. "Modelos Para La Inflación Básica de Bienes Transables y No Transables en Colombia," Borradores de Economia 365, Banco de la Republica de Colombia.
- Norberto Rodríguez N & José Luis Torres & Andrés Velasco M., 2006.
"La estimación de un indicador de brecha del producto a partir de encuestas y datos reales,"
Borradores de Economia
3000, Banco de la Republica.
- Norberto Rodríguez N. & José Luis Torres T. & Andrés Velasco M., 2006. "La estimación de un indicador de brecha del producto a partir de encuestas y datos reales," Borradores de Economia 392, Banco de la Republica de Colombia.
- M sonnier, J-S., 2006. "The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area," Working papers 157, Banque de France.
- Rangan Gupta & Moses M. Sichei, 2006.
"A Bvar Model For The South African Economy,"
South African Journal of Economics, Economic Society of South Africa, vol. 74(3), pages 391-409, September.
- Rangan Gupta & Moses M. Sichei, 2006. "A BVAR Model for the South African Economy," Working Papers 200612, University of Pretoria, Department of Economics.
- Rangan Gupta, 2006.
"FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs,"
South African Journal of Economics, Economic Society of South Africa, vol. 74(4), pages 611-628, December.
- Rangan Gupta, 2006. "Forecasting the South African Economy with VARs and VECMs," Working Papers 200618, University of Pretoria, Department of Economics.
- Hilde Bjørnland & Leif Brubakk & Anne Jore, 2008.
"Forecasting inflation with an uncertain output gap,"
Empirical Economics, Springer, vol. 35(3), pages 413-436, November.
- Bjørnland, Hilde C. & Brubakk, Leif & Jore, Anne Sofie, 2006. "Forecasting inflation with an uncertain output gap," Memorandum 11/2006, Oslo University, Department of Economics.
- Hilde C. Bjørnland & Leif Brubakk & Anne Sofie Jore, 2006. "Forecasting inflation with an uncertain output gap," Working Paper 2006/02, Norges Bank.
- Alex Brazier & Richard Harrison & Mervyn King & Tony Yates, 2008.
"The Danger of Inflating Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary Model,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 219-254, June.
- Alex Brazier & Richard Harrison & Mervyn King & Tony Yates, 2006. "The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model," Bank of England working papers 303, Bank of England.
- Declan Curran & Michael Funke, 2006.
"Taking the Temperature - Forecasting GDP Growth for Mainland China,"
Quantitative Macroeconomics Working Papers
20606, Hamburg University, Department of Economics.
- Curran, Declan & Funke, Michael, 2006. "Taking the temperature : forecasting GDP growth for mainland in China," BOFIT Discussion Papers 6/2006, Bank of Finland, Institute for Economies in Transition.
- Curran, Declan & Funke, Michael, 2006. "Taking the temperature: forecasting GDP growth for mainland in China," BOFIT Discussion Papers 6/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
- Sophocles N. Brissimis & Nicholas S. Magginas, 2008.
"Inflation Forecasts and the New Keynesian Phillips Curve,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 1-22, June.
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"Learning From The Expectations Of Others,"
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"(Un)Predictability and Macroeconomic Stability,"
Macroeconomics
0510024, University Library of Munich, Germany.
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Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
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"Inflación y dinero en Colombia: otro modelo P-estrella,"
Borradores de Economia
418, Banco de la Republica de Colombia.
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392, Banco de la Republica de Colombia.
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"Modelos Para La Inflación Básica de Bienes Transables y No Transables en Colombia,"
Borradores de Economia
365, Banco de la Republica de Colombia.
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"Cyclical Wages in a Search-and-Bargaining Model with Large Firms,"
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Macroeconomics
0411021, University Library of Munich, Germany.
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"(Un)Predictability and Macroeconomic Stability,"
Macroeconomics
0510024, University Library of Munich, Germany.
- Surico, Paolo & Giannone, Domenico & D'Agostino, Antonello, 2006. "(Un)Predictability and macroeconomic stability," Working Paper Series 605, European Central Bank.
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"Inflation-Forecast-Based Rules and Indeterminacy: A Puzzle and a Resolution,"
International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 77-110, December.
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"Shocking Escapes,"
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"Comparing solution methods for dynamic equilibrium economies,"
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"Robust inflation-forecast-based rules to shield against indeterminacy,"
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"A simple recursive forecasting model,"
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"Are more data always better for factor analysis?,"
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"A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series,"
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Japan and the World Economy, Elsevier, vol. 18(4), pages 418-440, December.
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"Comments on "Chaotic monetary dynamics with confidence","
Journal of Macroeconomics, Elsevier, vol. 28(1), pages 253-255, March.
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"Fiscal policy rules for stabilisation and growth: A simulation analysis of deficit and expenditure targets in a monetary union,"
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"Nonlinear autoregressive leading indicator models of output in G-7 countries,"
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"ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts,"
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"Measuring a Roller Coaster: Evidence on the Finnish Output Gap,"
Finnish Economic Papers, Finnish Economic Association, vol. 19(2), pages 69-83, Autumn.
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"Cyclical Wages in a Search-and-Bargaining Model with Large Firms,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2006, pages 65-114,
National Bureau of Economic Research, Inc.
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- Julio J. Rotemberg, 2006. "Cyclical Wages in a Search-and-Bargaining Model with Large Firms," NBER Working Papers 12415, National Bureau of Economic Research, Inc.
- Julio J. Rotemberg, 2006. "Cyclical wages in a search and bargaining model with large firms," Working Papers 06-5, Federal Reserve Bank of Boston.
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"Cyclical Wages in a Search-and-Bargaining Model with Large Firms,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2006, pages 65-114,
National Bureau of Economic Research, Inc.
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- Julio J. Rotemberg, 2006. "Cyclical Wages in a Search-and-Bargaining Model with Large Firms," NBER Working Papers 12415, National Bureau of Economic Research, Inc.
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"The Relative Price and Relative Productivity Channels for Aggregate Fluctuations,"
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CEPR Discussion Papers
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"Do macro variables, asset markets, or surveys forecast inflation better?,"
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"How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach,"
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"An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data,"
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"Taking the temperature: forecasting GDP growth for mainland in China,"
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"Forecast Errors and the Macroeconomy: A Non-Linear Relationship?,"
Discussion Papers of DIW Berlin
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"Forecasting inflation with an uncertain output gap,"
Empirical Economics, Springer, vol. 35(3), pages 413-436, November.
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"National Economic Policy Simulations with Global Interdependencies: A Sensitivity Analysis for Germany,"
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"Currency Crises and Monetary Policy in Economies with Partial Dollarization of Liabilities,"
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"Permanent vs transitory components and economic fundamentals,"
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"Comments on "Chaotic monetary dynamics with confidence","
Journal of Macroeconomics, Elsevier, vol. 28(1), pages 253-255, March.
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"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices,"
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- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Discussion Paper Series 0715, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
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- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Discussion Paper Series 0715, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Economics Discussion Paper Series 0631, Economics, The University of Manchester.
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"The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence,"
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"The Cyclical Dynamics and Volatility of Australian Output and Employment,"
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"DSGE Models in a Data-Rich Environment,"
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- Roland Meeks, 2006. "Credit Shocks and Cycles: a Bayesian Calibration Approach," Economics Papers 2006-W11, Economics Group, Nuffield College, University of Oxford.
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"Modelarea inflaţiei în România,"
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- Odia Ndongo, Yves Francis, 2006. "Datation du Cycle du PIB Camerounais entre 1960 et 2003," MPRA Paper 552, University Library of Munich, Germany.
- William Barnett & Yijun He, 2006. "Existence of Bifurcation in Macroeconomic Dynamics: Grandmont was Right," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200610, University of Kansas, Department of Economics.
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- Vitek, Francis, 2006. "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 797, University Library of Munich, Germany.
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- Kevin J. Lansing, 2006. "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," 2006 Meeting Papers 758, Society for Economic Dynamics.
- Kevin J. Lansing, 2006. "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," Computing in Economics and Finance 2006 488, Society for Computational Economics.
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- Roland Döhrn, 2006. "Improving Business Cycle Forecasts’ Accuracy - What Can We Learn from Past Errors?," RWI Discussion Papers 0051, Rheinisch-Westfälisches Institut für Wirtschaftsforschung.
- Liam Graham & Stephen Wright, 2006. "Inspecting the noisy mechanism: the stochastic growth model with partial information," Computing in Economics and Finance 2006 207, Society for Computational Economics.
- Viktor Dorofeenko & Gabriel S. Lee & Kevin D. Salyer, 2006. "Recovering from Crash States: A ''New'' Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Computing in Economics and Finance 2006 215, Society for Computational Economics.
- Oscar Mauricio Valencia, 2006. "Fiscal Policy and Microstructure of Treasury Bonds," Computing in Economics and Finance 2006 328, Society for Computational Economics.
- M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld, 2006. "Impact of oil prices in an estimated EU12 open economy model," Computing in Economics and Finance 2006 386, Society for Computational Economics.
- Paul Levine & Peter McAdam & Joseph Pearlman, 2006. "Welfare Gains from Monetary Commitment in a Model of the Euro-Area," Computing in Economics and Finance 2006 403, Society for Computational Economics.
- Paul Levine & Joseph Pearlman & Richard Pierse, 2006. "Linear-Quadratic Approximation, Efficiency and Target-Implementability," Computing in Economics and Finance 2006 441, Society for Computational Economics.
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- Kevin Lansing, 2009. "Time Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 304-326, April.
- Kevin J. Lansing, 2006. "Time-varying U.S. inflation dynamics and the New-Keynesian Phillips curve," Working Paper Series 2006-15, Federal Reserve Bank of San Francisco.
- Kevin J. Lansing, 2006. "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," Computing in Economics and Finance 2006 488, Society for Computational Economics.
- Kevin J. Lansing, 2006. "Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," 2006 Meeting Papers 758, Society for Economic Dynamics.
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- Anthony Garratt & Donald Robertson & Stephen Wright, 2005. "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance 0501, Birkbeck, Department of Economics, Mathematics & Statistics.
- Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725.
- Gultekin Isiklar & Kajal Lahiri & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross‐country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725, September.
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2005
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"Understanding and Comparing Factor-Based Forecasts,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December.
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"Do macro variables, asset markets, or surveys forecast inflation better?,"
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"Understanding the Impact of Oil Shocks,"
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Boston University - Department of Economics - Working Papers Series
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- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing solution methods for dynamic equilibrium economies," FRB Atlanta Working Paper 2003-27, Federal Reserve Bank of Atlanta.
- Katerina Arnostova & Jaromir Hurnik, 2005. "The Monetary Transmission Mechanism in the Czech Republic (evidence from VAR analysis)," Working Papers 2005/04, Czech National Bank.
- Octavio José Salcedo Parra & Marco Aguilera Prado, 2005. "Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005," Revista de Economía y Administración, Universidad Autónoma de Occidente, May.
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- Henk Kranendonk & Johan Verbruggen, 2005. "How to determine the contributions of domestic demand and exports to economic growth?," CPB Memorandum 129.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Orphanides, Athanasios & van Norden, Simon, 2005.
"The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
- Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
- Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
- Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.).
- Klaus Adam, 2007.
"Experimental Evidence on the Persistence of Output and Inflation,"
Economic Journal, Royal Economic Society, vol. 117(520), pages 603-636, April.
- Adam, Klaus, 2005. "Experimental evidence on the persistence of output and inflation," Working Paper Series 492, European Central Bank.
- Adam, Klaus, 2005. "Experimental Evidence on the Persistence of Output and Inflation," CEPR Discussion Papers 4885, C.E.P.R. Discussion Papers.
- Carlo Favero & Iryna Kaminska & Ulf Soderstrom, 2005.
"The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation,"
Working Papers
280, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna, 2005. "The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation," CEPR Discussion Papers 4910, C.E.P.R. Discussion Papers.
- Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2006.
"A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series,"
Journal of Econometrics, Elsevier, vol. 135(1-2), pages 499-526.
- Massimiliano Marcellino & James Stock & Mark Watson, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," Working Papers 285, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Stock, James & Watson, Mark & Marcellino, Massimiliano, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," CEPR Discussion Papers 4976, C.E.P.R. Discussion Papers.
- Massimiliano Marcellino, 2005.
"Leading Indicators: What Have We Learned?,"
Working Papers
286, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marcellino, Massimiliano, 2005. "Leading Indicators: What Have We Learned?," CEPR Discussion Papers 4977, C.E.P.R. Discussion Papers.
- Martin D. D. Evans, 2005.
"Where Are We Now? Real-Time Estimates of the Macroeconomy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(2), September.
- Martin D. D. Evans(Georgetown University and NBER), 2005. "Where Are We Now? Real-time Estimates of the Macro Economy," Working Papers gueconwpa~05-05-02, Georgetown University, Department of Economics.
- Evans, Martin D.D., 2005. "Where Are We Now? Real-Time Estimates of the Macro Economy," CEPR Discussion Papers 5270, C.E.P.R. Discussion Papers.
- Martin D.D. Evans, 2005. "Where Are We Now? Real-Time Estimates of the Macro Economy," NBER Working Papers 11064, National Bureau of Economic Research, Inc.
- Evans, Martin D, 2005. "Where Are We Now? Real-Time Estimates of the Macroeconomy," MPRA Paper 831, University Library of Munich, Germany.
- Tetlow, Robert J. & Ironside, Brian, 2005.
"Real-Time Model Uncertainty in the United States: the Fed from 1996-2003,"
CEPR Discussion Papers
5305, C.E.P.R. Discussion Papers.
- Brian Ironside & Robert J. Tetlow, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Finance and Economics Discussion Series 2006-08, Board of Governors of the Federal Reserve System (U.S.).
- Tetlow, Robert J. & Ironside, Brian, 2006. "Real-time model uncertainty in the United States: the Fed from 1996-2003," Working Paper Series 610, European Central Bank.
- O. Biau & H. Erkel-Rousse & N. Ferrari, 2005. "Individual responses to BTS and the Forecasting of Manufactured Production," Documents de Travail de la DESE - Working Papers of the DESE g2005-12, Institut National de la Statistique et des Etudes Economiques, DESE.
- Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA, 2005. "Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models," Discussion Papers (ECON - Département des Sciences Economiques) 2005006, Université catholique de Louvain, Département des Sciences Economiques.
- Adam, Klaus, 2005.
"Learning To Forecast And Cyclical Behavior Of Output And Inflation,"
Macroeconomic Dynamics, Cambridge University Press, vol. 9(1), pages 1-27, February.
- Adam, Klaus, 2003. "Learning to Forecast and Cyclical Behavior of Output and Inflation," CFS Working Paper Series 2003/01, Center for Financial Studies (CFS).
- Klaus Adam, 2003. "Learning to Forecast and Cyclical Behavior of Output and Inflation," Computing in Economics and Finance 2003 297, Society for Computational Economics.
- Ulrich Fritsche & Jörg Döpke, 2005.
"Forecast Errors and the Macroeconomy: A Non-Linear Relationship?,"
Discussion Papers of DIW Berlin
498, DIW Berlin, German Institute for Economic Research.
- Ulrich Fritsche & Joerg Doepke, 2006. "Forecast errors and the macroeconomy — a non-linear relationship?," Macroeconomics and Finance Series 200602, University of Hamburg, Department of Socioeconomics.
- Libor Krkoska & Utku Teksoz, 2005. "Accuracy of growth forecasts for transition countries: Assessing ten years of EBRD forecasting," Working Papers 94, European Bank for Reconstruction and Development, Office of the Chief Economist.
- Matteo Ciccarelli & Benoit Mojon, 2005. "Is inflation a global phenomenon?," Research Bulletin, European Central Bank, vol. 3, pages 6-7.
- Marcellino, Massimiliano & Banerjee, Anindya & Masten, Igor, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 482, European Central Bank.
- Klaus Adam, 2007.
"Experimental Evidence on the Persistence of Output and Inflation,"
Economic Journal, Royal Economic Society, vol. 117(520), pages 603-636, April.
- Adam, Klaus, 2005. "Experimental Evidence on the Persistence of Output and Inflation," CEPR Discussion Papers 4885, C.E.P.R. Discussion Papers.
- Adam, Klaus, 2005. "Experimental evidence on the persistence of output and inflation," Working Paper Series 492, European Central Bank.
- Abadir, Karim & Talmain, Gabriel, 2005. "Distilling co-movements from persistent macro and financial series," Working Paper Series 525, European Central Bank.
- Matteo Ciccarelli & Benoît Mojon, 2010.
"Global Inflation,"
The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 524-535, August.
- Matteo Ciccarelli & Benoît Mojon, 2005. "Global Inflation," Working Papers Central Bank of Chile 357, Central Bank of Chile.
- Ciccarelli, Matteo & Mojon, Benoît, 2006. "Global Inflation," Kiel Working Papers 1337, Kiel Institute for the World Economy (IfW Kiel).
- Flora Budianto & Giovanni Lombardo & Benoit Mojon & Daniel Rees, 2021. "Global reflation ?," BIS Bulletins 43, Bank for International Settlements.
- Matteo Ciccarelli & Benoit Mojon, 2008. "Global inflation," Working Paper Series WP-08-05, Federal Reserve Bank of Chicago.
- Ciccarelli, Matteo & Mojon, Benoît, 2005. "Global inflation," Working Paper Series 537, European Central Bank.
- Luís Francisco Aguiar-Conraria & Yi Wen, 2005.
"Understanding the Impact of Oil Shocks,"
NIPE Working Papers
2/2005, NIPE - Universidade do Minho.
- Aguiar-Conraria, Luis & Wen, Yi, 2005. "Understanding the Impact of Oil Shocks," Working Papers 05-01, Cornell University, Center for Analytic Economics.
- Bernhardsen, Tom & Eitrheim, Oyvind & Jore, Anne Sofie & Roisland, Oistein, 2005.
"Real-time data for Norway: Challenges for monetary policy,"
The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 333-349, December.
- 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 2004,26, Deutsche Bundesbank.
- 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, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 14, pages 223-232,
World Scientific Publishing Co. Pte. Ltd..
- Hayford, M. D. & Malliaris, A. G., 2005. "How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule," European Journal of Operational Research, Elsevier, vol. 163(1), pages 20-29, May.
- Abad, Pilar & Novales, Alfonso, 2005. "An error correction factor model of term structure slopes in international swap markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 229-254, July.
- Hubrich, Kirstin, 2005.
"Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?,"
International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
- Hubrich, Kirstin, 2003. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 247, European Central Bank.
- Kirstin Hubrich, 2004. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004 230, Society for Computational Economics.
- Kaiser, Regina & Maravall, Agustin, 2005.
"Combining filter design with model-based filtering (with an application to business-cycle estimation),"
International Journal of Forecasting, Elsevier, vol. 21(4), pages 691-710.
- Regina Kaiser & Agustín Maravall, 2004. "Combining filter design with model based filtering (with an application to business cycle estimation)," Working Papers 0417, Banco de España.
- Mitra, Kaushik, 2005.
"Is more data better?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
- Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
- Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
- Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
- Seonghwan Oh & Michael Waldman, 2005. "The Index of Leading Economic Indicators as a Source of Expectational Shocks," Eastern Economic Journal, Eastern Economic Association, vol. 31(1), pages 75-95, Winter.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008.
"Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?,"
Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
- Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings 601, Econometric Society.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Viv B. Hall, 2005. "An Australasian Currency, New Zealand Adopting The Us Dollar, Or An Independent Monetary Policy?," CAMA Working Papers 2005-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Emma Xiaoqin Fan & Jesus Felipe, 2005. "The diverging patterns of profitability, investment and growth of China and India, 1980-2003," CAMA Working Papers 2005-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kobayashi, Keiichiro & Inaba, Masaru, 2006.
"Business cycle accounting for the Japanese economy,"
Japan and the World Economy, Elsevier, vol. 18(4), pages 418-440, December.
- Keiichiro Kobayashi & Masaru Inaba, 2005. "Business Cycle Accounting for the Japanese Economy," Discussion papers 05023, Research Institute of Economy, Trade and Industry (RIETI).
- Keiichiro Kobayashi & Masaru Inaba, 2006. "Business cycle accounting for the Japanese economy," 2006 Meeting Papers 313, Society for Economic Dynamics.
- Jan Filáèek, 2005. "Inflation Expectations and Monetary Policy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(7-8), pages 380-394, July.
- Martin D. D. Evans, 2005.
"Where Are We Now? Real-Time Estimates of the Macroeconomy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(2), September.
- Evans, Martin D, 2005. "Where Are We Now? Real-Time Estimates of the Macroeconomy," MPRA Paper 831, University Library of Munich, Germany.
- Martin D. D. Evans(Georgetown University and NBER), 2005. "Where Are We Now? Real-time Estimates of the Macro Economy," Working Papers gueconwpa~05-05-02, Georgetown University, Department of Economics.
- Evans, Martin D.D., 2005. "Where Are We Now? Real-Time Estimates of the Macro Economy," CEPR Discussion Papers 5270, C.E.P.R. Discussion Papers.
- Martin D.D. Evans, 2005. "Where Are We Now? Real-Time Estimates of the Macro Economy," NBER Working Papers 11064, National Bureau of Economic Research, Inc.
- Michael Groemling, 2005. "Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler," Departmental Discussion Papers 123, University of Goettingen, Department of Economics.
- Ramón Cobo-Reyes & Gabriel Pérez Quirós, 2005. "The effect of oil price on industrial production and on stock returns," ThE Papers 05/18, Department of Economic Theory and Economic History of the University of Granada..
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2011.
"Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions,"
Journal of Macroeconomics, Elsevier, vol. 33(4), pages 784-792.
- Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005. "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers 200505, University of Groningen, CCSO Centre for Economic Research.
- Karine Michalon & Sandrine Lardic & François Dossou, 2005. "Earnings forecast bias - a statistical analysis," Post-Print halshs-00142773, HAL.
- Nymoen, Ragnar, 2005. "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum 22/2005, Oslo University, Department of Economics.
- Malin Adolfson & Michael K. Andersson & Jesper Lindé & Mattias Villani & Anders Vredin, 2007.
"Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks,"
International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 111-144, December.
- Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005. "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," Working Paper Series 188, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
- Mattias Villani & Malin Adolfson & Jesper Linde, 2005.
"Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model,"
Money Macro and Finance (MMF) Research Group Conference 2005
32, Money Macro and Finance Research Group.
- Adolfson, Malin & Lindé, Jesper & Villani, Mattias, 2005. "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Working Paper Series 190, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
- Favero, Carlo A. & Söderström, Ulf & Kaminska, Iryna, 2005.
"The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation,"
CEPR Discussion Papers
4910, C.E.P.R. Discussion Papers.
- Carlo Favero & Iryna Kaminska & Ulf Soderstrom, 2005. "The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation," Working Papers 280, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2006.
"A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series,"
Journal of Econometrics, Elsevier, vol. 135(1-2), pages 499-526.
- Stock, James & Watson, Mark & Marcellino, Massimiliano, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," CEPR Discussion Papers 4976, C.E.P.R. Discussion Papers.
- Massimiliano Marcellino & James Stock & Mark Watson, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," Working Papers 285, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marcellino, Massimiliano, 2005.
"Leading Indicators: What Have We Learned?,"
CEPR Discussion Papers
4977, C.E.P.R. Discussion Papers.
- Massimiliano Marcellino, 2005. "Leading Indicators: What Have We Learned?," Working Papers 286, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Martin D. D. Evans, 2005.
"Where Are We Now? Real-Time Estimates of the Macroeconomy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(2), September.
- Martin D. D. Evans(Georgetown University and NBER), 2005. "Where Are We Now? Real-time Estimates of the Macro Economy," Working Papers gueconwpa~05-05-02, Georgetown University, Department of Economics.
- Evans, Martin D.D., 2005. "Where Are We Now? Real-Time Estimates of the Macro Economy," CEPR Discussion Papers 5270, C.E.P.R. Discussion Papers.
- Martin D.D. Evans, 2005. "Where Are We Now? Real-Time Estimates of the Macro Economy," NBER Working Papers 11064, National Bureau of Economic Research, Inc.
- Evans, Martin D, 2005. "Where Are We Now? Real-Time Estimates of the Macroeconomy," MPRA Paper 831, University Library of Munich, Germany.
- Jean Boivin & Serena Ng, 2005.
"Understanding and Comparing Factor-Based Forecasts,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December.
- Jean Boivin & Serena Ng, 2005. "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers 11285, National Bureau of Economic Research, Inc.
- Boivin, Jean & Ng, Serena, 2005. "Understanding and Comparing Factor-Based Forecasts," MPRA Paper 836, University Library of Munich, Germany.
- Madhavi Bokil & Axel Schimmelpfennig, 2006.
"Three Attempts at Inflation Forecasting in Pakistan,"
The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(3), pages 341-368.
- International Monetary Fund, 2005. "Three Attempts at Inflation Forecasting in Pakistan," IMF Working Papers 05/105, International Monetary Fund.
- Melisso Boschi & Alessandro Girardi, 2007.
"Euro area inflation: long-run determinants and short-run dynamics,"
Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 9-24.
- Melisso Boschi & Alessandro Girardi, 2005. "Euro Area inflation: long-run determinants and short-run dynamics," ISAE Working Papers 60, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Pedro José Pérez & José Ramón García & Luisa Escriche, 2005. "Importancia De Las Perturbaciones Externas En La Economía Española Tras La Integración: ¿Tamaño Del Shock O Grado De Respuesta?," Working Papers. Serie EC 2005-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- William Barnett & Apostolos Serletis & Demitre Serletis, 2005.
"Nonlinear and Complex Dynamics in Real Systems,"
GE, Growth, Math methods
0509002, University Library of Munich, Germany.
- William Barnett & Apostolos Serletis & Demitre Serletis, 2005. "Nonlinear and Complex Dynamics in Real Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200517, University of Kansas, Department of Economics, revised Sep 2005.
- Yijun He & William Barnett, 2005.
"Robustness of Inferences to Singularity Bifurcations,"
Macroeconomics
0510019, University Library of Munich, Germany, revised 24 Oct 2005.
- William Barnett & Yijun He, 2005. "Robustness of Inferences to Singularity Bifurcations," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200518, University of Kansas, Department of Economics, revised Oct 2005.
- José Cancelo & Estefanía Mourelle, 2005. "Modeling Cyclical Asymmetries in GDP: International Evidence," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(3), pages 297-309, September.
- OndŘej KamenÍk, 2005.
"Solving SDGE Models: A New Algorithm for the Sylvester Equation,"
Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 167-187, February.
- Ondrej Kamenik, 2004. "Solving SDGE Models: A New Algorithm for Sylvester Equation," Computing in Economics and Finance 2004 222, Society for Computational Economics.
- Ondrej Kamenik, 2005. "Solving SDGE Models: A New Algorithm for the Sylvester Equation," Working Papers 2005/10, Czech National Bank.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008.
"Forecasting Canadian time series with the New Keynesian model,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, vol. 41(1), pages 138-165, February.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005. "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche 0527, CIRPEE.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile 382, Central Bank of Chile.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
- Orphanides, Athanasios & van Norden, Simon, 2005.
"The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
- Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
- Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
- Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.).
- Adolfson, Malin & Lindé, Jesper & Villani, Mattias, 2005.
"Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model,"
Working Paper Series
190, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
- Mattias Villani & Malin Adolfson & Jesper Linde, 2005. "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Money Macro and Finance (MMF) Research Group Conference 2005 32, Money Macro and Finance Research Group.
- National Bank of Belgium, 2005. "Economic projections for Belgium - Autumn 2005," Economic Review, National Bank of Belgium, issue iv, pages 7-15, December.
- National Bank of Belgium, 2005. "Economic projections for Belgium – spring 2005," Economic Review, National Bank of Belgium, issue ii, pages 7-31, June.
2004
- Marc-André Gosselin & René Lalonde, 2004. "Modélisation « PAC » du secteur extérieur de l'économie américaine," Staff Working Papers 04-3, Bank of Canada.
- 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), vol. 140(I), pages 89-126, March.
- Jean-Paul Lam, 2004. "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework," Staff Working Papers 04-9, Bank of Canada.
- Kaiser, Regina & Maravall, Agustin, 2005.
"Combining filter design with model-based filtering (with an application to business-cycle estimation),"
International Journal of Forecasting, Elsevier, vol. 21(4), pages 691-710.
- Regina Kaiser & Agustín Maravall, 2004. "Combining filter design with model based filtering (with an application to business cycle estimation)," Working Papers 0417, Banco de España.
- Pilar Bengoechea & Gabriel Pérez Quirós, 2004.
"A useful tool to identify recessions in the euro area,"
European Economy - Economic Papers 2008 - 2015
215, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Pilar Bengoechea & Gabriel Pérez-Quirós, 2004. "A useful tool to identify recessions in the euro-area," Working Papers 0419, Banco de España.
- 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) 500, Bank of Italy, Economic Research and International Relations Area.
- Baghli, M. & Brunhes-Lesage, V. & De bandt, O. & Fraisse, H. & Villetelle, J-P., 2004. "MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments," Working papers 106, Banque de France.
- Bruneau, C. & De bandt, O. & Flageollet, A., 2004. "Inflation and the Markup in the Euro Area," Working papers 114, Banque de France.
- Marco Sorge, 2004. "Stress-testing financial systems: an overview of current methodologies," BIS Working Papers 165, Bank for International Settlements.
- Eran Guse, 2004.
"Expectational Business Cycles,"
Money Macro and Finance (MMF) Research Group Conference 2004
97, Money Macro and Finance Research Group.
- Guse, Eran A., 2004. "Expectational business cycles," Research Discussion Papers 19/2004, Bank of Finland.
- George Hondroyiannis & Sophia Lazaretou, 2007.
"Inflation persistence during periods of structural change: an assessment using Greek data,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(5), pages 453-475, December.
- Hondroyiannis, George & Lazaretou, Sophia, 2004. "Inflation persistence during periods of structural change: an assessment using Greek data," Working Paper Series 370, European Central Bank.
- George Hondroyiannis & Sophia Lazaretou, 2004. "Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data," Working Papers 13, Bank of Greece.
- David R.F. Love & Jean-Francois Lamarche, 2004. "Anticipation and Real Business Cycles," Working Papers 0703, Brock University, Department of Economics, 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, vol. 47(2), pages 249-278.
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- Françoise Charpin & Catherine Mathieu, 2004.
"Un indicateur de croissance à court terme au Royaume-Uni,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 89(2), pages 231-251.
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- 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, May.
- 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 2004/04, Czech National Bank.
- Snower, Dennis & Karanassou, Marika & Sala, Hector, 2004. "Unemployment in the EU: Institutions, Prices and Growth," CEPR Discussion Papers 4243, C.E.P.R. Discussion Papers.
- Muellbauer, John & Nunziata, Luca, 2004. "Forecasting (and Explaining) US Business Cycles," CEPR Discussion Papers 4584, C.E.P.R. Discussion Papers.
- Toshiya Ishikawa, 2004. "Technology Diffusion and Business Cycle Asymmetry," DEGIT Conference Papers c009_016, DEGIT, Dynamics, Economic Growth, and International Trade.
- Jörg Döpke & Ulrich Fritsche, 2004. "Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion," Discussion Papers of DIW Berlin 399, DIW Berlin, German Institute for Economic Research.
- Bruck, Tilman & Zwiener, Rudolf, 2006.
"Fiscal policy rules for stabilisation and growth: A simulation analysis of deficit and expenditure targets in a monetary union,"
Journal of Policy Modeling, Elsevier, vol. 28(4), pages 357-369, May.
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- 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.).
- Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004. "Indeterminacy with inflation-forecast-based rules in a two-bloc model," International Finance Discussion Papers 797, Board of Governors of the Federal Reserve System (U.S.).
- Batini, Nicoletta & Levine, Paul & Pearlman, Joseph G., 2004. "Indeterminacy with inflation-forecast-based rules in a two-bloc model," Working Paper Series 340, European Central Bank.
- Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004. "Indeterminacy with Inflation-Forecast-Based Rules in a Two-Bloc Model," School of Economics Discussion Papers 0204, School of Economics, University of Surrey.
- George Hondroyiannis & Sophia Lazaretou, 2007.
"Inflation persistence during periods of structural change: an assessment using Greek data,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(5), pages 453-475, December.
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- Hondroyiannis, George & Lazaretou, Sophia, 2004. "Inflation persistence during periods of structural change: an assessment using Greek data," Working Paper Series 370, European Central Bank.
- 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 374, European Central Bank.
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"Cross-country differences in monetary policy transmission,"
Working Paper Series
400, European Central Bank.
- Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés, 2005. "Cross-country differences in monetary policy transmission," Working Papers 0502, Banco de España.
- Fushang Liu & Kajal Lahiri, 2004. "Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts," Econometric Society 2004 Australasian Meetings 329, Econometric Society.
- Christopher A. Sims & Jinill Kim & Sunghyun Kim, 2003.
"Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models,"
Computing in Economics and Finance 2003
162, Society for Computational Economics.
- 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 411, Econometric Society.
- 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 2003-61, Board of Governors of the Federal Reserve System (U.S.).
- 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 0505, Department of Economics, Tufts University.
- Potter Simon M., 2000.
"A Nonlinear Model of the Business Cycle,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(2), pages 1-11, July.
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- 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
64, Society for Computational Economics.
- 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 576, Econometric Society.
- Svensson, Lars E. O. & Woodford, Michael, 2004.
"Indicator variables for optimal policy under asymmetric information,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(4), pages 661-690, January.
- Lars E.O. Svensson & Michael Woodford, 2001. "Indicator Variables for Optimal Policy under Asymmetric Information," NBER Working Papers 8255, National Bureau of Economic Research, Inc.
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- Ireland, Peter N., 2004.
"A method for taking models to the data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
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- Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
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- Barrell, Ray & Pina, Alvaro M., 2004.
"How important are automatic stabilisers in Europe? A stochastic simulation assessment,"
Economic Modelling, Elsevier, vol. 21(1), pages 1-35, January.
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- Ray Barrell, 2002. "How Important are Automatic Stabilisers in Europe? A Stochastic Simulation Assessment," National Institute of Economic and Social Research (NIESR) Discussion Papers 196, National Institute of Economic and Social Research.
- Canova, Fabio & Ciccarelli, Matteo, 2004.
"Forecasting and turning point predictions in a Bayesian panel VAR model,"
Journal of Econometrics, Elsevier, vol. 120(2), pages 327-359, June.
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- Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers.
- Fabio Canova & Matteo Ciccarelli, 2000. "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD 2000-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- den Haan, Wouter J. & Sumner, Steven W., 2004.
"The comovement between real activity and prices in the G7,"
European Economic Review, Elsevier, vol. 48(6), pages 1333-1347, December.
- Wouter J. Den Haan & Steven Sumner, 2001. "The Comovements between Real Activity and Prices in the G7," NBER Working Papers 8195, National Bureau of Economic Research, Inc.
- Den Haan, Wouter & Sumner, Steven, 2001. "The Comovements between Real Activity and Prices in the G7," CEPR Discussion Papers 2801, C.E.P.R. Discussion Papers.
- Kobayashi Keiichiro & Nutahara Kengo, 2010.
"Nominal Rigidities, News-Driven Business Cycles, and Monetary Policy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-26, September.
- Keiichiro KOBAYASHI & Kengo NUTAHARA, 2008. "Nominal Rigidities, News-Driven Business Cycles, and Monetary Policy," Discussion papers 08018, Research Institute of Economy, Trade and Industry (RIETI).
- Pilar Bengoechea & Gabriel Pérez-Quirós, 2004.
"A useful tool to identify recessions in the euro-area,"
Working Papers
0419, Banco de España.
- Pilar Bengoechea & Gabriel Pérez Quirós, 2004. "A useful tool to identify recessions in the euro area," European Economy - Economic Papers 2008 - 2015 215, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Orphanides, Athanasios & van Norden, Simon, 2005.
"The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
- Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
- Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
- Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.).
- 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.).
- Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004. "Indeterminacy with Inflation-Forecast-Based Rules in a Two-Bloc Model," School of Economics Discussion Papers 0204, School of Economics, University of Surrey.
- Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004. "Indeterminacy with inflation-forecast-based rules in a two-bloc model," International Finance Discussion Papers 797, Board of Governors of the Federal Reserve System (U.S.).
- Batini, Nicoletta & Levine, Paul & Pearlman, Joseph G., 2004. "Indeterminacy with inflation-forecast-based rules in a two-bloc model," Working Paper Series 340, European Central Bank.
- Ludovic Dobbelaere & Bart Hertveldt, 2004. "Working Paper 13-04 - 10 jaar Economische Begroting : Een terugblik op de kwaliteit van de vooruitzichten," Working Papers 0413, Federal Planning Bureau, Belgium.
- Ludovic Dobbelaere & Bart Hertveldt, 2004. "Working Paper 13-04 - 10 jaar Economische Begroting : Een terugblik op de kwaliteit van de vooruitzichten," Working Papers 200413, Federal Planning Bureau, Belgium.
- Françoise Charpin & Catherine Mathieu, 2004.
"Un indicateur de croissance à court terme au Royaume-Uni,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 89(2), pages 231-251.
- Françoise Charpin & Catherine Mathieu, 2004. "Un indicateur de croissance à court terme au Royaume-Uni," Post-Print hal-01020087, HAL.
- Michael Berlemann & Kalina Dimitrova & Nikolay Nenovsky, 2000.
"Assessing Market Expectations on Exchange Rates and Inflation: A Pilot Forecasting System for Bulgaria,"
William Davidson Institute Working Papers Series
wp759, William Davidson Institute at the University of Michigan.
- M. Berlemann & K. Dimitrova & Nikolay Nenovsky, 2004. "Assessing Market Expectations on Exchange Rates and Inflation: A Pilot Forecasting System for Bulgaria," Post-Print halshs-00259473, HAL.
- Mitra, Kaushik, 2005.
"Is more data better?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
- Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
- Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
- Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
- 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, vol. 22(1), pages 123-142, March.
- Andreas Billmeier, 2006.
"Measuring a Roller Coaster: Evidence on the Finnish Output Gap,"
Finnish Economic Papers,
Finnish Economic Association, vol. 19(2), pages 69-83, Autumn.
- Andreas Billmeier, 2004. "Measuring a Roller Coaster; Evidenceon the Finnish Output Gap," IMF Working Papers 04/57, International Monetary Fund.
- Andreas Billmeier, 2006.
"Measuring a Roller Coaster: Evidence on the Finnish Output Gap,"
Finnish Economic Papers, Finnish Economic Association, vol. 19(2), pages 69-83, Autumn.
- Mr. Andreas Billmeier, 2004. "Measuring a Roller Coaster: Evidenceon the Finnish Output Gap," IMF Working Papers 2004/057, International Monetary Fund.
- 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, vol. 224(1-2), pages 152-165, February.
- 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, vol. 224(1-2), pages 51-64, February.
- 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, vol. 224(6), pages 639-652, December.
- 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., vol. 23(2), pages 89-98.
- Niek J. Nahuis & W. Jos Jansen, 2003. "Which Survey Indicators Are Useful for Monitoring Consumption? Evidence fron European Countries," Macroeconomics 0309013, University Library of Munich, Germany.
- Lars-Erik Öller & Lasse Koskinen, 2004.
"A classifying procedure for signalling turning points,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 197-214.
- Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance 427, Stockholm School of Economics.
- William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004.
"The Nonlinear Skeletons in the Closet,"
Econometrics
0405003, University Library of Munich, Germany.
- 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 200403, University of Kansas, Department of Economics, revised May 2004.
- He, Yijun & Barnett, William A., 2006.
"Singularity bifurcations,"
Journal of Macroeconomics, Elsevier, vol. 28(1), pages 5-22, March.
- Yijun He & William A. Barnett, 2004. "Singularity Bifurcation," Macroeconomics 0409024, University Library of Munich, Germany, revised 13 Oct 2004.
- Yijun He & William Barnett, 2004. "Singularity Bifurcations," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200412, University of Kansas, Department of Economics, revised Oct 2004.
- Eran Guse, 2004. "Expectational Business Cycles," Money Macro and Finance (MMF) Research Group Conference 2004 97, Money Macro and Finance Research Group.
- 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 DP 2004/04, Reserve Bank of New Zealand.
- 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, vol. 2004(2).
- Florian PELGRIN & Michel JUILLARD, 2004.
"Which order is too much? An application to a model with staggered price and wage contratcs,"
Computing in Economics and Finance 2004
58, Society for Computational Economics.
- Florian Pelgrin & Michel Juillard, 2004. "Which order is too much? An application to a model with staggered price and wage contracts," 2004 Meeting Papers 635, Society for Economic Dynamics.
- Chung, Sang-Kuck & Kim, Bong-Han, 2004. "Nonlinear Dynamics and Out¡-of¡-sample Forecasts of Real Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 8(2), pages 223-255, December.
- 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, vol. 1(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, vol. 1(3), pages 66-73, August.
- Ryan Banerjee & Nicoletta Batini, 2003.
"Inflation Dynamics in Seven Industrialised Open Economies,"
Computing in Economics and Finance 2003
303, Society for Computational Economics.
- Nicoletta Batini & Ryan Banerjee, 2004. "Inflation Dynamics in Seven Industrialised Open Economies," Computing in Economics and Finance 2004 116, Society for Computational Economics.
- OndŘej KamenÍk, 2005.
"Solving SDGE Models: A New Algorithm for the Sylvester Equation,"
Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 167-187, February.
- Ondrej Kamenik, 2004. "Solving SDGE Models: A New Algorithm for Sylvester Equation," Computing in Economics and Finance 2004 222, Society for Computational Economics.
- Ondrej Kamenik, 2005. "Solving SDGE Models: A New Algorithm for the Sylvester Equation," Working Papers 2005/10, Czech National Bank.
- Hubrich, Kirstin, 2005.
"Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?,"
International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
- Hubrich, Kirstin, 2003. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 247, European Central Bank.
- Kirstin Hubrich, 2004. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004 230, Society for Computational Economics.
- Serge Hayward, 2004. "Heterogeneous Agents Past and Forward Time Horizons in Setting Up a Computational Model," Computing in Economics and Finance 2004 241, Society for Computational Economics.
- Toshiya Ishikawa, 2004. "Human Capital Accumulation, Time to Build, and Business Cycles," Computing in Economics and Finance 2004 329, Society for Computational Economics.
- Klaus Adam, 2004. "Should macroeconomists consider restricted perception equilibria? Evidence from the experimental laboratory," Computing in Economics and Finance 2004 338, Society for Computational Economics.
- Eran Guse, 2004.
"Learning with Heterogeneous Expectations in an Evolutionary World,"
Computing in Economics and Finance 2004
99, Society for Computational Economics.
- Guse, E., 2005. "Learning with Heterogeneous Expectations in an Evolutionary World," Cambridge Working Papers in Economics 0547, Faculty of Economics, University of Cambridge.
- 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, vol. 2(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), vol. 140(I), pages 89-126, March.
- Jean-Paul Lam, 2004. "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework," Staff Working Papers 04-9, Bank of Canada.
- Gilbert Cette & Christian Pfister, 2004.
"Challenges of the “New Economy” for Monetary Policy,"
International Productivity Monitor, Centre for the Study of Living Standards, vol. 8, pages 27-36, Spring.
- Gilbert Cette & Christian Pfister, 2003. "The challenges of the "new economy" for monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 213-233, Bank for International Settlements.
- Cette, G. & Pfister, C., 2003. "The Challenges of the "New Economy" for Monetary Policy," Working papers 100, Banque de France.
- 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.).
- Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004. "Indeterminacy with inflation-forecast-based rules in a two-bloc model," International Finance Discussion Papers 797, Board of Governors of the Federal Reserve System (U.S.).
- Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004. "Indeterminacy with Inflation-Forecast-Based Rules in a Two-Bloc Model," School of Economics Discussion Papers 0204, School of Economics, University of Surrey.
- Batini, Nicoletta & Levine, Paul & Pearlman, Joseph G., 2004. "Indeterminacy with inflation-forecast-based rules in a two-bloc model," Working Paper Series 340, European Central Bank.
- Batini, Nicoletta & Justiniano, Alejandro & Levine, Paul & Pearlman, Joseph, 2006.
"Robust inflation-forecast-based rules to shield against indeterminacy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1491-1526.
- Nicoletta Batini & Alejandro Justiniano & Paul Levine & Joseph Pearlman, 2004. "Robust Inflation-Forecast-Based Rules to Shield against Indeterminacy," School of Economics Discussion Papers 0804, School of Economics, University of Surrey.
- 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, vol. 38(1), pages 49-63.
- 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?," Working Papers 03_14, Motu Economic and Public Policy Research.
- 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 0401001, University Library of Munich, Germany.
- Nir, A., 2004. "A Behavioral Model of Conumption Patterns : The Effects of Cognitive Dissonance and Conformity," Discussion Paper 2004-48, Tilburg University, Center for Economic Research.
- Gustavo A. Marrero, 2004. "Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment," Documentos de Trabajo del ICAE 0410, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Marco Vega, 2004. "Policy Makers Priors and Inflation Density Forecasts," Econometrics 0403005, University Library of Munich, Germany.
- 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
200403, University of Kansas, Department of Economics, revised May 2004.
- William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004. "The Nonlinear Skeletons in the Closet," Econometrics 0405003, University Library of Munich, Germany.
- 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, vol. 38(1), pages 49-63.
- 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?," Working Papers 03_14, Motu Economic and Public Policy Research.
- 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 0401001, University Library of Munich, Germany.
- He, Yijun & Barnett, William A., 2006.
"Singularity bifurcations,"
Journal of Macroeconomics, Elsevier, vol. 28(1), pages 5-22, March.
- Yijun He & William Barnett, 2004. "Singularity Bifurcations," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200412, University of Kansas, Department of Economics, revised Oct 2004.
- Yijun He & William A. Barnett, 2004. "Singularity Bifurcation," Macroeconomics 0409024, University Library of Munich, Germany, revised 13 Oct 2004.
- Guse, Eran A., 2004. "Expectational business cycles," Bank of Finland Research Discussion Papers 19/2004, Bank of Finland.
- Bernhardsen, Tom & Eitrheim, Oyvind & Jore, Anne Sofie & Roisland, Oistein, 2005.
"Real-time data for Norway: Challenges for monetary policy,"
The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 333-349, December.
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2003
- Lars E. O. Svensson & Michael Woodford, 2003. "Optimal Policy with Partial Information in a Forward-Looking Model: Certainty-Equivalence Redux," NBER Working Papers 9430, National Bureau of Economic Research, Inc.
- Boivin, Jean & Ng, Serena, 2006.
"Are more data always better for factor analysis?,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 169-194, May.
- Jean Boivin & Serena Ng, 2003. "Are More Data Always Better for Factor Analysis?," NBER Working Papers 9829, National Bureau of Economic Research, Inc.
- Franck Sédillot & Nigel Pain, 2003. "Indicator Models of Real GDP Growth in Selected OECD Countries," OECD Economics Department Working Papers 364, OECD Publishing.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Some results on the solution of the neoclassical growth model,"
FRB Atlanta Working Paper
2003-34, Federal Reserve Bank of Atlanta.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Some Results on the Solution of the Neoclassical Growth Model," PIER Working Paper Archive 04-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006.
"Comparing solution methods for dynamic equilibrium economies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing solution methods for dynamic equilibrium economies," FRB Atlanta Working Paper 2003-27, Federal Reserve Bank of Atlanta.
- S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005. "Comparing Solution Methods for Dynamic Equilibrium Economies," Levine's Bibliography 122247000000000855, UCLA Department of Economics.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive 04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Kitchen, John & Monaco, Ralph, 2003. "Real-Time Forecasting in Practice: The U.S. Treasury Staff's Real-Time GDP Forecast System," MPRA Paper 21068, University Library of Munich, Germany, 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 7714, University Library of Munich, Germany.
- Timotej Jagric, 2003. "Forecasting with leading economic indicators - a non-linear approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(1), pages 68-83.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2003.
"Unemployment in the European Union: Institutions, Prices, and Growth,"
IZA Discussion Papers
899, Institute of Labor Economics (IZA).
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2003. "Unemployment in the European Union: Institutions, Prices, and Growth," Working Papers 493, Queen Mary University of London, School of Economics and Finance.
- Marika Karanassou & Hector Sala & Dennis Snower, 2004. "Unemployment in the European Union: Institutions, Prices, and Growth," CESifo Working Paper Series 1247, CESifo.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2003.
"Unemployment in the European Union: Institutions, Prices, and Growth,"
IZA Discussion Papers
899, Institute of Labor Economics (IZA).
- Marika Karanassou & Hector Sala & Dennis Snower, 2004. "Unemployment in the European Union: Institutions, Prices, and Growth," CESifo Working Paper Series 1247, CESifo.
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2003. "Unemployment in the European Union: Institutions, Prices, and Growth," Working Papers 493, Queen Mary University of London, School of Economics and Finance.
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2003. "Unemployment in the European Union: Institutions, Prices, and Growth," Working Papers 493, Queen Mary University of London, School of Economics and Finance.
- Tim Robinson & Andrew Stone & Marileze van Zyl, 2003. "The Real-time Forecasting Performance of Phillips Curves," RBA Research Discussion Papers rdp2003-12, Reserve Bank of Australia.
- Francesc Obiols-Homs, 2003.
"Incomplete Unemployment Insurance and Aggregate Fluctuations,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 602-636, July.
- Francesc Obiols-Homs, 2001. "Incomplete unemployment insurance and aggregate fluctuations," Computing in Economics and Finance 2001 192, Society for Computational Economics.
- Stanica, Cristian Nicolae, 2003. "A Deterministic Method For Short-Term Gdp Evaluation," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(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, vol. 0(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, vol. 0(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, vol. 0(5), pages 25-31, December.
- Dobrescu, Emilian, 2003. "Possible Evolutions Of The Romanian Economy (Macromodel Estimations)," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 32-63, December.
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"The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1127-1148, August.
- 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 RWP 03-06, Federal Reserve Bank of Kansas City.
- 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 183, Society for Computational Economics.
- Serena Ng & Jean Boivin, 2003. "Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data," Computing in Economics and Finance 2003 255, Society for Computational Economics.
- Angelini & Henry & Mestre, 2003. "Factor based leading indicators for euro area business cycle: A comparative assessment," Computing in Economics and Finance 2003 260, Society for Computational Economics.
- Bruce McGough, 2006.
"Shocking Escapes,"
Economic Journal, Royal Economic Society, vol. 116(511), pages 507-528, April.
- Bruce McGough, 2003. "Shocking Escapes," Computing in Economics and Finance 2003 294, Society for Computational Economics.
- Adam, Klaus, 2005.
"Learning To Forecast And Cyclical Behavior Of Output And Inflation,"
Macroeconomic Dynamics, Cambridge University Press, vol. 9(1), pages 1-27, February.
- Adam, Klaus, 2003. "Learning to Forecast and Cyclical Behavior of Output and Inflation," CFS Working Paper Series 2003/01, Center for Financial Studies (CFS).
- Klaus Adam, 2003. "Learning to Forecast and Cyclical Behavior of Output and Inflation," Computing in Economics and Finance 2003 297, Society for Computational Economics.
- 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
64, Society for Computational Economics.
- 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 576, Econometric Society.
- 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), vol. 139(IV), pages 507-533, December.
- Thomas Mayer, 2003.
"The macroeconomic Loss Function: a Critical Note,"
Applied Economics Letters, Taylor & Francis Journals, vol. 10(6), pages 347-349.
- Thomas Mayer, 2002. "The Macroeconomic Loss Function: A Critical Note," CESifo Working Paper Series 771, CESifo.
- Thomas Mayer, 2003. "The Macroeconomic Loss Function: A Critical Note," Working Papers 5, University of California, Davis, Department of Economics.
- 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
3879, C.E.P.R. Discussion Papers.
- 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 b49148f9-6d69-49ac-93c1-1, Tilburg University, School of Economics and Management.
- 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 0301, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Reichlin, Lucrezia, 2002.
"Factor Models in Large Cross-Sections of Time Series,"
CEPR Discussion Papers
3285, C.E.P.R. Discussion Papers.
- Lucrezia Reichlin, 2003. "Factor models in large cross sections of time series," ULB Institutional Repository 2013/10179, ULB -- Universite Libre de Bruxelles.
- Philip Arestis & Elias Karakitsos, 2003.
"The Conditions for Sustainable U.S. Recovery: The Role of Investment,"
Economics Working Paper Archive
wp_378, Levy Economics Institute.
- Philip Arestis & Elias Karakitsos, 2003. "The conditions for a Sustainable U.S. Recovery: The Role of Investment," General Economics and Teaching 0306001, University Library of Munich, Germany.
- Philip Arestis & Elias Karakitsos, 2003.
"How Long Can the U.S. Consumers Carry the Economy on Their Shoulders?,"
Economics Working Paper Archive
wp_380, Levy Economics Institute.
- Philip Arestis & Elias Karakitsos, 2003. "How Long Can the U.S. Consumers Carry the economy on Their Shoulders?," General Economics and Teaching 0306003, University Library of Munich, Germany.
- Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003. "Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models," Macroeconomics 0309002, University Library of Munich, Germany.
- 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 M," Macroeconomics 0309004, University Library of Munich, Germany.
- 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., vol. 23(2), pages 89-98.
- Niek J. Nahuis & W. Jos Jansen, 2003. "Which Survey Indicators Are Useful for Monitoring Consumption? Evidence fron European Countries," Macroeconomics 0309013, University Library of Munich, Germany.
- Adam, Klaus, 2005.
"Learning To Forecast And Cyclical Behavior Of Output And Inflation,"
Macroeconomic Dynamics, Cambridge University Press, vol. 9(1), pages 1-27, February.
- Klaus Adam, 2003. "Learning to Forecast and Cyclical Behavior of Output and Inflation," Computing in Economics and Finance 2003 297, Society for Computational Economics.
- Adam, Klaus, 2003. "Learning to Forecast and Cyclical Behavior of Output and Inflation," CFS Working Paper Series 2003/01, Center for Financial Studies (CFS).
- Antzoulatos, Angelos A. & Wilfling, Bernd, 2003.
"Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany,"
Discussion Paper Series
26169, Hamburg Institute of International Economics.
- Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," HWWA Discussion Papers 223, Hamburg Institute of International Economics (HWWA).
- Karanassou, Marika & Sala, Hector & Snower, Dennis, 2003.
"Unemployment in the European Union: a dynamic reappraisal,"
Economic Modelling, Elsevier, vol. 20(2), pages 237-273, March.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2002. "Unemployment in the European Union: A Dynamic Reappraisal," IZA Discussion Papers 531, Institute of Labor Economics (IZA).
- 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 2933, Kiel Institute for the World Economy (IfW Kiel).
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2002. "Unemployment in the European Union: A Dynamic Reappraisal," Working Papers 480, Queen Mary University of London, School of Economics and Finance.
- Nielsen, Hannah, 2003. "Inflation Expectations in the EU: Results from Survey Data," SFB 373 Discussion Papers 2003,13, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Heilemann, Ullrich & Stekler, H. O., 2003.
"Has the accuracy of German macroeconomic forecasts improved?,"
Technical Reports
2003,31, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Ullrich Heilemann & Herman O. Stekler, 2010. "Has the Accuracy of German Macroeconomic Forecasts Improved?," Working Papers 2010-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Feb 2012.
- Hüfner, Felix P. & Lahl, David, 2003. "What Determines the ZEW Indicator?," ZEW Discussion Papers 03-48, ZEW - Leibniz Centre for European Economic Research.
- James H. Stock & Mark W.Watson, 2003.
"Forecasting Output and Inflation: The Role of Asset Prices,"
Journal of Economic Literature, American Economic Association, vol. 41(3), pages 788-829, September.
- James H. Stock & Mark W. Watson, 2001. "Forecasting output and inflation: the role of asset prices," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- James H. Stock & Mark W. Watson, 2001. "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers 8180, National Bureau of Economic Research, Inc.
- Antzoulatos, Angelos A. & Wilfling, Bernd, 2003.
"Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany,"
HWWA Discussion Papers
223, Hamburg Institute of International Economics (HWWA).
- Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," Discussion Paper Series 26169, Hamburg Institute of International Economics.
- Jeannine Bailliu & Daniel Garcés & Mark Kruger & Miguel Messmacher, 2003. "Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico," Staff Working Papers 03-17, Bank of Canada.
- Lynda Khalaf & Maral Kichian, 2003. "Testing the Stability of the Canadian Phillips Curve Using Exact Methods," Staff Working Papers 03-7, Bank of Canada.
- O. De Bandt & E. Michaux & C. Bruneau & A. Flageollet, 2007.
"Forecasting inflation using economic indicators: the case of France,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 1-22.
- Bruneau, C. & De Bandt, O. & Flageollet, A. & Michaux, E., 2003. "Forecasting Inflation using Economic Indicators: the Case of France," Working papers 101, Banque de France.
- Bruneau, C. & De Bandt, O. & Flageollet, A., 2003. "Forecasting Inflation in the Euro Area," Working papers 102, Banque de France.
- 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, vol. 65(s1), pages 727-744, December.
- 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 EI 2003-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jozef Vuchelen & Maria Gutierrez, 2003. "Do the OECD forecasts for the belgian economy contain information?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(2), pages 31-64.
- Thomas Mayer, 2003. "The Macroeconomic Loss Function: A Critical Note," Working Papers 22, University of California, Davis, Department of Economics.
- Thomas Mayer, 2003.
"The macroeconomic Loss Function: a Critical Note,"
Applied Economics Letters,
Taylor & Francis Journals, vol. 10(6), pages 347-349.
- Thomas Mayer, 2002. "The Macroeconomic Loss Function: A Critical Note," CESifo Working Paper Series 771, CESifo Group Munich.
- Thomas Mayer, 2003. "The Macroeconomic Loss Function: A Critical Note," Working Papers 22, University of California, Davis, Department of Economics.
- Thomas Mayer, 2003.
"The macroeconomic Loss Function: a Critical Note,"
Applied Economics Letters, Taylor & Francis Journals, vol. 10(6), pages 347-349.
- Thomas Mayer, 2002. "The Macroeconomic Loss Function: A Critical Note," CESifo Working Paper Series 771, CESifo.
- Thomas Mayer, 2003. "The Macroeconomic Loss Function: A Critical Note," Working Papers 5, University of California, Davis, Department of Economics.
- Pami Dua & Anirvan Banerji & Stephen M. Miller, 2006.
"Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 415-437.
- 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 2002-34, University of Connecticut, Department of Economics, revised Jun 2005.
- 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 114, Centre for Development Economics, Delhi School of Economics.
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"The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
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- Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.).
- Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers.
- 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
b49148f9-6d69-49ac-93c1-1, Tilburg University, School of Economics and Management.
- 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 3879, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005.
"Leading Indicators for Euro‐area Inflation and GDP Growth,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003. "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers 3893, C.E.P.R. Discussion Papers.
- Kilian, Lutz & Manganelli, Simone, 2003.
"The central bank as a risk manager: quantifying and forecasting inflation risks,"
Working Paper Series
226, European Central Bank.
- Kilian, Lutz & Manganelli, Simone, 2003. "The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks," CEPR Discussion Papers 3918, C.E.P.R. Discussion Papers.
- Vincent, BODART & Konstantin A., KHOLODILIN & Fati, SHADMAN-MEHTA, 2003. "Dating and Forecasting the Belgian Business Cycle," LIDAM Discussion Papers IRES 2003018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Toichiro Asada & Peter Flaschel & Gang Gong & Willi Semmler, 2003. "Monetary Policy, Currency Unions and Open Economy Macrodynamics," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 10(19).
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Comparing solution methods for dynamic equilibrium economies,"
FRB Atlanta Working Paper
2003-27, Federal Reserve Bank of Atlanta.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Linear and Log-Linear Approximation," QM&RBC Codes 117, Quantitative Macroeconomics & Real Business Cycles.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Comparing solution methods for dynamic equilibrium economies,"
FRB Atlanta Working Paper
2003-27, Federal Reserve Bank of Atlanta.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Finite Elements Method," QM&RBC Codes 118, Quantitative Macroeconomics & Real Business Cycles.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Comparing solution methods for dynamic equilibrium economies,"
FRB Atlanta Working Paper
2003-27, Federal Reserve Bank of Atlanta.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Chebyshev Polynomials," QM&RBC Codes 119, Quantitative Macroeconomics & Real Business Cycles.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Comparing solution methods for dynamic equilibrium economies,"
FRB Atlanta Working Paper
2003-27, Federal Reserve Bank of Atlanta.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Perturbation (2nd and 5th order)," QM&RBC Codes 120, Quantitative Macroeconomics & Real Business Cycles.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Comparing solution methods for dynamic equilibrium economies,"
FRB Atlanta Working Paper
2003-27, Federal Reserve Bank of Atlanta.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Value Function Iteration," QM&RBC Codes 121, Quantitative Macroeconomics & Real Business Cycles.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Some results on the solution of the neoclassical growth model,"
FRB Atlanta Working Paper
2003-34, Federal Reserve Bank of Atlanta.
- Juan F. Rubio-Ramirez, 2003. "Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model," QM&RBC Codes 92, Quantitative Macroeconomics & Real Business Cycles.
- Gustav Adolf Horn, 2003. "US Outlook and German Confidence: Does the Confidence Channel Work?," Discussion Papers of DIW Berlin 324, DIW Berlin, German Institute for Economic Research.
- Kilian, Lutz & Manganelli, Simone, 2003.
"The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks,"
CEPR Discussion Papers
3918, C.E.P.R. Discussion Papers.
- Kilian, Lutz & Manganelli, Simone, 2003. "The central bank as a risk manager: quantifying and forecasting inflation risks," Working Paper Series 226, European Central Bank.
- Hubrich, Kirstin, 2005.
"Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?,"
International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
- Hubrich, Kirstin, 2003. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 247, European Central Bank.
- Kirstin Hubrich, 2004. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004 230, Society for Computational Economics.
- Robin L. Lumsdaine & Eswar S. Prasad, 2003.
"Identifying the Common Component of International Economic Fluctuations: A New Approach,"
Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January.
- Robin L. Lumsdaine & Mr. Eswar S Prasad, 1999. "Identifying the Common Component in International Economic Fluctuations: A New Approach," IMF Working Papers 1999/154, International Monetary Fund.
- Lumsdaine, Robin L. & Prasad, Eswar, 2002. "Identifying the Common Component of International Economic Fluctuations: A New Approach," IZA Discussion Papers 487, Institute of Labor Economics (IZA).
- Honkapohja, Seppo & Mitra, Kaushik, 2003.
"Learning with bounded memory in stochastic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
- Seppo Honkapohja & Kaushik Mitra, "undated". "Learning with Bounded Memory in Stochastic Models," Discussion Papers 00/42, Department of Economics, University of York.
- Kaushik Mitra & Seppo Honkapohja, 1999. "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999 221, Society for Computational Economics.
- Honkapohja, S. & Mitra, K., 1999. "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics 456, Department of Economics.
- Boileau, Martin & Normandin, Michel, 2003.
"Labor hoarding, superior information, and business cycle dynamics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 397-418, November.
- Martin Boileau & Michel Normandin, 2001. "Labor Hoarding, Superior Information and Business Cycle Dynamics," Cahiers de recherche CREFE / CREFE Working Papers 129, CREFE, Université du Québec à Montréal.
- Karanassou, Marika & Sala, Hector & Snower, Dennis, 2003.
"Unemployment in the European Union: a dynamic reappraisal,"
Economic Modelling, Elsevier, vol. 20(2), pages 237-273, March.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2002. "Unemployment in the European Union: A Dynamic Reappraisal," IZA Discussion Papers 531, Institute of Labor Economics (IZA).
- 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 2933, Kiel Institute for the World Economy (IfW Kiel).
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2002. "Unemployment in the European Union: A Dynamic Reappraisal," Working Papers 480, Queen Mary University of London, School of Economics and Finance.
- Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego, 2003.
"Assessment criteria for output gap estimates,"
Economic Modelling, Elsevier, vol. 20(3), pages 529-562, May.
- Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego, 2001. "Assessment criteria for output gap estimates," Working Paper Series 54, European Central Bank.
- Camba-Mendez, G.C. & Palenzuela-Rodriguez, D., 2001. "Assessemt Criteria for Output Gap Estimates," Papers 54, Quebec a Montreal - Recherche en gestion.
- Awokuse, Titus O. & Yang, Jian, 2003.
"The informational role of commodity prices in formulating monetary policy: a reexamination,"
Economics Letters, Elsevier, vol. 79(2), pages 219-224, May.
- Awokuse, Titus O. & Yang, Jian, 2002. "The Informational Role Of Commodity Prices In Formulating Monetary Policy: A Reexamination," Staff Papers 15834, University of Delaware, Department of Food and Resource Economics.
- Giordani, Paolo & Soderlind, Paul, 2003.
"Inflation forecast uncertainty,"
European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
- Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
- Söderlind, Paul, 2000. "Inflation Forecast Uncertainty," CEPR Discussion Papers 2499, C.E.P.R. Discussion Papers.
- 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, vol. 19(2), pages 165-175.
- Wallis, Kenneth F., 2001. "Chi-squared tests of interval and density forecasts and the Bank of England's fan charts," Working Paper Series 83, European Central Bank.
- 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 181, Royal Economic Society.
- Svensson, Lars E. O. & Woodford, Michael, 2003.
"Indicator variables for optimal policy,"
Journal of Monetary Economics, Elsevier, vol. 50(3), pages 691-720, April.
- Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
- Svensson, Lars & Woodford, Michael, 2000. "Indicator Variables for Optimal Policy," Seminar Papers 688, Stockholm University, Institute for International Economic Studies.
- Lars E.O. Svensson & Michael Woodford, 2000. "Indicator Variables for Optimal Policy," NBER Working Papers 7953, National Bureau of Economic Research, Inc.
- Svensson, Lars E. O. & Woodford, Michael, 2000. "Indicator variables for optimal policy," Working Paper Series 12, European Central Bank.
- 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, vol. 65(s1), pages 727-744, December.
- 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 EI 2003-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kristoffer P. NIMARK, 2003. "Monetary Policy Performance and the Accuracy of Observations," Economics Working Papers ECO2003/08, European University Institute.
- Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006.
"Comparing solution methods for dynamic equilibrium economies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive 04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing solution methods for dynamic equilibrium economies," FRB Atlanta Working Paper 2003-27, Federal Reserve Bank of Atlanta.
- S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005. "Comparing Solution Methods for Dynamic Equilibrium Economies," Levine's Bibliography 122247000000000855, UCLA Department of Economics.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Value Function Iteration," QM&RBC Codes 121, Quantitative Macroeconomics & Real Business Cycles.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Finite Elements Method," QM&RBC Codes 118, Quantitative Macroeconomics & Real Business Cycles.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Perturbation (2nd and 5th order)," QM&RBC Codes 120, Quantitative Macroeconomics & Real Business Cycles.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Linear and Log-Linear Approximation," QM&RBC Codes 117, Quantitative Macroeconomics & Real Business Cycles.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Chebyshev Polynomials," QM&RBC Codes 119, Quantitative Macroeconomics & Real Business Cycles.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003.
"Some Results on the Solution of the Neoclassical Growth Model,"
PIER Working Paper Archive
04-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003. "Some results on the solution of the neoclassical growth model," FRB Atlanta Working Paper 2003-34, Federal Reserve Bank of Atlanta.
- Juan F. Rubio-Ramirez, 2003. "Mathematica Notebook for Some Results on the Solution of the Neoclassical Growth Model," QM&RBC Codes 92, Quantitative Macroeconomics & Real Business Cycles.
- Christopher A. Sims & Jinill Kim & Sunghyun Kim, 2003.
"Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models,"
Computing in Economics and Finance 2003
162, Society for Computational Economics.
- 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 2003-61, Board of Governors of the Federal Reserve System (U.S.).
- 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 0505, Department of Economics, Tufts University.
- 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 411, Econometric Society.
- 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.).
- Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004. "Indeterminacy with inflation-forecast-based rules in a two-bloc model," International Finance Discussion Papers 797, Board of Governors of the Federal Reserve System (U.S.).
- Batini, Nicoletta & Levine, Paul & Pearlman, Joseph G., 2004. "Indeterminacy with inflation-forecast-based rules in a two-bloc model," Working Paper Series 340, European Central Bank.
- Nicoletta Batini & Paul Levine & Joseph Pearlman, 2004. "Indeterminacy with Inflation-Forecast-Based Rules in a Two-Bloc Model," School of Economics Discussion Papers 0204, School of Economics, University of Surrey.
- Clark, Todd E. & McCracken, Michael W., 2006.
"The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1127-1148, August.
- 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 183, Society for Computational Economics.
- 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 RWP 03-06, Federal Reserve Bank of Kansas City.
- Gary Koop & Simon Potter, 2003.
"Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging,"
Discussion Papers in Economics
04/16, Division of Economics, School of Business, University of Leicester.
- Gary Koop & Simon M. Potter, 2003. "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports 163, Federal Reserve Bank of New York.
- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003.
"Business Survey Data: Do They Help in Forecasting the Macro Economy?,"
Working Papers
84, National Institute of Economic Research.
- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Paper Series 151, Sveriges Riksbank (Central Bank of Sweden).
- Nimark, Kristoffer P., 2003. "Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?," Working Paper Series 157, Sveriges Riksbank (Central Bank of Sweden).
- Pedro José Pérez Vázquez, 2003. "Fuentes de variabilidad en las principales economías occidentales," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 565-591, September.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005.
"Leading Indicators for Euro‐area Inflation and GDP Growth,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003. "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers 3893, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- 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, vol. 21(1), pages 105-143, February.
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2003.
"Unemployment in the European Union: Institutions, Prices, and Growth,"
Working Papers
493, Queen Mary University of London, School of Economics and Finance.
- Marika Karanassou & Hector Sala & Dennis Snower, 2004. "Unemployment in the European Union: Institutions, Prices, and Growth," CESifo Working Paper Series 1247, CESifo.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2003. "Unemployment in the European Union: Institutions, Prices, and Growth," IZA Discussion Papers 899, Institute of Labor Economics (IZA).
- 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), vol. 0(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 03.02, Université de Lausanne, Faculté des HEC, Département d’économie.
- Gary Koop & Simon M. Potter, 2003.
"Forecasting in large macroeconomic panels using Bayesian Model Averaging,"
Staff Reports
163, Federal Reserve Bank of New York.
- Gary Koop & Simon Potter, 2003. "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics 04/16, Division of Economics, School of Business, University of Leicester.
- Philip Arestis & Elias Karakitsos, 2003.
"The conditions for a Sustainable U.S. Recovery: The Role of Investment,"
General Economics and Teaching
0306001, University Library of Munich, Germany.
- Philip Arestis & Elias Karakitsos, 2003. "The Conditions for Sustainable U.S. Recovery: The Role of Investment," Economics Working Paper Archive wp_378, Levy Economics Institute.
- Philip Arestis & Elias Karakitsos, 2003.
"How Long Can the U.S. Consumers Carry the economy on Their Shoulders?,"
General Economics and Teaching
0306003, University Library of Munich, Germany.
- Philip Arestis & Elias Karakitsos, 2003. "How Long Can the U.S. Consumers Carry the Economy on Their Shoulders?," Economics Working Paper Archive wp_380, Levy Economics Institute.
- André Kurmann, 2003. "Quantifying the Uncertainty about the Fit of a New Keynesian Pricing Model: Extended Version," Cahiers de recherche 0344, CIRPEE.
- Viktor Várpalotai, 2003.
"Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary,"
MNB Working Papers
2003/4, Magyar Nemzeti Bank (Central Bank of Hungary).
- VÁRPALOTAI Viktor, 2010. "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," EcoMod2003 330700148, EcoMod.
- Zoltán M. Jakab & Mihály András Kovács, 2003. "Explaining the Exchange Rate Pass-Through in Hungary: Simulations with the NIGEM Model," MNB Working Papers 2003/5, Magyar Nemzeti Bank (Central Bank of Hungary).
- 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, vol. 38(1), pages 49-63.
- 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?," Working Papers 03_14, Motu Economic and Public Policy Research.
- 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 0401001, University Library of Munich, Germany.
2002
- Awokuse, Titus O. & Yang, Jian, 2003.
"The informational role of commodity prices in formulating monetary policy: a reexamination,"
Economics Letters, Elsevier, vol. 79(2), pages 219-224, May.
- Awokuse, Titus O. & Yang, Jian, 2002. "The Informational Role Of Commodity Prices In Formulating Monetary Policy: A Reexamination," Staff Papers 15834, University of Delaware, Department of Food and Resource Economics.
- Kevin Moran & Veronika Dolar, 2002. "Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data," Staff Working Papers 02-18, Bank of Canada.
- Robert Amano & Kim McPhail & Hope Pioro & Andrew Rennison, 2002. "Evaluating the Quarterly Projection Model: A Preliminary Investigation," Staff Working Papers 02-20, Bank of Canada.
- Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi, 2002. "Real-time GDP forecasting in the euro area," Temi di discussione (Economic working papers) 456, Bank of Italy, Economic Research and International Relations Area.
- 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, vol. 45(1), pages 67-90.
- Thomas Mayer, 2003.
"The macroeconomic Loss Function: a Critical Note,"
Applied Economics Letters, Taylor & Francis Journals, vol. 10(6), pages 347-349.
- Thomas Mayer, 2002. "The Macroeconomic Loss Function: A Critical Note," CESifo Working Paper Series 771, CESifo.
- Thomas Mayer, 2003. "The Macroeconomic Loss Function: A Critical Note," Working Papers 5, University of California, Davis, Department of Economics.
- Seppo Honkapohja & Kaushik Mitra, 2006.
"Learning Stability in Economies with Heterogeneous Agents,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 284-309, April.
- Honkapohja, Seppo & Mitra, Kaushik, 2002. "Learning stability in economics with heterogeneous agents," Working Paper Series 120, European Central Bank.
- Kaushik Mitra & Seppo Honkapohja, 2004. "Learning Stability in Economies with Heterogenous Agents," Royal Holloway, University of London: Discussion Papers in Economics 04/17, Department of Economics, Royal Holloway University of London, revised Jul 2004.
- Seppo Honkapohja & Kaushik Mitra, 2002. "Learning Stability in Economies with Heterogenous Agents," CESifo Working Paper Series 772, CESifo.
- 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, vol. 9(04), pages 3-5, 06.
- Wolfgang Nierhaus, 2002. "Konjunkturperspektiven 2002/2003," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 9(04), pages 6-17, 06.
- 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, vol. 9(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, vol. 9(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, vol. 55(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, vol. 55(24), pages 45-57, December.
- 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, vol. 0(Spring 20), pages 31-90, January.
- Schmidt-Hebbel, Klaus & Werner, Alejandro, 2002. "Inflation targeting in Brazil, Chile, and Mexico: performance, credibility, and the exchange rate," LSE Research Online Documents on Economics 123213, London School of Economics and Political Science, LSE Library.
- 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 171, Central Bank of Chile.
- Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz Hérault, "undated".
"La curva Spot (Cero Cupón),"
Lecturas en Finanzas
002960, Banco de la Republica de Colombia.
- Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz Hérault, 2002. "La curva Spot (Cero Cupón)," Lecturas en Finanzas 2960, Banco de la República.
- 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, vol. 0(Spring 20), pages 31-90, January.
- 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 171, Central Bank of Chile.
- Schmidt-Hebbel, Klaus & Werner, Alejandro, 2002. "Inflation targeting in Brazil, Chile, and Mexico: performance, credibility, and the exchange rate," LSE Research Online Documents on Economics 123213, London School of Economics and Political Science, LSE Library.
- Reichlin, Lucrezia, 2002.
"Factor Models in Large Cross-Sections of Time Series,"
CEPR Discussion Papers
3285, C.E.P.R. Discussion Papers.
- Lucrezia Reichlin, 2003. "Factor models in large cross sections of time series," ULB Institutional Repository 2013/10179, ULB -- Universite Libre de Bruxelles.
- Janine Aron & John Muellbauer, 2002.
"Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa,"
IMF Staff Papers, Palgrave Macmillan, vol. 49(Special i), pages 185-213.
- Janine Aron & John Muellbauer, 2002. "Interest rate effects on output: evidence from a GDP forecasting model for South Africa," CSAE Working Paper Series 2002-04, Centre for the Study of African Economies, University of Oxford.
- Muellbauer, John & Aron, Janine, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," CEPR Discussion Papers 3595, C.E.P.R. Discussion Papers.
- F. Hild, 2002. "French inflation forecasts," Documents de Travail de la DESE - Working Papers of the DESE g2002-12, Institut National de la Statistique et des Etudes Economiques, DESE.
- Janine Aron & John Muellbauer, 2002.
"Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa,"
IMF Staff Papers, Palgrave Macmillan, vol. 49(Special i), pages 185-213.
- Muellbauer, John & Aron, Janine, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," CEPR Discussion Papers 3595, C.E.P.R. Discussion Papers.
- Janine Aron & John Muellbauer, 2002. "Interest rate effects on output: evidence from a GDP forecasting model for South Africa," CSAE Working Paper Series 2002-04, Centre for the Study of African Economies, University of Oxford.
- 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 318, DIW Berlin, German Institute for Economic Research.
- A.H.J. den Reijer, 2002. "International Business Cycle Indicators, Measurement and Forecasting," WO Research Memoranda (discontinued) 689, Netherlands Central Bank, Research Department.
- M. Beugelsdijk, 2002. "Should Structural Policy be Discontinued? The Macro-Economic Impact of Structural Policy on the EU-15 and the main Candidate Countries," WO Research Memoranda (discontinued) 693, Netherlands Central Bank, Research Department.
- Seppo Honkapohja & Kaushik Mitra, 2006.
"Learning Stability in Economies with Heterogeneous Agents,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 284-309, April.
- Seppo Honkapohja & Kaushik Mitra, 2002. "Learning Stability in Economies with Heterogenous Agents," CESifo Working Paper Series 772, CESifo.
- Kaushik Mitra & Seppo Honkapohja, 2004. "Learning Stability in Economies with Heterogenous Agents," Royal Holloway, University of London: Discussion Papers in Economics 04/17, Department of Economics, Royal Holloway University of London, revised Jul 2004.
- Honkapohja, Seppo & Mitra, Kaushik, 2002. "Learning stability in economics with heterogeneous agents," Working Paper Series 120, European Central Bank.
- 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, vol. 19(2), pages 165-175.
- Wallis, Kenneth F., 2001. "Chi-squared tests of interval and density forecasts and the Bank of England's fan charts," Working Paper Series 83, European Central Bank.
- 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 181, Royal Economic Society.
- A. G. Malliaris, 2005.
"Global monetary instability: The role of the IMF, the EU and NAFTA,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 20, pages 323-343,
World Scientific Publishing Co. Pte. Ltd..
- 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, vol. 13(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, vol. 49(2), pages 265-292, March.
- Sbordone, Argia, 1998. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Seminar Papers 653, Stockholm University, Institute for International Economic Studies.
- Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers 199822, Rutgers University, Department of Economics.
- Sbordone, A.M., 1998. "Prices and Unit Labor Costs: a New Test of Price Stickiness," Papers 653, Stockholm - International Economic Studies.
- Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers 200112, Rutgers University, Department of Economics.
- Peter Hans Matthews & Ivan T. Kandilov, 2002. "The Cost of Job Loss and the "New" Phillips Curve," Eastern Economic Journal, Eastern Economic Association, vol. 28(2), pages 181-202, Spring.
- Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013.
"A New Model of Trend Inflation,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A new model of trend inflation," MPRA Paper 39496, University Library of Munich, Germany.
- Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A New Model Of Trend Inflation," SIRE Discussion Papers 2012-12, Scottish Institute for Research in Economics (SIRE).
- 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, vol. 52(4), pages 197-231, April.
- 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, vol. 9(1), pages 1-19, September.
- 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 wp2002n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Bruno, Giancarlo & Malgarini, Marco, 2002.
"An Indicator of Economic Sentiment for the Italian Economy,"
MPRA Paper
42331, University Library of Munich, Germany.
- Giancarlo Bruno & Marco Malgarini, 2002. "An Indicator of Economic Sentiment for the Italian Economy," ISAE Working Papers 28, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Robin L. Lumsdaine & Eswar S. Prasad, 2003.
"Identifying the Common Component of International Economic Fluctuations: A New Approach,"
Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January.
- Robin L. Lumsdaine & Mr. Eswar S Prasad, 1999. "Identifying the Common Component in International Economic Fluctuations: A New Approach," IMF Working Papers 1999/154, International Monetary Fund.
- Lumsdaine, Robin L. & Prasad, Eswar, 2002. "Identifying the Common Component of International Economic Fluctuations: A New Approach," IZA Discussion Papers 487, Institute of Labor Economics (IZA).
- Karanassou, Marika & Sala, Hector & Snower, Dennis, 2003.
"Unemployment in the European Union: a dynamic reappraisal,"
Economic Modelling, Elsevier, vol. 20(2), pages 237-273, March.
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2002. "Unemployment in the European Union: A Dynamic Reappraisal," Working Papers 480, Queen Mary University of London, School of Economics and Finance.
- 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 2933, Kiel Institute for the World Economy (IfW Kiel).
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2002. "Unemployment in the European Union: A Dynamic Reappraisal," IZA Discussion Papers 531, Institute of Labor Economics (IZA).
- 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 ," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 222(3), pages 316-336, June.
- Pons Novell, J., 2002. "Ciclo de la economía española y contenido informativo de los tipos de interés," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 20, pages 583-598, Diciembre.
- 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, vol. 34(2), pages 340-360, May.
- Hamilton, James Douglas & Kim, Dong Heon, 2000. "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," University of California at San Diego, Economics Working Paper Series qt69v8p1m9, Department of Economics, UC San Diego.
- James D. Hamilton & Dong Heon Kim, 2000. "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," NBER Working Papers 7954, National Bureau of Economic Research, Inc.
- Marco Corazza & A. G. Malliaris, 2005.
"Multi-Fractality in Foreign Currency Markets,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 11, pages 151-184,
World Scientific Publishing Co. Pte. Ltd..
- Marco Corazza & A. G. Malliaris, 2002. "Multi-Fractality in Foreign Currency Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 6(2), pages 65-98, June.
- Nicoletta Batini & Joe Pearlman, 2002.
"Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules,"
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- Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
- Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
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- Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 24, pages 1-27, April.
- Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
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- Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
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- Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
- Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
- Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
- Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
- Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
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- Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
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- Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
- Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
- Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
- Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016.
"Online Monitoring of Russia's Economic Outlook,"
Monitoring of
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- Alfonso Novales & Emilio Domínguez, 2002. "Dynamic correlations and forecasting of term structure slopes in eurocurrency market," Documentos de Trabajo del ICAE 0226, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Pami Dua & Anirvan Banerji & Stephen M. Miller, 2006. "Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 415-437.
- 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 2002-34, University of Connecticut, Department of Economics, revised Jun 2005.
- 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 114, Centre for Development Economics, Delhi School of Economics.
- Luis A. Rivas, 2002. "Core Inflation and Inflation Targeting in a Developing Economy," Vanderbilt University Department of Economics Working Papers 0207, Vanderbilt University Department of Economics, revised Sep 2003.
- William A. Barnett & Yijun He, 2002. "Bifurcations in Macroeconomic Models," Macroeconomics 0210006, University Library of Munich, Germany.
- Adam, K., 2000. "Adaptive Learning and the Cyclical Behavior of Output and Inflation," Economics Working Papers eco2000/25, European University Institute.
- Klaus Adam, 2002. "Adaptive Learning and Cyclical Behavior of Output and Inflation," Macroeconomics 0211013, University Library of Munich, Germany.
- Sell, Friedrich L., 2002. "Optimism, pessimism and the unforeseen: Modelling an endogenous business cycle driven by strong beliefs," Working Papers in Economics 2002,1, Bundeswehr University Munich, Economic Research Group.
- Schröder, Michael & Hüfner, Felix P., 2002. "Forecasting economic activity in Germany: how useful are sentiment indicators?," ZEW Discussion Papers 02-56, ZEW - Leibniz Centre for European Economic Research.
2001
- Thomas Knox & James H. Stock & Mark W. Watson, 2000.
"Empirical Bayes Forecasts of One Time Series Using Many Predictors,"
Econometric Society World Congress 2000 Contributed Papers
1421, Econometric Society.
- Thomas Knox & James H. Stock & Mark W. Watson, 2001. "Empirical Bayes Forecasts of One Time Series Using Many Predictors," NBER Technical Working Papers 0269, National Bureau of Economic Research, Inc.
- James H. Stock & Mark W.Watson, 2003.
"Forecasting Output and Inflation: The Role of Asset Prices,"
Journal of Economic Literature, American Economic Association, vol. 41(3), pages 788-829, September.
- James H. Stock & Mark W. Watson, 2001. "Forecasting output and inflation: the role of asset prices," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- James H. Stock & Mark W. Watson, 2001. "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers 8180, National Bureau of Economic Research, Inc.
- den Haan, Wouter J. & Sumner, Steven W., 2004.
"The comovement between real activity and prices in the G7,"
European Economic Review, Elsevier, vol. 48(6), pages 1333-1347, December.
- Den Haan, Wouter & Sumner, Steven, 2001. "The Comovements between Real Activity and Prices in the G7," CEPR Discussion Papers 2801, C.E.P.R. Discussion Papers.
- Wouter J. Den Haan & Steven Sumner, 2001. "The Comovements between Real Activity and Prices in the G7," NBER Working Papers 8195, National Bureau of Economic Research, Inc.
- Svensson, Lars E. O. & Woodford, Michael, 2004.
"Indicator variables for optimal policy under asymmetric information,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(4), pages 661-690, January.
- Svensson, Lars E. O. & Woodford, Michael, 2001. "Indicator Variables for Optimal Policy under Asymmetric Information," Seminar Papers 689, Stockholm University, Institute for International Economic Studies.
- Lars E.O. Svensson & Michael Woodford, 2001. "Indicator Variables for Optimal Policy under Asymmetric Information," NBER Working Papers 8255, National Bureau of Economic Research, Inc.
- Krolzig, H.-M. & Toro, J., 2001.
"A New Approach To The Analysis Of Business Cycle Transitions In A Model Of Output And Employment,"
Economics Series Working Papers
9959, University of Oxford, Department of Economics.
- Hans-Martin Krolzig & Juan Toro & European University Institute & Florence, 2001. "A New Approach to the Analysis of Business Cycle Transitions in a Model of Output and Employment," Economics Series Working Papers 59, University of Oxford, Department of Economics.
- Hans-Martin Krolzig & Juan Toro & European University Institute & Florence, 2001.
"A New Approach to the Analysis of Business Cycle Transitions in a Model of Output and Employment,"
Economics Series Working Papers
59, University of Oxford, Department of Economics.
- Krolzig, H.-M. & Toro, J., 2001. "A New Approach To The Analysis Of Business Cycle Transitions In A Model Of Output And Employment," Economics Series Working Papers 9959, University of Oxford, Department of Economics.
- Harding, Don & Kam, Timothy, 2001. "Perspectives on Unemployment from a General Equilibrium Search Model," MPRA Paper 3696, University Library of Munich, Germany.
- Harding, Don & Song, Lei Lei & Tran, Duy, 2001. "Evaluation of the Australian Industry Group / PricewaterhouseCoopers - Performance of Manufacturing Index (Ai-PMI)," MPRA Paper 3697, University Library of Munich, Germany.
- Andrés Acuña & Carlos Oyarzún, 2001.
"Money and Real Fluctuations: Calibrating a Cash in Advance Model for the Chilean Economy,"
Working Papers
06-2001, Departamento de Economía, Universidad de Concepción.
- Acuña, Andrés & Oyarzún, Carlos, 2001. "Money and Real Fluctuations: Calibrating a Cash in Advance Model for the Chilean Economy," MPRA Paper 8274, University Library of Munich, Germany, revised Oct 2005.
- Khazri, Afifa, 2001. "Impact des chocs monétaires sur les variations du salaire réel [Monetary Shocks and Impact on Changes in Real Wages]," MPRA Paper 86772, University Library of Munich, Germany.
- Gabriel Desgranges & Giorgio Negroni, 2001.
"Apprentissage et équilibres à taches solaires. Un point de vue divinatoire,"
Revue économique, Presses de Sciences-Po, vol. 52(3), pages 583-593.
- Gabriel Desgranges & Giorgio Negroni, 2001. "Apprentissage et équilibres à taches solaires. Un point de vue divinatoire," Revue Économique, Programme National Persée, vol. 52(3), pages 583-593.
- Ivan Roberts & John Simon, 2001. "What do Sentiment Surveys Measure?," RBA Research Discussion Papers rdp2001-09, Reserve Bank of Australia.
- Scutaru, Cornelia & Pelinescu, Elena, 2001. "A Dynamic Model Of The Money Demand In Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 32-47, June.
- Desmireanu, Ionel, 2001. "Evolution Of The Main Factors Of Production And Of Their Efficiency Of Use; Retrospective Analyses; Reference Points For Macroeconomic Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 48-55, June.
- Francesc Obiols-Homs, 2003.
"Incomplete Unemployment Insurance and Aggregate Fluctuations,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 602-636, July.
- Francesc Obiols-Homs, 2001. "Incomplete unemployment insurance and aggregate fluctuations," Computing in Economics and Finance 2001 192, Society for Computational Economics.
- Toshiya Ishikawa, 2001. "Technology Diffusion, Intertemporal Substitution, and Business Cycles," Computing in Economics and Finance 2001 269, Society for Computational Economics.
- Gottschalk, Jan, 2001. "Monetary Conditions in the Euro Area: Useful Indicators of Aggregate Demand Conditions?," Kiel Working Papers 1037, Kiel Institute for the World Economy (IfW Kiel).
- Strauß, Hubert, 2001. "Assessing the Effects of the Terrorist Attacks on the U.S. Economy," Kiel Working Papers 1077, Kiel Institute for the World Economy (IfW Kiel).
- Berlemann, Michael, 2001. "Forecasting inflation via electronic markets: Results from a prototype market," Dresden Discussion Paper Series in Economics 06/01, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Hüfner, Felix P. & Schröder, Michael, 2001. "Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen," ZEW Discussion Papers 01-04, ZEW - Leibniz Centre for European Economic Research.
- Marc-André Gosselin & Greg Tkacz, 2001. "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Staff Working Papers 01-18, Bank of Canada.
- Fuchun Li & Greg Tkacz, 2001. "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Staff Working Papers 01-21, Bank of Canada.
- Maral Kichian, 2001. "On the Nature and the Stability of the Canadian Phillips Curve," Staff Working Papers 01-4, Bank of Canada.
- 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) 406, Bank of Italy, Economic Research and International Relations Area.
- Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001.
"Diffusion index-based inflation forecasts for the euro area,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Empirical studies of structural changes and inflation, volume 3, pages 109-138,
Bank for International Settlements.
- Henry, Jérôme & Mestre, Ricardo & Backé, Peter, 2001. "Diffusion index-based inflation forecasts for the euro area," Working Paper Series 61, European Central Bank.
- Tovar, Camilo Ernesto, 2009.
"DSGE Models and Central Banks,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-31.
- Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy (IfW Kiel).
- Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
- Gabriele Galati & Peter Heemeijer & Richhild Moessner, 2011. "How do inflation expectations form? New insights from a high-frequency survey," BIS Working Papers 349, Bank for International Settlements.
- Heather M. Anderson & Farshid Vahid, 2001.
"Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices,"
Australian Economic Papers, Wiley Blackwell, vol. 40(4), pages 541-566, December.
- Anderson, H.M. & Vahid, F., 2001. "Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices," Monash Econometrics and Business Statistics Working Papers 3/01, Monash University, Department of Econometrics and Business Statistics.
- Anderson, Heather M & Vahid, Farshid, 2001. "Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices," Australian Economic Papers, Wiley Blackwell, vol. 40(4), pages 541-566, December.
- Gabriel Desgranges & Giorgio Negroni, 2001.
"Apprentissage et équilibres à taches solaires. Un point de vue divinatoire,"
Revue Économique, Programme National Persée, vol. 52(3), pages 583-593.
- Gabriel Desgranges & Giorgio Negroni, 2001. "Apprentissage et équilibres à taches solaires. Un point de vue divinatoire," Revue économique, Presses de Sciences-Po, vol. 52(3), pages 583-593.
- Pami Dua & Anirvan Banerji, 2001.
"A Leading Index for the Indian Economy,"
Working papers
90, Centre for Development Economics, Delhi School of Economics.
- Pami Dua & Anirvan Banerji, 2010. "A Leading Index for the Indian Economy," Working Papers id:2935, eSocialSciences.
- Wolfgang Nierhaus, 2001. "Konjunkturprognosen und Prognoserisiko," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 54(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, vol. 54(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, vol. 54(24), pages 27-42, January.
- Acuña, Andrés & Oyarzún, Carlos, 2001.
"Money and Real Fluctuations: Calibrating a Cash in Advance Model for the Chilean Economy,"
MPRA Paper
8274, University Library of Munich, Germany, revised Oct 2005.
- Andrés Acuña & Carlos Oyarzún, 2001. "Money and Real Fluctuations: Calibrating a Cash in Advance Model for the Chilean Economy," Working Papers 06-2001, Departamento de Economía, Universidad de Concepción.
- Kilian, Lutz & Ivanov, Ventzislav, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers 2685, C.E.P.R. Discussion Papers.
- den Haan, Wouter J. & Sumner, Steven W., 2004.
"The comovement between real activity and prices in the G7,"
European Economic Review, Elsevier, vol. 48(6), pages 1333-1347, December.
- Wouter J. Den Haan & Steven Sumner, 2001. "The Comovements between Real Activity and Prices in the G7," NBER Working Papers 8195, National Bureau of Economic Research, Inc.
- Den Haan, Wouter & Sumner, Steven, 2001. "The Comovements between Real Activity and Prices in the G7," CEPR Discussion Papers 2801, C.E.P.R. Discussion Papers.
- Muellbauer, John & Nunziata, Luca, 2001. "Credit, the Stock Market and Oil: Forecasting US GDP," CEPR Discussion Papers 2906, C.E.P.R. Discussion Papers.
- Canova, Fabio & Ciccarelli, Matteo, 2004.
"Forecasting and turning point predictions in a Bayesian panel VAR model,"
Journal of Econometrics, Elsevier, vol. 120(2), pages 327-359, June.
- Fabio Canova & Matteo Ciccarelli, 1999. "Forecasting and turning point predictions in a Bayesian panel VAR model," Economics Working Papers 443, Department of Economics and Business, Universitat Pompeu Fabra.
- Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers.
- Fabio Canova & Matteo Ciccarelli, 2000. "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD 2000-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Boileau, Martin & Normandin, Michel, 2003.
"Labor hoarding, superior information, and business cycle dynamics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 397-418, November.
- Martin Boileau & Michel Normandin, 2001. "Labor Hoarding, Superior Information and Business Cycle Dynamics," Cahiers de recherche CREFE / CREFE Working Papers 129, CREFE, Université du Québec à Montréal.
- Anderson, Heather M. & Vahid, Farshid, 2001.
"Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models,"
Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 482-505, September.
- Anderson, H.M. & Vahid, F., 2000. "Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers 3/00, Monash University, Department of Econometrics and Business Statistics.
- C.K. Folkertsma & K. Hubrich, 2000.
"Performance of core inflation measures,"
WO Research Memoranda (discontinued)
639, Netherlands Central Bank, Research Department.
- C.K. Folkertsma & K. Hubrich, 2001. "Performance of core inflation measures," DNB Staff Reports (discontinued) 63, Netherlands Central Bank.
- Roy Batchelor, 2001. "Confidence indexes and the probability of recession: a Markov switching model," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(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, vol. 36(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, vol. 36(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, vol. 36(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, vol. 36(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, vol. 36(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, vol. 36(1), pages 55-78, January.
- Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego, 2003.
"Assessment criteria for output gap estimates,"
Economic Modelling, Elsevier, vol. 20(3), pages 529-562, May.
- Camba-Mendez, G.C. & Palenzuela-Rodriguez, D., 2001. "Assessemt Criteria for Output Gap Estimates," Papers 54, Quebec a Montreal - Recherche en gestion.
- Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego, 2001. "Assessment criteria for output gap estimates," Working Paper Series 54, European Central Bank.
- Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001.
"Diffusion index-based inflation forecasts for the euro area,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Empirical studies of structural changes and inflation, volume 3, pages 109-138,
Bank for International Settlements.
- Henry, Jérôme & Mestre, Ricardo & Backé, Peter, 2001. "Diffusion index-based inflation forecasts for the euro area," Working Paper Series 61, European Central Bank.
- 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, vol. 19(2), pages 165-175.
- Wallis, Kenneth F., 2001. "Chi-squared tests of interval and density forecasts and the Bank of England's fan charts," Working Paper Series 83, European Central Bank.
- 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 181, Royal Economic Society.
- Batini, Nicoletta & Nelson, Edward, 2001.
"Optimal horizons for inflation targeting,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 891-910, June.
- Nicoletta Batini & Edward Nelson, 1999. "Optimal Horizons for Inflation Targeting," Computing in Economics and Finance 1999 1052, Society for Computational Economics.
- Nicoletta Batini & Edward Nelson, 2000. "Optimal horizons for inflation targeting," Bank of England working papers 119, Bank of England.
- Batini, Nicoletta & Nelson, Edward, 2000. "Optimal Horizons for Inflation Targeting," Working Paper Series 103, Sveriges Riksbank (Central Bank of Sweden).
- Dopke, Jorg, 2001.
"Macroeconomic forecasts and the nature of economic shocks in Germany,"
International Journal of Forecasting, Elsevier, vol. 17(2), pages 181-201.
- Döpke, Jörg, 2000. "Macroeconomic Forecasts and the Nature of Economic Shocks in Germany," Kiel Working Papers 972, Kiel Institute for the World Economy (IfW Kiel).
- Martin Melecký, 2001. "Comparison of Selected Simple Models of Inflation in the Czech Economy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 51(5), pages 279-297, May.
- James H. Stock & Mark W.Watson, 2003.
"Forecasting Output and Inflation: The Role of Asset Prices,"
Journal of Economic Literature, American Economic Association, vol. 41(3), pages 788-829, September.
- James H. Stock & Mark W. Watson, 2001. "Forecasting output and inflation: the role of asset prices," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- James H. Stock & Mark W. Watson, 2001. "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers 8180, National Bureau of Economic Research, Inc.
- Olsson, Ola, 2001. "Why Does Technology Advance in Cycles?," Working Papers in Economics 38, University of Gothenburg, Department of Economics.
- Lars-Erik Öller & Lasse Koskinen, 2004.
"A classifying procedure for signalling turning points,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 197-214.
- Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance 427, Stockholm School of Economics.
- Svensson, Lars E. O. & Woodford, Michael, 2004.
"Indicator variables for optimal policy under asymmetric information,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(4), pages 661-690, January.
- Lars E.O. Svensson & Michael Woodford, 2001. "Indicator Variables for Optimal Policy under Asymmetric Information," NBER Working Papers 8255, National Bureau of Economic Research, Inc.
- Svensson, Lars E. O. & Woodford, Michael, 2001. "Indicator Variables for Optimal Policy under Asymmetric Information," Seminar Papers 689, Stockholm University, Institute for International Economic Studies.
- Jansson, Per & Vredin, Anders, 2001. "Forecast-based Monetary Policy in Sweden 1992-1998: A View from Within," Working Paper Series 120, Sveriges Riksbank (Central Bank of Sweden).
- Jan Gottschalk, 2001. "Monetary Conditions in the Euro Area: Useful Indicators of Aggregate Demand Conditions?," Kiel Working Papers 1037, Kiel Institute for the World Economy.
- Hubert Strauß, 2001. "Assessing the Effects of the Terrorist Attacks on the U.S. Economy," Kiel Working Papers 1077, Kiel Institute for the World Economy.
- Olekalns, N., 2001. "An Empirical Investigation of Structural Breaks in the Ex Ante Fisher Effect," Department of Economics - Working Papers Series 786, The University of Melbourne.
- Heather M. Anderson & Farshid Vahid, 2001.
"Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices,"
Australian Economic Papers, Wiley Blackwell, vol. 40(4), pages 541-566, December.
- Anderson, H.M. & Vahid, F., 2001. "Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices," Monash Econometrics and Business Statistics Working Papers 3/01, Monash University, Department of Econometrics and Business Statistics.
- Athanasopoulos, G. & Anderson, H.M. & Vahid, F., 2001. "Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers 7/01, Monash University, Department of Econometrics and Business Statistics.
2000
- Munir A. Jalil & Luis Fernando Melo, 2000. "Una Relación no Líneal entre Inflación y los Medios de Pago," Borradores de Economia 145, Banco de la Republica de Colombia.
- Batini, Nicoletta & Nelson, Edward, 2001.
"Optimal horizons for inflation targeting,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 891-910, June.
- Nicoletta Batini & Edward Nelson, 1999. "Optimal Horizons for Inflation Targeting," Computing in Economics and Finance 1999 1052, Society for Computational Economics.
- Nicoletta Batini & Edward Nelson, 2000. "Optimal horizons for inflation targeting," Bank of England working papers 119, Bank of England.
- Batini, Nicoletta & Nelson, Edward, 2000. "Optimal Horizons for Inflation Targeting," Working Paper Series 103, Sveriges Riksbank (Central Bank of Sweden).
- Potter Simon M., 2000.
"A Nonlinear Model of the Business Cycle,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(2), pages 1-11, July.
- Simon M. Potter & Edward E. Leamer, 2004. "A Nonlinear Model of the Business Cycle," Econometric Society 2004 North American Winter Meetings 490, Econometric Society.
- Pami Dua & Anirvan Banerji, 2000. "An Index of Coincident Economic Indicators for the Indian Economy," Working papers 73, Centre for Development Economics, Delhi School of Economics.
- Hans-Dieter Karl, 2000. "AIECE-Prognose: Weltrohstoffpreise 2001," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 53(14), pages 14-22, May.
- Giordani, Paolo & Soderlind, Paul, 2003.
"Inflation forecast uncertainty,"
European Economic Review, Elsevier, vol. 47(6), pages 1037-1059, December.
- Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
- Söderlind, Paul, 2000. "Inflation Forecast Uncertainty," CEPR Discussion Papers 2499, C.E.P.R. Discussion Papers.
- Ritschl, Albrecht & Woitek, Ulrich, 2000. "Did Monetary Forces Cause the Great Depression?," CEPR Discussion Papers 2547, C.E.P.R. Discussion Papers.
- Moen, Jon R. & Tallman, Ellis W., 2000.
"Clearinghouse Membership and Deposit Contraction during the Panic of 1907,"
The Journal of Economic History, Cambridge University Press, vol. 60(1), pages 145-163, March.
- Jon R. Moen & Ellis W. Tallman, 1994. "Clearinghouse access and bank runs: trust companies in New York and Chicago during the Panic of 1907," FRB Atlanta Working Paper 94-12, Federal Reserve Bank of Atlanta.
- James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers (Old Series) 1221, Federal Reserve Bank of Cleveland.
- M.C.J. van Rooij & A.C.J. Stokman, 2000. "Forecasting gdp growth in the US, Japan and the EU on the basis of leading indicators," WO Research Memoranda (discontinued) 636, Netherlands Central Bank, Research Department.
- C.K. Folkertsma & K. Hubrich, 2000.
"Performance of core inflation measures,"
WO Research Memoranda (discontinued)
639, Netherlands Central Bank, Research Department.
- C.K. Folkertsma & K. Hubrich, 2001. "Performance of core inflation measures," DNB Staff Reports (discontinued) 63, Netherlands Central Bank.
- Svensson, Lars E. O. & Woodford, Michael, 2003.
"Indicator variables for optimal policy,"
Journal of Monetary Economics, Elsevier, vol. 50(3), pages 691-720, April.
- Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
- Svensson, Lars & Woodford, Michael, 2000. "Indicator Variables for Optimal Policy," Seminar Papers 688, Stockholm University, Institute for International Economic Studies.
- Svensson, Lars E. O. & Woodford, Michael, 2000. "Indicator variables for optimal policy," Working Paper Series 12, European Central Bank.
- Lars E.O. Svensson & Michael Woodford, 2000. "Indicator Variables for Optimal Policy," NBER Working Papers 7953, National Bureau of Economic Research, Inc.
- Thomas Knox & James H. Stock & Mark W. Watson, 2000.
"Empirical Bayes Forecasts of One Time Series Using Many Predictors,"
Econometric Society World Congress 2000 Contributed Papers
1421, Econometric Society.
- Thomas Knox & James H. Stock & Mark W. Watson, 2001. "Empirical Bayes Forecasts of One Time Series Using Many Predictors," NBER Technical Working Papers 0269, National Bureau of Economic Research, Inc.
- Barnett, William A. & Serletis, Apostolos, 2000.
"Martingales, nonlinearity, and chaos,"
Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 703-724, June.
- William A. Barnett & Apostolos Serletis, 1998. "Martingales, Nonlinearity, and Chaos," Econometrics 9805003, University Library of Munich, Germany.
- William Barnett & Apostolos Serletis, 2012. "Martingales, Nonlinearity, And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201225, University of Kansas, Department of Economics, revised Sep 2012.
- Mohamad Shaaf, 2000. "Predicting Recession Using the Yield Curve: An Artificial Intelligence and Econometric Comparison," Eastern Economic Journal, Eastern Economic Association, vol. 26(2), pages 171-190, Spring.
- D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009.
""Google it!" Forecasting the US unemployment rate with a Google job search index,"
MPRA Paper
18248, University Library of Munich, Germany.
- D'Amuri, Francesco & Marcucci, Juri, 2009. "‘Google it!’ Forecasting the US unemployment rate with a Google job search index," ISER Working Paper Series 2009-32, Institute for Social and Economic Research.
- Francesco D’Amuri & Juri Marcucci, 2010. "“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index," Working Papers 2010.31, Fondazione Eni Enrico Mattei.
- Barrell, Ray & Pina, Alvaro M., 2004.
"How important are automatic stabilisers in Europe? A stochastic simulation assessment,"
Economic Modelling, Elsevier, vol. 21(1), pages 1-35, January.
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- Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
- Svensson, Lars & Woodford, Michael, 2000. "Indicator Variables for Optimal Policy," Seminar Papers 688, Stockholm University, Institute for International Economic Studies.
- Lars E.O. Svensson & Michael Woodford, 2000. "Indicator Variables for Optimal Policy," NBER Working Papers 7953, National Bureau of Economic Research, Inc.
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"The behaviour of inflation and unemployment in the United States,"
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"Inflation forecast uncertainty,"
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"Optimal horizons for inflation targeting,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 891-910, June.
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"Forecasting and turning point predictions in a Bayesian panel VAR model,"
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- Jan Gottschalk & Felipe Martinez Rico & Willem Van Zandweghe, 2000. "Money as an Indicator in the Euro Zone," Kiel Working Papers 984, Kiel Institute for the World Economy.
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"Predicting The Probability Of A Recession With Nonlinear Autoregressive Leading-Indicator Models,"
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"Nominal income targeting in an open-economy optimizing model,"
Journal of Monetary Economics, Elsevier, vol. 43(3), pages 553-578, June.
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"The Information in the High-Yield Bond Spread for the Business Cycle: Evidence and Some Implications,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 15(3), pages 132-150, Autumn.
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- Svensson, Lars E. O. & Woodford, Michael, 2003.
"Indicator variables for optimal policy,"
Journal of Monetary Economics, Elsevier, vol. 50(3), pages 691-720, April.
- Lars E. O. Svensson & Michael Woodford, 2000. "Indicator variables for optimal policy," Proceedings, Federal Reserve Bank of San Francisco.
- Svensson, Lars & Woodford, Michael, 2000. "Indicator Variables for Optimal Policy," Seminar Papers 688, Stockholm University, Institute for International Economic Studies.
- Lars E.O. Svensson & Michael Woodford, 2000. "Indicator Variables for Optimal Policy," NBER Working Papers 7953, National Bureau of Economic Research, Inc.
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"A Reexamination of the Predictability of Economic Activity Using the Yield Spread,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(2), pages 340-360, May.
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"Adjustment Dynamics and the Natural Rate: An Account of UK Unemployment,"
Oxford Economic Papers, Oxford University Press, vol. 52(1), pages 178-203, January.
- Snower, Dennis J. & Karanassou, Marika & Henry, Brian, 1999. "Adjustment Dynamics and the Natural Rate: An Account of UK Unemployment," IZA Discussion Papers 75, Institute of Labor Economics (IZA).
- Hans-Martin Krolzig, 2000. "Predicting Markov-Switching Vector Autoregressive Processes," Economics Series Working Papers 2000-W31, University of Oxford, Department of Economics.
- Liam Brunt, 2000. "Where theres Muck theres Brass The Market for Manure in the Industrial Revolution," Economics Series Working Papers 2000-W35, University of Oxford, Department of Economics.
- Martin West, 2000. "State Intervention in English Education, 1833-1891: A Public Goods and Agency Approach," Economics Series Working Papers 2000-W37, University of Oxford, Department of Economics.
- Bilgili, Faik, 2000. "Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods," MPRA Paper 75532, University Library of Munich, Germany.
- Françoise Charpin & Hervé Péléraux, 2000. "L'indicateur avancé de l'OFCE," Revue de l'OFCE, Programme National Persée, vol. 72(1), pages 133-155.
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- Meredith Beechey & Nargis Bharucha & Adam Cagliarini & David Gruen & Christopher Thompson, 2000. "A Small Model of the Australian Macroeconomy," RBA Research Discussion Papers rdp2000-05, Reserve Bank of Australia.
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"A Markov-switching vector equilibrium correction model of the UK labour market,"
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"The Behaviour of Inflation and Unemployment the United States,"
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"Assessing Market Expectations on Exchange Rates and Inflation: A Pilot Forecasting System for Bulgaria,"
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"Macroeconomic forecasts and the nature of economic shocks in Germany,"
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1999
- Bennett T. McCallum & Edward Nelson, 1999.
"Performance of Operational Policy Rules in an Estimated Semiclassical Structural Model,"
NBER Chapters, in: Monetary Policy Rules, pages 15-56,
National Bureau of Economic Research, Inc.
- Bennett T. McCallum & Edward Nelson, 1998. "Performance of operational policy rules in an estimated semi-classical structural model," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Bennett T. McCallum & Edward Nelson, "undated". "Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model," GSIA Working Papers 1998-22, Carnegie Mellon University, Tepper School of Business.
- Bennett T. McCallum & Edward Nelson, 1998. "Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model," NBER Working Papers 6599, National Bureau of Economic Research, Inc.
- Victor Zarnowitz, 1999. "Has the Business Cycle Been Abolished?," NBER Working Papers 6367, National Bureau of Economic Research, Inc.
- Gertler, Mark & Lown, Cara S, 1999.
"The Information in the High-Yield Bond Spread for the Business Cycle: Evidence and Some Implications,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 15(3), pages 132-150, Autumn.
- Mark Gertler & Cara S. Lown, 2000. "The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications," NBER Working Papers 7549, National Bureau of Economic Research, Inc.
- Quinn, Terry & Kenny, Geoff & Meyler, Aidan, 1999.
"Inflation Analysis: An Overview,"
Research Technical Papers
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- Khazri, Afifa, 1999. "Contrats salariaux, rétention de main-d’œuvre et cycle économique [Wage Contracts, Labor Retention and Economic Cycle]," MPRA Paper 86755, University Library of Munich, Germany.
- Khazri, Afifa, 1999. "Contrats salariaux, rétention de main-d’œuvre et cycle économique [Wage Contracts, Labor Retention and Economic Cycle]," MPRA Paper 86947, University Library of Munich, Germany.
- Andrea Brischetto & Graham Voss, 1999. "A Structural Vector Autoregression Model of Monetary Policy in Australia," RBA Research Discussion Papers rdp1999-11, Reserve Bank of Australia.
- Batini, Nicoletta & Nelson, Edward, 2001.
"Optimal horizons for inflation targeting,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 891-910, June.
- Nicoletta Batini & Edward Nelson, 1999. "Optimal Horizons for Inflation Targeting," Computing in Economics and Finance 1999 1052, Society for Computational Economics.
- Nicoletta Batini & Edward Nelson, 2000. "Optimal horizons for inflation targeting," Bank of England working papers 119, Bank of England.
- Batini, Nicoletta & Nelson, Edward, 2000. "Optimal Horizons for Inflation Targeting," Working Paper Series 103, Sveriges Riksbank (Central Bank of Sweden).
- Ireland, Peter N., 2004.
"A method for taking models to the data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
- Peter N. Ireland, 1999. "A method for taking models to the data," Working Papers (Old Series) 9903, Federal Reserve Bank of Cleveland.
- Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
- Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
- Peter Ireland, 1999. "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes 46, Quantitative Macroeconomics & Real Business Cycles.
- Honkapohja, Seppo & Mitra, Kaushik, 2003.
"Learning with bounded memory in stochastic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
- Seppo Honkapohja & Kaushik Mitra, "undated". "Learning with Bounded Memory in Stochastic Models," Discussion Papers 00/42, Department of Economics, University of York.
- Kaushik Mitra & Seppo Honkapohja, 1999. "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999 221, Society for Computational Economics.
- Honkapohja, S. & Mitra, K., 1999. "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics 456, Department of Economics.
- Nicolas A. Cuche & Martin K. Hess, 1999. "Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland," Working Papers 99.02, Swiss National Bank, Study Center Gerzensee.
- Wilfredo Leiva, 1999. "Adaptive learning in models with lagged variables," Economics Working Papers 413, Department of Economics and Business, Universitat Pompeu Fabra.
- Canova, Fabio & Ciccarelli, Matteo, 2004.
"Forecasting and turning point predictions in a Bayesian panel VAR model,"
Journal of Econometrics, Elsevier, vol. 120(2), pages 327-359, June.
- Fabio Canova & Matteo Ciccarelli, 1999. "Forecasting and turning point predictions in a Bayesian panel VAR model," Economics Working Papers 443, Department of Economics and Business, Universitat Pompeu Fabra.
- Canova, Fabio & Ciccarelli, Matteo, 2001. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers 2961, C.E.P.R. Discussion Papers.
- Fabio Canova & Matteo Ciccarelli, 2000. "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD 2000-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- William A. Barnett & Yijun He, 1999.
"Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems,"
Macroeconomics
9901002, University Library of Munich, Germany.
- William Barnett & Yijun He, 2012. "Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201227, University of Kansas, Department of Economics, revised Sep 2012.
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"Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really were Keynesian?,"
Macroeconomics
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- William Barnett & Yijun He, 2012. "Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really Were Keynesian?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201228, University of Kansas, Department of Economics, revised Sep 2012.
- Schumacher, Christian & Loose, Brigitte & Langmantel, Erich & Gottschalk, Jan & Fritsche, Ulrich & Döpke, Jörg, 1999. "Indikatoren zur Prognose der Investitionen in Deutschland," Kiel Working Papers 906, Kiel Institute for the World Economy (IfW Kiel).
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"Exchange Rate Policy and Prices Determination in Botswana,"
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- René Lalonde, 1999. "The U.S. Capacity Utilization Rate: A New Estimation Approach," Staff Working Papers 99-14, Bank of Canada.
- Greg Tkacz & Sarah Hu, 1999. "Forecasting GDP Growth Using Artificial Neural Networks," Staff Working Papers 99-3, Bank of Canada.
- Camilo Zea, 1999. "Financial Inefficiency and Real Business Cycle in Colombia," Borradores de Economia 127, Banco de la Republica de Colombia.
- Ireland, Peter N., 2004.
"A method for taking models to the data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
- Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
- Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
- Peter N. Ireland, 1999. "A method for taking models to the data," Working Papers (Old Series) 9903, Federal Reserve Bank of Cleveland.
- Peter Ireland, 1999. "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes 46, Quantitative Macroeconomics & Real Business Cycles.
- Quinn, Terry & Kenny, Geoff & Meyler, Aidan, 1999.
"Inflation Analysis: An Overview,"
MPRA Paper
11361, University Library of Munich, Germany.
- Quinn, Terry & Kenny, Geoff & Meyler, Aidan, 1999. "Inflation Analysis: An Overview," Research Technical Papers 1/RT/99, Central Bank of Ireland.
- Wolfgang Nierhaus, 1999. "Aus dem Instrumentenkasten der Konjunkturanalyse : Veränderungen im Vergleich," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 52(27), pages 11-19, October.
- Luis Eduardo Arango, 1999. "Componentes no observados de la inflación en Colombia," Revista de Economía del Rosario, Universidad del Rosario, June.
- Martin Boileau & Michel Normandin, 1999. "Capacity Utilization and the Dynamics of Business Cycle Fluctuations," Cahiers de recherche CREFE / CREFE Working Papers 92, CREFE, Université du Québec à Montréal.
- Peter N. Ireland, 1999.
"A method for taking models to the data,"
Working Papers (Old Series)
9903, Federal Reserve Bank of Cleveland.
- Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
- Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
- Peter Ireland, 1999. "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes 46, Quantitative Macroeconomics & Real Business Cycles.
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"Methodological issues in asset pricing: Random walk or chaotic dynamics,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 8, pages 85-115,
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- McCallum, Bennett T. & Nelson, Edward, 1999.
"Nominal income targeting in an open-economy optimizing model,"
Journal of Monetary Economics, Elsevier, vol. 43(3), pages 553-578, June.
- McCallum, Bennett T. & Nelson, Edward, 1998. "Nominal Income Targeting in an Open-Economy Optimizing Model," Seminar Papers 644, Stockholm University, Institute for International Economic Studies.
- Bennett T. McCallum & Edward Nelson, 2000. "Nominal Income Targeting in an Open-Economy Optimizing Model," NBER Working Papers 6675, National Bureau of Economic Research, Inc.
- McCallum, B.T. & Nelson, E., 1998. "Nominal Income Targeting in an Open-Economy Optimizing Model," Papers 644, Stockholm - International Economic Studies.
- Krolzig, H.-M. & Toro, J., 1999. "A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment," Economics Working Papers eco99/30, European University Institute.
- Ireland, Peter N., 2004.
"A method for taking models to the data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
- Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
- Peter N. Ireland, 1999. "A method for taking models to the data," Working Papers (Old Series) 9903, Federal Reserve Bank of Cleveland.
- Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
- Peter Ireland, 1999. "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes 46, Quantitative Macroeconomics & Real Business Cycles.
- Atta, J.K. & Jefferis, K.R. & Mannathoko, I. & Siwawa-Ndai, P., 1999. "Exchange Rate Policy and Prices Determination in Botswana," Papers 93, African Economic Research Consortium.
- Mitra, Kaushik, 2005.
"Is more data better?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
- Kaushik Mitra, "undated". "Is more data better?," Discussion Papers 00/44, Department of Economics, University of York.
- Mitra, K., 1999. "Is More Data Better?," University of Helsinki, Department of Economics 452, Department of Economics.
- Kaushik Mitra, 2004. "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics 04/19, Department of Economics, Royal Holloway University of London, revised Jul 2004.
- Honkapohja, Seppo & Mitra, Kaushik, 2003.
"Learning with bounded memory in stochastic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
- Seppo Honkapohja & Kaushik Mitra, "undated". "Learning with Bounded Memory in Stochastic Models," Discussion Papers 00/42, Department of Economics, University of York.
- Honkapohja, S. & Mitra, K., 1999. "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics 456, Department of Economics.
- Kaushik Mitra & Seppo Honkapohja, 1999. "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999 221, Society for Computational Economics.
- Robin L. Lumsdaine & Eswar S. Prasad, 2003.
"Identifying the Common Component of International Economic Fluctuations: A New Approach,"
Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January.
- Robin L. Lumsdaine & Mr. Eswar S Prasad, 1999. "Identifying the Common Component in International Economic Fluctuations: A New Approach," IMF Working Papers 1999/154, International Monetary Fund.
- Lumsdaine, Robin L. & Prasad, Eswar, 2002. "Identifying the Common Component of International Economic Fluctuations: A New Approach," IZA Discussion Papers 487, Institute of Labor Economics (IZA).
- Robin L. Lumsdaine & Eswar S. Prasad, 2003.
"Identifying the Common Component of International Economic Fluctuations: A New Approach,"
Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January.
- Robin L. Lumsdaine & Eswar S Prasad, 1999. "Identifying the Common Component in International Economic Fluctuations; A New Approach," IMF Working Papers 99/154, International Monetary Fund.
- Lumsdaine, Robin L. & Prasad, Eswar, 2002. "Identifying the Common Component of International Economic Fluctuations: A New Approach," IZA Discussion Papers 487, Institute of Labor Economics (IZA).
- Henry, Brian & Karanassou, Marika & Snower, Dennis J, 2000.
"Adjustment Dynamics and the Natural Rate: An Account of UK Unemployment,"
Oxford Economic Papers, Oxford University Press, vol. 52(1), pages 178-203, January.
- Snower, Dennis J. & Karanassou, Marika & Henry, Brian, 1999. "Adjustment Dynamics and the Natural Rate: An Account of UK Unemployment," IZA Discussion Papers 75, Institute of Labor Economics (IZA).
- Grupp Hariolf, 1999. "Umweltfreundliche Innovation durch Preissignale oder Regulation? / Environment-friendly Innovation by Price Signals or Regulation?: Eine empirische Untersuchung für Deutschland / An Empirical Investig," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 219(5-6), pages 611-631, October.
- Jörg Döpke & Jan Gottschalk, 1999. "Indikatoren zur Prognose der Investitionen in Deutschland," Kiel Working Papers 906, Kiel Institute for the World Economy.
1998
- Meyler, Aidan & Kenny, Geoff & Quinn, Terry, 1998.
"Forecasting irish inflation using ARIMA models,"
MPRA Paper
11359, University Library of Munich, Germany.
- Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Forecasting Irish inflation using ARIMA models," Research Technical Papers 3/RT/98, Central Bank of Ireland.
- 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,"
Revista de Economía del Rosario, Universidad del Rosario, November.
- 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 086, Banco de la Republica de Colombia.
- ROCHON, Céline, 1998. "Liquidity constraints and cycles," LIDAM Discussion Papers CORE 1998007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jean-Christophe PEREAU, 1998. "Négociation salariale en terme réel et en terme nominal : Une analyse des propriétés dynamiques d’un modèle avec contrats échelonnés," Discussion Papers (REL - Recherches Economiques de Louvain) 1998033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Bennett T. McCallum & Edward Nelson, 1999.
"Performance of Operational Policy Rules in an Estimated Semiclassical Structural Model,"
NBER Chapters, in: Monetary Policy Rules, pages 15-56,
National Bureau of Economic Research, Inc.
- Bennett T. McCallum & Edward Nelson, 1998. "Performance of operational policy rules in an estimated semi-classical structural model," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Bennett T. McCallum & Edward Nelson, "undated". "Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model," GSIA Working Papers 1998-22, Carnegie Mellon University, Tepper School of Business.
- Bennett T. McCallum & Edward Nelson, 1998. "Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model," NBER Working Papers 6599, National Bureau of Economic Research, Inc.
- Dungan, P. & Murphy, S. & Wilson, T., 1998. "National Projection Throughgh 2020," Papers 98-1, California Davis - Institute of Governmental Affairs.
- Dungan, P. & Murphy, S. & Wilson, T., 1998. "Outlook for the Canadian Economy: National Projection Through 2020," Papers 98-3, California Davis - Institute of Governmental Affairs.
- Mitra, K., 1998. "On the Relationship of Optimal Memory to Steady States, Cycles, Chaos," University of Helsinki, Department of Economics 433, Department of Economics.
- Gardes, F. & Ghabri, S. & Pichery, M.-C., 1998. "A Comparison of France and the United States. Rationality of Price and Unemployment Expectations: Tests on French Quality Micro-Data," Papiers du Laboratoire de Microéconomie Appliquée 1998-11, Université Panthéon-Sorbonne (Paris 1).
- Sbordone, Argia M., 2002.
"Prices and unit labor costs: a new test of price stickiness,"
Journal of Monetary Economics, Elsevier, vol. 49(2), pages 265-292, March.
- Sbordone, Argia, 1998. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Seminar Papers 653, Stockholm University, Institute for International Economic Studies.
- Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers 199822, Rutgers University, Department of Economics.
- Sbordone, A.M., 1998. "Prices and Unit Labor Costs: a New Test of Price Stickiness," Papers 653, Stockholm - International Economic Studies.
- Argia M. Sbordone, 2001. "Prices and Unit Labor Costs: A New Test of Price Stickiness," Departmental Working Papers 200112, Rutgers University, Department of Economics.
- Ana R. LAMO, 1996.
"Unemployment in Europe and Regional Labour Fluctuations,"
Cahiers de Recherches Economiques du Département d'économie
9620, Université de Lausanne, Faculté des HEC, Département d’économie.
- Ana E. Lamo, 1998. "- Unemployment In Europe And Regional Labor Fluctuations," Working Papers. Serie AD 1998-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Julio J. Rotemberg & Michael Woodford, 1998. "An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version," NBER Technical Working Papers 0233, National Bureau of Economic Research, Inc.
- Bennett T. McCallum & Edward Nelson, 1999.
"Performance of Operational Policy Rules in an Estimated Semiclassical Structural Model,"
NBER Chapters, in: Monetary Policy Rules, pages 15-56,
National Bureau of Economic Research, Inc.
- Bennett T. McCallum & Edward Nelson, 1998. "Performance of operational policy rules in an estimated semi-classical structural model," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Bennett T. McCallum & Edward Nelson, "undated". "Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model," GSIA Working Papers 1998-22, Carnegie Mellon University, Tepper School of Business.
- Bennett T. McCallum & Edward Nelson, 1998. "Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model," NBER Working Papers 6599, National Bureau of Economic Research, Inc.
- James H. Stock & Mark W. Watson, 1998. "Diffusion Indexes," NBER Working Papers 6702, National Bureau of Economic Research, Inc.
- Paul Conway & Aaron Drew & Ben Hunt & Alasdair Scott, 1998. "Exchange rate effects and inflation targeting in a small open economy: a stochastic analysis using FPS," Reserve Bank of New Zealand Discussion Paper Series G99/4, Reserve Bank of New Zealand.
- Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998.
"Forecasting Irish inflation using ARIMA models,"
Research Technical Papers
3/RT/98, Central Bank of Ireland.
- Meyler, Aidan & Kenny, Geoff & Quinn, Terry, 1998. "Forecasting irish inflation using ARIMA models," MPRA Paper 11359, University Library of Munich, Germany.
- Andreou, A. S. & Zombanakis, George A. & Likothanassis, S. D. & Georgakopoulos, E., 1998. "Modeling And Forecasting Exchange-Rate Shocks," MPRA Paper 51539, University Library of Munich, Germany, revised 06 Jun 1998.
- Goyal, Ashima, 1998. "Labour Market Institutions, Real Wages and Macroeconomic Outcomes," MPRA Paper 67130, University Library of Munich, Germany.
- Martin Chalkley & In Ho Lee, 1998. "Learning and Asymmetric Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 623-645, July.
- Torbjørn Eika & Knut A. Magnussen, 1998. "Did Norway Gain from the 1979-85 Oil Price Shock?," Discussion Papers 210, Statistics Norway, Research Department.
- Barnett, William A. & Serletis, Apostolos, 2000.
"Martingales, nonlinearity, and chaos,"
Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 703-724, June.
- William A. Barnett & Apostolos Serletis, 1998. "Martingales, Nonlinearity, and Chaos," Econometrics 9805003, University Library of Munich, Germany.
- William Barnett & Apostolos Serletis, 2012. "Martingales, Nonlinearity, And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201225, University of Kansas, Department of Economics, revised Sep 2012.
- William A. Barnett & Yijun He, 1998.
"Bifurcations in Continuous-Time Macroeconomic Systems,"
Macroeconomics
9805018, University Library of Munich, Germany.
- William Barnett & Yijun He, 2012. "Bifurcations in Continuous-Time Macroeconomic Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201226, University of Kansas, Department of Economics, revised Sep 2012.
- Randal J. Verbrugge, 1998. "A cross-country investigation of macroeconomic asymmetries," Macroeconomics 9809017, University Library of Munich, Germany, revised 30 Sep 1998.
- Kaiser, Ulrich & Buscher, Herbert S., 1998. "Der Service Sentiment Indicator: Ein Konjunkturklimaindikator für den Wirtschaftszweig unternehmensnahe Dienstleistungen," ZEW Dokumentationen 98-04, ZEW - Leibniz Centre for European Economic Research.
1997
- Russell W. Cooper, 1997. "Business Cycles: Theory, Evidence and Implications," NBER Working Papers 5994, National Bureau of Economic Research, Inc.
- Victor Zarnowitz, 1997. "Business Cycles Observed and Assessed: Why and How They Matter," NBER Working Papers 6230, National Bureau of Economic Research, Inc.
- W A Razzak, 1997. "Testing the rationality of the National Bank of New Zealand's survey data," Reserve Bank of New Zealand Discussion Paper Series G97/5, Reserve Bank of New Zealand.
- Freeman, Alan, 1997. "An endogenous profit rate cycle," MPRA Paper 1138, University Library of Munich, Germany.
- Norbert Funke, 1997. "Predicting recessions: Some evidence for Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(1), pages 90-102, March.
- Döpke, Jörg & Langfeldt, Enno, 1997. "Abnehmende Bedeutung der Lagerinvestitionen für den Konjunkturverlauf?," Kiel Working Papers 815, Kiel Institute for the World Economy (IfW Kiel).
- Muellbauer, John, 1997. "Income Persistence and Macro-Policy Feedbacks in the United States," CEPR Discussion Papers 1557, C.E.P.R. Discussion Papers.
- Karanassou, Marika & Snower, Dennis J., 1997.
"Is the natural rate a reference point?,"
European Economic Review, Elsevier, vol. 41(3-5), pages 559-569, April.
- Marika Karanassou & Dennis Snower, 1996. "Is the Natural Rate a Reference Point?," Archive Discussion Papers 9623, Birkbeck, Department of Economics, Mathematics & Statistics.
- Karanassou, Marika & Snower, Dennis J., 1996. "Is the Natural Rate a Reference Point?," CEPR Discussion Papers 1507, C.E.P.R. Discussion Papers.
- Lopez, H & Ortega, E & Ubide, A, 1997. "Dating and Forecasting the Spanish Business Cycle," Economics Working Papers eco97/05, European University Institute.
- Schmitter, P.C. & Grote, J.R., 1997. "The Corporatist Sisyphus: Past, Present and Future," Papers 97/4, European Institute - Political and Social Sciences.
- Döpke, Jörg & Langfeldt, Enno, 1997. "Abnehmende Bedeutung der Lagerinvestitionen für den Konjunkturverlauf?," Kiel Working Papers 815, Kiel Institute for the World Economy.
1996
- Harrison, Steve, 1996. "Cost-Benefit Analysis with Applications to Animal Health Programmes: Spreadsheet Implementation of Discounted Cash Flow and Risk Analysis," Animal Health Economics 164571, University of Queensland, School of Economics.
- Karanassou, Marika & Snower, Dennis J., 1997.
"Is the natural rate a reference point?,"
European Economic Review, Elsevier, vol. 41(3-5), pages 559-569, April.
- Karanassou, Marika & Snower, Dennis J., 1996. "Is the Natural Rate a Reference Point?," CEPR Discussion Papers 1507, C.E.P.R. Discussion Papers.
- Marika Karanassou & Dennis Snower, 1996. "Is the Natural Rate a Reference Point?," Archive Discussion Papers 9623, Birkbeck, Department of Economics, Mathematics & Statistics.
- Jamie Armour & Joseph Atta-Mensah & Walter Engert & Scott Hendry, 1996. "A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria," Staff Working Papers 96-5, Bank of Canada.
- María de los Llanos Matea & Ana Valentina Regil, 1996. "Short-term inflation indicators," Working Papers 9621, Banco de España.
- Stock, James H & Watson, Mark W, 1996.
"Evidence on Structural Instability in Macroeconomic Time Series Relations,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 11-30, January.
- James H. Stock & Mark W. Watson, 1994. "Evidence on Structural Instability in Macroeconomic Time Series Relations," NBER Technical Working Papers 0164, National Bureau of Economic Research, Inc.
- James H. Stock & Mark W. Watson, 1994. "Evidence on structural instability in macroeconomic times series relations," Working Paper Series, Macroeconomic Issues 94-13, Federal Reserve Bank of Chicago.
- Karanassou, Marika & Snower, Dennis J., 1997.
"Is the natural rate a reference point?,"
European Economic Review, Elsevier, vol. 41(3-5), pages 559-569, April.
- Marika Karanassou & Dennis Snower, 1996. "Is the Natural Rate a Reference Point?," Archive Discussion Papers 9623, Birkbeck, Department of Economics, Mathematics & Statistics.
- Karanassou, Marika & Snower, Dennis J., 1996. "Is the Natural Rate a Reference Point?," CEPR Discussion Papers 1507, C.E.P.R. Discussion Papers.
- Candelon, B., 1996. "La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture," Papiers d'Economie Mathématique et Applications 96.03, Université Panthéon-Sorbonne (Paris 1).
- Ana R. LAMO, 1996.
"Unemployment in Europe and Regional Labour Fluctuations,"
Cahiers de Recherches Economiques du Département d'économie
9620, Université de Lausanne, Faculté des HEC, Département d’économie.
- Ana E. Lamo, 1998. "- Unemployment In Europe And Regional Labor Fluctuations," Working Papers. Serie AD 1998-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Bertrand Candelon & Jean-François Jacques, 1996. "La modélisation multivariée des contributions : Une tentative d'explication des derniers retournements de la conjoncture," Cahiers de la Maison des Sciences Economiques 96003, Université Panthéon-Sorbonne (Paris 1).
- Kenneth Y. Chay & David S. Lee, 1996. "Changes in Relative Wages in the 1980s: Returns to Observed and Unobserved Skills and Black-White Wage Differentials," Working Papers 751, Princeton University, Department of Economics, Industrial Relations Section..
- Kenneth Chay & David S. Lee, 1996. "Changes in Relative Wages in the 1980s: Returns to Observed and Unobserved Skills and Black-White Wage Differentials," Working Papers 751, Princeton University, Department of Economics, Industrial Relations Section..
- Ray Barrell & Knut A. Magnussen, 1996. "Counterfactual Analyses of Oil Price Shocks using a World Model," Discussion Papers 177, Statistics Norway, Research Department.
- Einar Bowitz & Stein Inge Hove, 1996. "Business cycles and fiscal policy: Norway 1973-93," Discussion Papers 178, Statistics Norway, Research Department.
1995
- Stephen G. Cecchetti, 1995.
"Inflation Indicators and Inflation Policy,"
NBER Chapters, in: NBER Macroeconomics Annual 1995, Volume 10, pages 189-236,
National Bureau of Economic Research, Inc.
- Stephen G. Cecchetti, 1995. "Inflation Indicators and Inflation Policy," NBER Working Papers 5161, National Bureau of Economic Research, Inc.
- Stephen G. Cecchetti, 1995.
"Inflation Indicators and Inflation Policy,"
NBER Chapters, in: NBER Macroeconomics Annual 1995, Volume 10, pages 189-236,
National Bureau of Economic Research, Inc.
- Stephen G. Cecchetti, 1995. "Inflation Indicators and Inflation Policy," NBER Working Papers 5161, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1995.
"Tobin's Q and asset returns: implications for business cycle analysis,"
Staff Report
200, Federal Reserve Bank of Minneapolis.
- Lawrence J. Christiano & Jonas Fisher, 1995. "Tobin's q and Asset Returns: Implications for Business Cycle Analysis," NBER Working Papers 5292, National Bureau of Economic Research, Inc.
- Fisher, J.D.M. & Christiano, L.J., 1995. "Tobin's q and Asset Returns: Implications for Business Cyle Analysis," University of Western Ontario, Departmental Research Report Series 9515, University of Western Ontario, Department of Economics.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1995. "Tobin's Q and asset returns: implications for business cycle analysis," Working Paper Series, Macroeconomic Issues 95-14, Federal Reserve Bank of Chicago.
- Artis, Michael J, et al, 1995.
"Turning Point Prediction for the UK Using CSO Leading Indicators,"
Oxford Economic Papers, Oxford University Press, vol. 47(3), pages 397-417, July.
- Artis, Michael J, 1993. "Turning Point Prediction for the UK using CSO Leading Indicators," CEPR Discussion Papers 833, C.E.P.R. Discussion Papers.
- Gary G. Moser, 1995. "The Main Determinants of Inflation in Nigeria," IMF Staff Papers, Palgrave Macmillan, vol. 42(2), pages 270-289, June.
- Jordan, Thomas J & Lenz, Carlos, 1995.
"Monetary and Real Shocks in a Monetary Union: The Swiss Case,"
Empirical Economics, Springer, vol. 20(4), pages 635-649.
- Thomas Jordan & Carlos Lenz, 1994. "Monetary and Real Shocks in a Monetary Union: The Swiss Case," Diskussionsschriften dp9403, Universitaet Bern, Departement Volkswirtschaft.
- Teresa Garcia-Milà & Albert Marcet & Eva Ventura, 2010.
"Supply Side Interventions and Redistribution,"
Economic Journal, Royal Economic Society, vol. 120(543), pages 105-130, March.
- Teresa Garcia-Milà & Albert Marcet & Eva Ventura, 1995. "Supply side interventions and redistribution," Economics Working Papers 115, Department of Economics and Business, Universitat Pompeu Fabra.
- Lawrence J. Christiano & Jonas Fisher, 1995.
"Tobin's q and Asset Returns: Implications for Business Cycle Analysis,"
NBER Working Papers
5292, National Bureau of Economic Research, Inc.
- Fisher, J.D.M. & Christiano, L.J., 1995. "Tobin's q and Asset Returns: Implications for Business Cyle Analysis," University of Western Ontario, Departmental Research Report Series 9515, University of Western Ontario, Department of Economics.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1995. "Tobin's Q and asset returns: implications for business cycle analysis," Working Paper Series, Macroeconomic Issues 95-14, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1995. "Tobin's Q and asset returns: implications for business cycle analysis," Staff Report 200, Federal Reserve Bank of Minneapolis.
- Michelis, L., 1994.
"Non-Nested Pretest Tests,"
Papers
94-7, York (Canada) - Department of Economics.
- Michelis, L., 1995. "Non-Nested Pretest Tests," University of Western Ontario, Departmental Research Report Series 9520, University of Western Ontario, Department of Economics.
- Clements, Michael P., 2010.
"Why are survey forecasts superior to model forecasts?,"
Economic Research Papers
270770, University of Warwick - Department of Economics.
- Clements, Michael P., 2010. "Why are survey forecasts superior to model forecasts?," The Warwick Economics Research Paper Series (TWERPS) 954, University of Warwick, Department of Economics.
- McKibbin, W.J. & Siegloff, E., 1995. "International Macroeconomic Policy Coordination : Implications for Australia," CEPR Discussion Papers 334, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Mika Linden, 1995. "Interest rate and inflation expectations in Finland 1987-1994 : a case for the inverted fisher hypothesis," Finnish Economic Papers, Finnish Economic Association, vol. 8(2), pages 108-115, Autumn.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1995.
"Tobin's Q and asset returns: implications for business cycle analysis,"
Staff Report
200, Federal Reserve Bank of Minneapolis.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1995. "Tobin's Q and asset returns: implications for business cycle analysis," Working Paper Series, Macroeconomic Issues 95-14, Federal Reserve Bank of Chicago.
- Fisher, J.D.M. & Christiano, L.J., 1995. "Tobin's q and Asset Returns: Implications for Business Cyle Analysis," University of Western Ontario, Departmental Research Report Series 9515, University of Western Ontario, Department of Economics.
- Lawrence J. Christiano & Jonas Fisher, 1995. "Tobin's q and Asset Returns: Implications for Business Cycle Analysis," NBER Working Papers 5292, National Bureau of Economic Research, Inc.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1995.
"Tobin's Q and asset returns: implications for business cycle analysis,"
Working Paper Series, Macroeconomic Issues
95-14, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Jonas D. M. Fisher, 1995. "Tobin's Q and asset returns: implications for business cycle analysis," Staff Report 200, Federal Reserve Bank of Minneapolis.
- Fisher, J.D.M. & Christiano, L.J., 1995. "Tobin's q and Asset Returns: Implications for Business Cyle Analysis," University of Western Ontario, Departmental Research Report Series 9515, University of Western Ontario, Department of Economics.
- Lawrence J. Christiano & Jonas Fisher, 1995. "Tobin's q and Asset Returns: Implications for Business Cycle Analysis," NBER Working Papers 5292, National Bureau of Economic Research, Inc.
- Brännström, Tomas, 1995. "Money Growth and Inflation: Implications of Reducing the Bias of VAR Estimates," SSE/EFI Working Paper Series in Economics and Finance 82, Stockholm School of Economics.
- A. G. Malliaris & Mary E. Malliaris, 2005.
"Decomposition of Inflation and its Volatility: A Stochastic Approach,"
World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 5, pages 29-39,
World Scientific Publishing Co. Pte. Ltd..
- Malliaris, A G & Malliaris, Mary E, 1995. "Decomposition of Inflation and Its Volatility: A Stochastic Approach," Review of Quantitative Finance and Accounting, Springer, vol. 5(1), pages 93-103, March.
1994
- Martin Fleming & John Jordan & Kathleen Lang, 1994. "Macroeconomic Policy and Methodological Misdirection in the National Income and Product Accounts," Boston College Working Papers in Economics 278, Boston College Department of Economics.
- Quah, Danny, 1994.
"One business cycle and one trend from (many,) many disaggregates,"
European Economic Review, Elsevier, vol. 38(3-4), pages 605-614, April.
- Quah, D., 1993. "One Business Cycle and One Trend From(Many) Many Disaggregates," Papers 550, Stockholm - International Economic Studies.
- Quah, Danny, 1994. "One Business Cycle and One Trend from (Many) Many Disaggregates," CEPR Discussion Papers 873, C.E.P.R. Discussion Papers.
- Dezhbakhsh, Hashem & Levy, Daniel, 1994.
"Periodic Properties of Interpolated Time Series,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 44(3), pages 221-228.
- Dezhbakhsh, Hashem & Levy, Daniel, 1994. "Periodic properties of interpolated time series," Economics Letters, Elsevier, vol. 44(3), pages 221-228.
- Hashem Dezhbakhsh & Daniel Levy, 1994. "Periodic properties of interpolated time series," Post-Print hal-02382750, HAL.
- Hashem Dezhbakhsh & Daniel Levy, 2005. "Periodic Properties of Interpolated Time Series," Econometrics 0505004, University Library of Munich, Germany.
- Quah, Danny, 1994.
"One business cycle and one trend from (many,) many disaggregates,"
European Economic Review, Elsevier, vol. 38(3-4), pages 605-614, April.
- Quah, D., 1993. "One Business Cycle and One Trend From(Many) Many Disaggregates," Papers 550, Stockholm - International Economic Studies.
- Quah, Danny, 1994. "One Business Cycle and One Trend from (Many) Many Disaggregates," CEPR Discussion Papers 873, C.E.P.R. Discussion Papers.
- Moen, Jon R. & Tallman, Ellis W., 2000.
"Clearinghouse Membership and Deposit Contraction during the Panic of 1907,"
The Journal of Economic History, Cambridge University Press, vol. 60(1), pages 145-163, March.
- Jon R. Moen & Ellis W. Tallman, 1994. "Clearinghouse access and bank runs: trust companies in New York and Chicago during the Panic of 1907," FRB Atlanta Working Paper 94-12, Federal Reserve Bank of Atlanta.
- Stock, James H & Watson, Mark W, 1996.
"Evidence on Structural Instability in Macroeconomic Time Series Relations,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 11-30, January.
- James H. Stock & Mark W. Watson, 1994. "Evidence on Structural Instability in Macroeconomic Time Series Relations," NBER Technical Working Papers 0164, National Bureau of Economic Research, Inc.
- James H. Stock & Mark W. Watson, 1994. "Evidence on structural instability in macroeconomic times series relations," Working Paper Series, Macroeconomic Issues 94-13, Federal Reserve Bank of Chicago.
- Dezhbakhsh, Hashem & Levy, Daniel, 1994.
"Periodic properties of interpolated time series,"
Economics Letters, Elsevier, vol. 44(3), pages 221-228.
- Dezhbakhsh, Hashem & Levy, Daniel, 1994. "Periodic Properties of Interpolated Time Series," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 44(3), pages 221-228.
- Hashem Dezhbakhsh & Daniel Levy, 1994. "Periodic properties of interpolated time series," Post-Print hal-02382750, HAL.
- Hashem Dezhbakhsh & Daniel Levy, 2005. "Periodic Properties of Interpolated Time Series," Econometrics 0505004, University Library of Munich, Germany.
- Stock, James H & Watson, Mark W, 1996.
"Evidence on Structural Instability in Macroeconomic Time Series Relations,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 11-30, January.
- James H. Stock & Mark W. Watson, 1994. "Evidence on structural instability in macroeconomic times series relations," Working Paper Series, Macroeconomic Issues 94-13, Federal Reserve Bank of Chicago.
- James H. Stock & Mark W. Watson, 1994. "Evidence on Structural Instability in Macroeconomic Time Series Relations," NBER Technical Working Papers 0164, National Bureau of Economic Research, Inc.
- Marco Lippi & Lucrezia Reichlin, 1994.
"Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 19-30.
- Lippi, Marco & Reichlin, Lucrezia, 1993. "Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle," CEPR Discussion Papers 775, C.E.P.R. Discussion Papers.
- Marco Lippi & Lucrezia Reichlin, 1994. "Diffusion of technical change and the decomposition of output into trend and cycle," ULB Institutional Repository 2013/10157, ULB -- Universite Libre de Bruxelles.
- Jordan, Thomas J & Lenz, Carlos, 1995.
"Monetary and Real Shocks in a Monetary Union: The Swiss Case,"
Empirical Economics, Springer, vol. 20(4), pages 635-649.
- Thomas Jordan & Carlos Lenz, 1994. "Monetary and Real Shocks in a Monetary Union: The Swiss Case," Diskussionsschriften dp9403, Universitaet Bern, Departement Volkswirtschaft.
- Marco Lippi & Lucrezia Reichlin, 1994.
"Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 19-30.
- Lippi, Marco & Reichlin, Lucrezia, 1993. "Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle," CEPR Discussion Papers 775, C.E.P.R. Discussion Papers.
- Marco Lippi & Lucrezia Reichlin, 1994. "Diffusion of technical change and the decomposition of output into trend and cycle," ULB Institutional Repository 2013/10157, ULB -- Universite Libre de Bruxelles.
1993
- James H. Stock & Mark W. Watson, 1993. "Business Cycles, Indicators, and Forecasting," NBER Books, National Bureau of Economic Research, Inc, number stoc93-1, June.
- Ray C. Fair, 1993. "Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 157-178, National Bureau of Economic Research, Inc.
- Marco Lippi & Lucrezia Reichlin, 1994.
"Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 19-30.
- Lippi, Marco & Reichlin, Lucrezia, 1993. "Diffusion of Technical Change and the Decomposition of Output into Trend and Cycle," CEPR Discussion Papers 775, C.E.P.R. Discussion Papers.
- Marco Lippi & Lucrezia Reichlin, 1994. "Diffusion of technical change and the decomposition of output into trend and cycle," ULB Institutional Repository 2013/10157, ULB -- Universite Libre de Bruxelles.
- Artis, Michael J, et al, 1995.
"Turning Point Prediction for the UK Using CSO Leading Indicators,"
Oxford Economic Papers, Oxford University Press, vol. 47(3), pages 397-417, July.
- Artis, Michael J, 1993. "Turning Point Prediction for the UK using CSO Leading Indicators," CEPR Discussion Papers 833, C.E.P.R. Discussion Papers.
- Fernando de Holanda Barbosa & Waldyr Muniz Oliva & Elvia Mureb Sallum, 1993. "The dynamics of hyperinflation," Brazilian Journal of Political Economy, Center of Political Economy, vol. 13(1), pages 3-23.
- Edward Amadeo & Elena Landau, 1993. "Indexation and dispersion of relative prices: analysis of the Brazilian case (1975-1991)," Brazilian Journal of Political Economy, Center of Political Economy, vol. 13(3), pages 472-481.
- Quah, Danny, 1994.
"One business cycle and one trend from (many,) many disaggregates,"
European Economic Review, Elsevier, vol. 38(3-4), pages 605-614, April.
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