Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E47: Forecasting and Simulation: Models and Applications

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting with DSGE Models
2. Forecasting Economic Activity Using Financial Variables

2009

• Sergiu Tamas, 2009, "The European Union – From Dead-End to Reboot," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 1, issue 2, pages 10-23, June.
• 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, Economics, The University of Manchester, number 127.
• Antonello D'Agostino & Paolo Surico, 2009, "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 2-3, pages 479-489, March.
• Ankita Mishra & Vinod Mishra, 2009, "Pre-Conditions For Inflation Targeting In An Emerging Economy - The Case Of India," Development Research Unit Working Paper Series, Monash University, Department of Economics, number 08-09, May.
• Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009, "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 14872, Apr.
• Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009, "Systemic Risk and the Refinancing Ratchet Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 15362, Sep.
• Leo Krippner & Leif Anders Thorsrud, 2009, "Forecasting New Zealand's economic growth using yield curve information," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/18, Dec.
• Stéphanie Guichard & David Haugh & David Turner, 2009, "Quantifying the Effect of Financial Conditions in the Euro Area, Japan, United Kingdom and United States," OECD Economics Department Working Papers, OECD Publishing, number 677, Mar, DOI: 10.1787/226365806132.
• Necula Ciprian & Radu Alina-Nicoleta, 2009, "Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 610-615, May.
• 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, volume 46, issue 2, pages 240-260, December.
• Bezemer, Dirk J, 2009, "“No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models," MPRA Paper, University Library of Munich, Germany, number 15892, Jun.
• KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian, 2009, "Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC
  [Macroprudentials indicators for CEMAC banking system]," MPRA Paper, University Library of Munich, Germany, number 16555, Jul.
• Sokolov, Yuri, 2009, "Interaction between market and credit risk: Focus on the endogeneity of aggregate risk," MPRA Paper, University Library of Munich, Germany, number 18245, Nov.
• Korobilis, Dimitris, 2009, "VAR forecasting using Bayesian variable selection," MPRA Paper, University Library of Munich, Germany, number 21124, Dec.
• Belhadj, ARAM & Bouguezzi, WAJDI & Jedlane, NABIL, 2009, "A Common Monetary Policy For The Maghreb: The Winners and The Losers?," MPRA Paper, University Library of Munich, Germany, number 29701, Mar.
• Belhadj, Aam, 2009, "Heterogeneity of the Maghreb: the results of optimized monetary rules," MPRA Paper, University Library of Munich, Germany, number 40374, Jul.
• Coenen, Gunter & Vetlov, Igor, 2009, "Extending the NAWM for the import content of exports," MPRA Paper, University Library of Munich, Germany, number 76490, Sep.
• Rangan Gupta & Emmanuel Ziramba, 2009, "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Working Papers, University of Pretoria, Department of Economics, number 200909, Mar.
• Jiří Witzany, 2009, "Valuation of Convexity Related Interest Rate Derivatives," Prague Economic Papers, Prague University of Economics and Business, volume 2009, issue 4, pages 309-326, DOI: 10.18267/j.pep.356.
• Petr Hájek & Michal Střižík & Pavel Praks & Petr Kadeřábek, 2009, "Možnosti využití přístupu latentní sémantiky při předpovídání finančních krizí
  [Possibilities of Financial Crises Forecasting with Latent Semantic Indexing]," Politická ekonomie, Prague University of Economics and Business, volume 2009, issue 6, pages 754-768, DOI: 10.18267/j.polek.708.
• Henry Penikas & Varvara Simakova, 2009, "Interest Rate Risk Management Based on Copula-GARCH Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 13, issue 1, pages 3-36.
• Christian Müller-Kademann, 2009, "Biased Estimation in a Simple Extension of a Standard Error Correction Model," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 145, issue I, pages 37-60, March.
• Paul Söderlind, 2009, "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," Working Papers, Swiss National Bank, number 2009-04.
• Harm Bandholz & Jorg Clostermann & Franz Seitz, 2009, "Explaining the US bond yield conundrum," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 7, pages 539-550, DOI: 10.1080/09603100801964370.
• Fabio Canova, 2009, "What Explains The Great Moderation in the U.S.? A Structural Analysis," Journal of the European Economic Association, MIT Press, volume 7, issue 4, pages 697-721, June.
• Paul Soderlind, 2009, "Reaction of Swiss Term Premia to Monetary Policy Surprises," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-33, Dec.
• Antonello D'Agostino & Paolo Surico, 2009, "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 2‐3, pages 479-489, March, DOI: 10.1111/j.1538-4616.2009.00216.x.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2009, "On economic evaluation of directional forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-052.
• Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009, "Depression econometrics: A FAVAR model of monetary policy during the Great Depression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-054.

2008

• David Bolder & Yuliya Romanyuk, 2008, "Combining Canadian Interest-Rate Forecasts," Staff Working Papers, Bank of Canada, number 08-34, DOI: 10.34989/swp-2008-34.
• Matteo Iacoviello & Stefano Neri, 2008, "Housing market spillovers: Evidence from an estimated DSGE model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 659, Jan.
• Luca Arciero & Claudia Biancotti & Leandro D�Aurizio & Claudio Impenna, 2008, "Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 686, Aug.
• Stefano Nobili & Gerardo Palazzo, 2008, "A beta based framework for (lower) bond risk premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 689, Sep.
• Capistrán Carlos & López Moctezuma Gabriel, 2008, "Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers, Banco de México, number 2008-11, Aug.
• Bowsher, Clive G. & Meeks, Roland, 2008, "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, volume 103, issue 484, pages 1419-1437.
• 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, volume 76, issue 2, pages 298-313, June, DOI: 10.1111/j.1813-6982.2008.00191.x.
• Q. Farooq Akram, 2008, "Commodity prices, interest rates and the dollar," Working Paper, Norges Bank, number 2008/12, Aug.
• Ida Wolden Bache & Kai Leitemo, 2008, "The price puzzle: Mixing the temporary and permanent monetary policy shocks," Working Paper, Norges Bank, number 2008/18, Nov.
• Dong Heon Kim & Myoungjae Lee, 2008, "The Analysis of daily Korea call rate (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 14, issue 4, pages 85-112, December.
• Addison-Smyth, Diarmaid & McQuinn, Kieran & O' Reilly, Gerard, 2008, "Estimating the Structural Demand for Irish Housing," Research Technical Papers, Central Bank of Ireland, number 1/RT/08, Mar.
• Ignacio Velez-Pareja, 2008, "A step by step guide to construct a finacial model without plugs and circularity for valuation purposes," Proyecciones Financieras y Valoración, Master Consultores, number 4709, Jun.
• Ignacio Velez-Pareja, 2008, "Cuentas de cuadre (plugs) y el principio de partida doble: construccion de estados financieros sin cuentas de cuadre y sin circularidad," Proyecciones Financieras y Valoración, Master Consultores, number 4957, Aug.
• Ignacio Velez-Pareja & Dary Luz Hurtado, 2008, "Errores frecuentes y soluciones para la proyeccion de estados financieros," Proyecciones Financieras y Valoración, Master Consultores, number 4971, Aug.
• Ignacio Velez-Pareja & Dary Luz Hurtado Carrasquilla, 2008, "Some frequent mistakes and solutions when forecasting financial statements," Proyecciones Financieras y Valoración, Master Consultores, number 5107, Oct.
• Eklund, Jana & Kapetanios, George, 2008, "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue , pages 109-115, January.
• Konstantin A. Kholodilin & Alberto Montagnoli & Oreste Napolitano & Boriss Siliverstovs, 2008, "Assessing the Impact of the ECB's Monetary Policy on the Stock Markets: A Sectoral View," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 814.
• Benati, Luca, 2008, "Investigating inflation persistence across monetary regimes," Working Paper Series, European Central Bank, number 851, Jan.
• Goodhart, Charles & Hofmann, Boris, 2008, "House Prices, Money, Credit and the Macroeconomy," Working Paper Series, European Central Bank, number 888, Apr.
• Benati, Luca & Goodhart, Charles, 2008, "Investigating time-variation in the marginal predictive power of the yield spread," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 4, pages 1236-1272, April.
• Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2008, "Shocks, structures or monetary policies? The Euro Area and US after 2001," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 8, pages 2476-2506, August.
• Akram, Q. Farooq & Eitrheim, Øyvind, 2008, "Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?," Journal of Banking & Finance, Elsevier, volume 32, issue 7, pages 1242-1254, July.
• Brox, James A., 2008, "Post-NAFTA Changes in the Financing of Canadian Corporate Activity," The Journal of Economic Asymmetries, Elsevier, volume 5, issue 1, pages 65-77, DOI: 10.1016/j.jeca.2008.01.006.
• Andolfatto, David & Hendry, Scott & Moran, Kevin, 2008, "Are inflation expectations rational?," Journal of Monetary Economics, Elsevier, volume 55, issue 2, pages 406-422, March.
• Goodhart, Charles & Bin Lim, Wen, 2008, "Interest rate forecasts: a pathology," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24431, May.
• Goodhart, Charles & Bin Lim, Wen, 2008, "Do errors in forecasting inflation lead to errors in forecasting interest rates?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24432, Jun.
• Jaromír Beneš & Jaromír Hurník & David Vávra, 2008, "Exchange Rate Management and Inflation Targeting: Modeling the Exchange Rate in Reduced-Form New Keynesian Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 03-04, pages 166-194, May.
• Katerina Smidkova & Aleš Bulíø, 2008, "Hits and Misses: Ten Years of Czech Inflation Targeting (Introduction)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 09-10, pages 398-405, December.
• Jiří Witzany, 2008, "Valuation of Convexity Related Derivatives," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/04, Mar, revised Mar 2008.
• Clive G. Bowsher & Roland Meeks, 2008, "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers, Federal Reserve Bank of Dallas, number 0804.
• Jan J. J. Groen & George Kapetanios, 2008, "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports, Federal Reserve Bank of New York, number 327.
• Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008, "DSGE model-based forecasting of non-modelled variables," Working Papers, Federal Reserve Bank of Philadelphia, number 08-17.
• Sandra Deungoue, 2008, "Compétition pour les paiements : une titanomachie revisitée par la modélisation multi-agents," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0810.
• Queijo von Heideken, Virginia, 2008, "Monetary Policy Regimes and the Volatility of Long-Term Interest Rates," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 220, Feb.
• Jumah, Adusei & Kunst, Robert M., 2008, "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series, Institute for Advanced Studies, number 231, Nov.
• 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, volume 4, issue 2, pages 73-127, June.
• Pär Österholm & Mr. Helge Berger, 2008, "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," IMF Working Papers, International Monetary Fund, number 2008/053, Mar.
• Pär Österholm & Mr. Helge Berger, 2008, "Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs," IMF Working Papers, International Monetary Fund, number 2008/076, Mar.
• Mr. Aleš Bulíř & Ms. Katerina Smídková, 2008, "Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB," IMF Working Papers, International Monetary Fund, number 2008/084, Apr.
• Tae-Hwan Kim & Paul Mizen & Thanaset Chevapatrakul, 2008, "Forecasting changes in UK interest rates," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 1, pages 53-74, DOI: 10.1002/for.1043.
• Konstantin A. Kholodilin & Alberto Montagnoli & Boriss Siliverstovs & Oreste Napolitano, 2008, "Assessing the Impact of the ECB's Monetary Policy on the Stock Markets: A Sectoral View," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-213, Dec, DOI: 10.3929/ethz-a-005717936.
• Luca Benati, 2008, "The "Great Moderation" in the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 1, pages 121-147, February.
• Ólan Henry & Nilss Olekalns & Kalvinder Shields, 2008, "Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News," Department of Economics - Working Papers Series, The University of Melbourne, number 1039.
• Dániel Holló & Mónika Papp, 2008, "Assessing household credit risk: evidence from a household survey," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/70.
• Matteo Iacoviello & Stefano Neri, 2008, "Housing market spillovers : evidence from an estimated DSGE model," Working Paper Research, National Bank of Belgium, number 145, Oct.
• Roberto Rigobon & Brian Sack, 2008, "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Chapters, National Bureau of Economic Research, Inc, "Asset Prices and Monetary Policy".
• Clive G. Bowsher & Roland Meeks, 2008, "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W05, 04.
• Stéphanie Guichard & David Turner, 2008, "Quantifying the Effect of Financial Conditions on US Activity," OECD Economics Department Working Papers, OECD Publishing, number 635, Sep, DOI: 10.1787/236860073636.
• Luca Benati, 2008, "Investigating Inflation Persistence Across Monetary Regimes," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 123, issue 3, pages 1005-1060.
• Adnan Haider Bukhari & Safdar Ullah Khan, 2008, "A Small Open Economy DSGE Model for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 47, issue 4, pages 963-1008.
• Kelly, Logan J, 2008, "The Stock of Money and Why You Should Care," MPRA Paper, University Library of Munich, Germany, number 11455, Nov.
• Haider, Adnan & Khan, Safdar Ullah, 2008, "A Small Open Economy DSGE Model for Pakistan," MPRA Paper, University Library of Munich, Germany, number 12977, Nov, revised 17 Jan 2009.
• Lin, William & Tsai, Shih-Chuan & Sun, David, 2008, "Price informativeness and predictability: how liquidity can help," MPRA Paper, University Library of Munich, Germany, number 20226, Feb, revised 18 Oct 2009.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Amarasekara, Chandranath, 2008, "The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka," MPRA Paper, University Library of Munich, Germany, number 64866.
• Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008, "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200805, Apr.
• Rangan Gupta & Sonali Das, 2008, "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200813, Jun.
• Rangan Gupta & Sonali Das, 2008, "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 200821, Jun.
• Jan J.J. Groen & George Kapetanios, 2008, "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers, Queen Mary University of London, School of Economics and Finance, number 624, Mar.
• Jana Eklund & George Kapetanios, 2008, "A Review of Forecasting Techniques for Large Data Sets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 625, Mar.
• Adam Cagliarini & Mariano Kulish, 2008, "Solving Linear Rational Expectations Models with Predictable Structural Changes," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-10, Dec.
• Won-Am Park, 2008, "Inflation Targeting and Exchange Rate Management in Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 12, issue 1, pages 157-188, DOI: 10.11644/KIEP.JEAI.2008.12.1.183.
• Peter Cripwell & David Edelman, 2008, "The non-linear evolution of high frequency short term interest rates," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1146, Apr.
• Nazaria Solferino & Robert J. Waldmann, 2008, "Predicting the Signs of Forecast Errors," CEIS Research Paper, Tor Vergata University, CEIS, number 135, Nov, revised 24 Nov 2008.
• Jana Eklund & George Kapetanios, 2008, "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue 1, pages 109-115, January.
• Clive Bowsher & Roland Meeks, 2008, "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe24.
• Dilip Nachane & Jose Clavel, 2008, "Forecasting interest rates: a comparative assessment of some second-generation nonlinear models," Journal of Applied Statistics, Taylor & Francis Journals, volume 35, issue 5, pages 493-514, DOI: 10.1080/02664760701835243.
• Frank A.G. den Butter & Pieter W. Jansen, 2008, "Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-102/3, Oct.
• Liu, G. & Gupta, R. & Schaling, E., 2008, "Forecasting the South African Economy : A DSGE-VAR Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-32.
• Liu, G. & Gupta, R. & Schaling, E., 2008, "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number adfaca2d-b9dd-4548-93d0-3.
• Kenneth B. Petersen & Vladimir Pozdnyakov, 2008, "Predicting the Fed," Working papers, University of Connecticut, Department of Economics, number 2008-07, Mar.
• David Coble, 2008, "Dinámica de la inflación y el canal de costos: Una aplicación para Chile," Working Papers, University of Chile, Department of Economics, number wp274, Jan.
• Paul Söderlind, 2008, "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-12, Jun.
• Luca Benati, 2008, "The “Great Moderation” in the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 1, pages 121-147, February, DOI: 10.1111/j.1538-4616.2008.00106.x.
• Berger, Helge & Österholm, Pär, 2008, "Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/10.
• Berger, Helge & Österholm, Pär, 2008, "Does money still matter for U.S. output?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/7.
• Berger, Helge & Österholm, Pär, 2008, "Does money matter for U.S. inflation? Evidence from Bayesian VARs," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/9.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-073.

2007

• Murarita Ilie, & Siminica Marian Ilie & Cîrciumaru Daniel, 2007, "The Analysis And Prognosis For Social System Of Jiu Valley Region," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 155-162, April.
• Sasho Kjosev, 2007, "The Need For Macroeconomic Planning In The Republic Of Macedonia – Institutional And Methodological Aspects," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 7, pages 177-186, April.
• Halil Altintas & Bulent Oz, 2007, "Predicting Currencycrises With Signalapproach: The Case Ofturkey," Anadolu University Journal of Social Sciences, Anadolu University, volume 7, issue 2, pages 19-44, December.
• Claude Lavoie & Hope Pioro, 2007, "The Zero Bound on Nominal Interest Rates: Implications for the Optimal Monetary Policy in Canada," Discussion Papers, Bank of Canada, number 07-1, DOI: 10.34989/sdp-2007-1.
• Devin Ball & Walter Engert, 2007, "Unanticipated Defaults and Losses in Canada's Large-Value Payments System, Revisited," Discussion Papers, Bank of Canada, number 07-5, DOI: 10.34989/sdp-2007-5.
• Òscar Jordà & Sharon Kozicki, 2007, "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers, Bank of Canada, number 07-56, DOI: 10.34989/swp-2007-56.
• Verónica Balzarotti, 2007, "Real Interest Rate Risk in the Argentine Banking System. A Measuring Model," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 46, pages 7-61, January -.
• Don H Kim & Athanasios Orphanides, 2007, "The bond market term premium: what is it, and how can we measure it?," BIS Quarterly Review, Bank for International Settlements, June.
• Guangling (dave Liu & Rangan Gupta, 2007, "A Small‐Scale Dsge Model For Forecasting The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 2, pages 179-193, June, DOI: 10.1111/j.1813-6982.2007.00118.x.
• Rangan Gupta, 2007, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 4, pages 631-643, December, DOI: 10.1111/j.1813-6982.2007.00141.x.
• Matteo Iacoviello & Stefano Neri, 2007, "Housing Market Spillovers: Evidence from an Estimated DSGE Model," Boston College Working Papers in Economics, Boston College Department of Economics, number 659, Mar, revised 23 Oct 2009.
• D'Agostino, Antonello & Surico, Paolo, 2007, "Does global liquidity help to forecast US inflation?," Research Technical Papers, Central Bank of Ireland, number 10/RT/07, Dec.
• McQuinn, Kieran & O' Reilly, Gerard, 2007, "A Model of Cross-Country House Prices," Research Technical Papers, Central Bank of Ireland, number 5/RT/07, Jul.
• Oscar Jorda, 2007, "Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections," Working Papers, University of California, Davis, Department of Economics, number 107, Feb.
• Oscar Jorda & Sharon Kozicki, 2007, "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers, University of California, Davis, Department of Economics, number 148, Jul.
• Oscar Jorda, 2007, "Inference for Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 201, Jun.
• Bruno Ducoudre, 2007, "La demande de titres longs par les non-residents explique-t-elle le bas niveau des taux longs publics americains ?," Economie Internationale, CEPII research center, issue 112, pages 29-49.
• René Garcia & Richard Luger, 2007, "The Canadian macroeconomy and the yield curve: an equilibrium-based approach," Canadian Journal of Economics, Canadian Economics Association, volume 40, issue 2, pages 561-583, May.
• Jan Filacek, 2007, "Why and How to Assess Inflation Target Fulfilment," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/11, Dec.
• Ales Bulir & Katerina Smidkova & Viktor Kotlan & David Navratil, 2007, "Inflation Targeting and Communication: Should the Public Read Inflation Reports or Tea Leaves?," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/14, Dec.
• Ignacio Velez-Pareja, 2007, "Nota sobre la elasticidad precio-demanda," Proyecciones Financieras y Valoración, Master Consultores, number 3941, Aug.
• Ignacio Velez-Pareja, 2007, "To plug or not to plug, that is the question. No plugs, no circularity: A better way to forecast financial statements," Proyecciones Financieras y Valoración, Master Consultores, number 4320, Dec.
• Giannone, Domenico & D’Agostino, Antonello & Surico, Paolo, 2007, "(Un)Predictability and Macroeconomic Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6594, Dec.
• Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007, "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers, Duke University, Department of Economics, number 07-04.
• Wasim Shahid Malik & Ather Maqsood Ahmed, 2007, "The Taylor Rule and the Macroeconomic Performance in Pakistan," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22213, Jan.
• Benati, Luca & Mumtaz, Haroon, 2007, "U.S. evolving macroeconomic dynamics: a structural investigation," Working Paper Series, European Central Bank, number 746, Apr.
• Benati, Luca, 2007, "The "Great Moderation" in the United Kingdom," Working Paper Series, European Central Bank, number 769, Jun.
• Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2007, "Shocks, structures or monetary policies? The euro area and US after 2001," Working Paper Series, European Central Bank, number 774, Jul.
• Benati, Luca & Goodhart, Charles, 2007, "Investigating time-variation in the marginal predictive power of the yield spread," Working Paper Series, European Central Bank, number 802, Aug.
• Garcí­a, Juan Angel & Manzanares, Andrés, 2007, "What can probability forecasts tell us about inflation risks?," Working Paper Series, European Central Bank, number 825, Oct.
• Manzanares, Andrés & Garcí­a, Juan Angel, 2007, "Reporting biases and survey results: evidence from European professional forecasters," Working Paper Series, European Central Bank, number 836, Dec.
• Adolfson, Malin & Laseen, Stefan & Linde, Jesper & Villani, Mattias, 2007, "Bayesian estimation of an open economy DSGE model with incomplete pass-through," Journal of International Economics, Elsevier, volume 72, issue 2, pages 481-511, July.
• Mitchell, Karlyn & Pearce, Douglas K., 2007, "Professional forecasts of interest rates and exchange rates: Evidence from the Wall Street Journal's panel of economists," Journal of Macroeconomics, Elsevier, volume 29, issue 4, pages 840-854, December.
• Martin Èihák, 2007, "The Science and Art of Monetary-Policy Communication," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 11-12, pages 490-498, December.
• Kateøina Šmídková & Aleš Bulíø, 2007, "Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 11-12, pages 540-557, December.
• Jan Filacek & Luboš Komárek & Petr Král, 2007, "Why Central Bankers Should Disclose: Interest Rate Forecast," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 11-12, pages 558-576, December.
• Jan Filáèek, 2007, "Why and How to Assess Inflation-Target Fulfillment," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 11-12, pages 577-594, December.
• 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, Federal Reserve Bank of Atlanta, number 2007-10.
• Bruno Ducoudre, 2007, "La demande de titres longs par les non-résidents explique-t-elle le bas niveau des taux longs publics américains ?," Post-Print, HAL, number hal-03417183.
• Bruno Ducoudre, 2007, "La demande de titres longs par les non-résidents explique-t-elle le bas niveau des taux longs publics américains ?," Sciences Po Economics Publications (main), HAL, number hal-03417183.
• Post, Erik, 2007, "Macroeconomic imbalances and exchange rate regime shifts," Working Paper Series, Uppsala University, Department of Economics, number 2007:4, Jan.
• Berger, Helge & Österholm, Pär, 2007, "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," Working Paper Series, Uppsala University, Department of Economics, number 2007:30, Dec.
• Jim Wong & Eric Wong & Phyllis Leung, 2007, "A Leading Indicator Model of Banking Distress ¡V Developing an Early Warning System for Hong Kong and Other EMEAP Economies," Working Papers, Hong Kong Monetary Authority, number 0722, Dec.
• 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, volume 3, issue 4, pages 111-144, December.
• Jonathan B. Hill, 2007, "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 747-765, DOI: 10.1002/jae.925.
• Q. Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2007, "Pursuing financial stability under an inflation-targeting regime," Annals of Finance, Springer, volume 3, issue 1, pages 131-153, January, DOI: 10.1007/s10436-006-0057-8.
• Stan Žaković & Volker Wieland & Berc Rustem, 2007, "Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, volume 30, issue 4, pages 329-347, November, DOI: 10.1007/s10614-005-9012-4.
• Thanaset Chevapatrakul & Tae-Hwan Kim & Paul Mizen, 2007, "Forecasting Changes in UK Interest Rates," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_26, Nov, revised Nov 2007.
• Juha Kilponen & Marc-Alexandre Sénégas & Jouko Vilmunen, 2007, "Bayesian versus robust control approach towards parameter uncertainty in monetary policymaking: how close are the outcomes? Some illustrating evidence from the EMU economies," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 113, Feb.
• Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2007, "Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 151, Feb.
• Lawrence Christiano & Roberto Motto & Massimo Rostagno, 2007, "Shocks, Structures or Monetary Policies? The Euro Area and US After 2001," NBER Working Papers, National Bureau of Economic Research, Inc, number 13521, Oct.
• Lilia Karnizova, 2007, "News versus Sunspot Shocks in Linear Rational Expectations Models," Working Papers, University of Ottawa, Department of Economics, number 0706E.
• Wasim Shahid Malik & Ather Maqsood Ahmed, 2007, "The Taylor Rule and the Macroeconomic Performance in Pakistan," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:34.
• Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007, "Explaining the US Bond Yield Conundrum," MPRA Paper, University Library of Munich, Germany, number 2386, Feb.
• D'Agostino, A & Surico, P, 2007, "Does global liquidity help to forecast US inflation?," MPRA Paper, University Library of Munich, Germany, number 6283, Nov.
• Rangan Gupta, 2007, "Forecasting the South African Economy with Gibbs Sampled BVECMs," Working Papers, University of Pretoria, Department of Economics, number 200701, Jan.
• Samuel Zita & Rangan Gupta, 2007, "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers, University of Pretoria, Department of Economics, number 200702, Feb.
• Rangan Gupta, 2007, "Bayesian Methods of Forecasting Inventory Investment in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200704, Feb.
• Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007, "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 200724, Jul.
• Lars E. O. Svensson, 2007, "Inflation Targeting," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 144, May.
• Andrea Carriero, 2007, "A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates," Working Papers, Queen Mary University of London, School of Economics and Finance, number 591, Mar.
• Andrea Carriero, 2007, "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 612, Oct.
• David Andolfatto & Scott Hendry & Kevin Moran, 2007, "Are Inflation Expectations Rational?," Working Paper series, Rimini Centre for Economic Analysis, number 27_07, Jul.