Research classified by Journal of Economic Literature (JEL) codes

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

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

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

2018

• Gerard H. Kuper, 2018, "The powers that are: central bank independence in the Greenspan era," Empirical Economics, Springer, volume 54, issue 2, pages 485-499, March, DOI: 10.1007/s00181-016-1225-y.
• Inske Pirschel & Maik H. Wolters, 2018, "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, volume 55, issue 2, pages 573-596, September, DOI: 10.1007/s00181-017-1286-6.
• Andre R. Neveu, 2018, "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 2, pages 241-281, July, DOI: 10.1007/s11403-016-0182-z.
• Natalia Kunitsyna & Igor Britchenko & Igor Kunitsyn, 2018, "Reputational risks, value of losses and financial sustainability of commercial banks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 5, issue 4, pages 943-955, June, DOI: 10.9770/jesi.2018.5.4(17).
• Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2018, "External debt composition and domestic credit cycles," Working Papers, European Stability Mechanism, number 28, Mar.
• Andrea Consiglio & Stavros A Zenios, 2018, "Pricing and hedging GDP-linked bonds in incomplete markets," Working Papers, European Stability Mechanism, number 29, Mar.
• Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2018, "Risk management for sovereign financing within a debt sustainability framework," Working Papers, European Stability Mechanism, number 31, Oct.
• Guangling Liu & Thabang Molise, 2018, "Is Basel III counter-cyclical: The case of South Africa?," Working Papers, Stellenbosch University, Department of Economics, number 10/2018.
• 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, volume 32, issue 3, pages 331-371, July, DOI: 10.1080/10168737.2018.1501589.
• Heikki Kauppi & Timo Virtanen, 2018, "Boosting Non-linear Predictabilityof Macroeconomic Time Series," Discussion Papers, Aboa Centre for Economics, number 124, Dec.
• Nicholas Burgess, 2018, "Interest Rate Swaptions: A Review and Derivation of Swaption Pricing Formulae," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 87-103, DOI: http://dx.doi.org/10.1991/jefa.v2i2.
• Verga Giovanni & Trani Federica & Vasilcovschi Nicoleta, 2018, "The Interaction between American and European IRS Interest Rates," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 1, pages 81-96, March, DOI: 10.2478/saeb-2018-0006.
• Michael Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2018, "The Zero Lower Bound and Endogenous Uncertainty," Economic Journal, Royal Economic Society, volume 128, issue 611, pages 1730-1757, June, DOI: 10.1111/ecoj.12445.
• Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018, "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 763-779, September, DOI: 10.1002/jae.2637.
• Clostermann, Jörg & Seitz, Franz, 2018, "Feste Zinsbindung versus kurzfristig variable Zinskonditionen in Deutschland," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 62.
• Biondo, Alessio Emanuele, 2018, "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-21, DOI: 10.5018/economics-ejournal.ja.2018-.
• Zbonakova, Lenka & Li, Xinjue & Härdle, Wolfgang Karl, 2018, "Penalized Adaptive Forecasting with Large Information Sets and Structural Changes," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-039.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2018, "Cryptocurrencies, Metcalfe's law and LPPL models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-056.
• Wei-Bin Zhang, 2018, "A Growth Theory Based on Walrasian General Equilibrium, Solow-Uzawa Growth, and Heckscher-Ohlin Trade Theories," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 16, issue 3-B, pages 452-464.

2017

• Martin M. Andreasen & Jens H.E. Christensen & Simon Riddell, 2017, "The TIPS Liquidity Premium," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-27, Aug.
• Hyeongwoo Kim & Kyunghwan Ko, 2017, "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2017-03, May.
• Ferreira-Filho, Joaquim Bento & Horridge, Mark, 2017, "Biome composition in deforestation deterrence and GHG emissions in Brazil," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332880.
• Alia DUȚĂ & Victor Mihăiță DUȚĂ, 2017, "Quantitative Methods of Research on Banking Risks," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 19, pages 105-113, November.
• Alia DUȚĂ & Victor Mihăiță DUȚĂ, 2017, "Qualitative Methods of Research on Banking Risks," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 19, pages 78-87, November.
• Оразалин Рустем // Orazalin Rustem & Муканов Нурбулат // Mukanov Nurbolat & Осипов Игорь // Ossipov Igor, 2017, "Моделирование уровня долларизации депозитов в Республике Казахстан // Modeling the level of deposits dollarization in the Republic of Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2017-10.
• Jean-Bernard Chatelain & Kirsten Ralf, 2017, "A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables," Papers, arXiv.org, number 1708.07996, Aug.
• Hélène Desgagnés, 2017, "The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications," Staff Working Papers, Bank of Canada, number 17-36, DOI: 10.34989/swp-2017-36.
• Romero Alberto & Kuper Gerard H. & Jan P.A.M. Jacobs & Boonman Tjeerd, 2017, "Early Warning Systems with Real-Time Data," Working Papers, Banco de México, number 2017-16, Sep.
• Klodiana Istrefi & Sarah Mouabbi, 2017, "Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis," Working papers, Banque de France, number 619.
• Klodiana Istrefi & Sarah Mouabbi, 2017, "Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis," Rue de la Banque, Banque de France, issue 48, september.
• Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2017, "External debt composition and domestic credit cycles," BIS Working Papers, Bank for International Settlements, number 627, Apr.
• Enrique Alberola-Ila & Ricardo Sousa, 2017, "Assessing fiscal policy through the lens of the financial and the commodity price cycles," BIS Working Papers, Bank for International Settlements, number 638, May.
• Alexey Ponomarenko & Andrey Sinyakov, 2017, "Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling," Bank of Russia Working Paper Series, Bank of Russia, number wps37, Jul.
• Dmitry Kreptsev & Sergei Seleznev, 2017, "DSGE Model of the Russian Economy with the Banking Sector," Bank of Russia Working Paper Series, Bank of Russia, number wps27, Dec.
• Kenneth Sæterhagen Paulsen, 2017, "Conditional forecasting with DSGE models - A conditional copula approach," Working Paper, Norges Bank, number 2017/4, Apr.
• Hyeongwoo Kim & Kyunghwan Ko, 2017, "Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach," Working Papers, Economic Research Institute, Bank of Korea, number 2017-14, May.
• Renne Jean-Paul, 2017, "A model of the euro-area yield curve with discrete policy rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 99-116, February, DOI: 10.1515/snde-2016-0043.
• Yakov Ben-Haim & Maria Demertzis & Jan Willem van den End, 2017, "Fundamental uncertainty and unconventional monetary policy- an info-gap approach," Bruegel Working Papers, Bruegel, number 19317, Feb.
• Lloyd, S. P., 2017, "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1734, Sep.
• Edward N. Gamber (CBO), 2017, "Did Treasury Debt Markets Anticipate the Persistent Decline in Long-Term Interest Rates?: Working Paper 2017-07," Working Papers, Congressional Budget Office, number 53153, Sep.
• Gorodnichenko, Yuriy & Lee, Byoungchan, 2017, "A Note on Variance Decomposition with Local Projections," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt8878h9r2, Nov.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are they Cointegrated?," CESifo Working Paper Series, CESifo, number 6389.
• Michael D. Bauer & Glenn D. Rudebusch, 2017, "Interest Rates Under Falling Stars," CESifo Working Paper Series, CESifo, number 6571.
• Guglielmo Maria Caporale & Hector Carcel & Luis Gil-Alana, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, CEPII research center, issue 152, pages 116-123.
• Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper & Alberto Romero, 2017, "Early Warning Systems for Currency Crises with Real-Time Data," CIRANO Working Papers, CIRANO, number 2017s-18, Oct.
• Joaquim Bento de Souza Ferreira-Filho & Mark Horridge, 2017, "Biome composition in deforestation deterrence and GHG emissions in Brazil," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-274, Jul.
• Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2017, "The effects of quasi-random monetary experiments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11801, Jan.
• Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017, "Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12013, Apr.
• Cukierman, Alex & Lustenberger, Thomas, 2017, "International evidence on professional interest rates forecasts: The impact of forecasting ability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12489, Dec.
• Guoshi Tong, 2017, "Market Timing under Limited Information: An Empirical Investigation in US Treasury Market," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 291-322, November.
• Eriksen, Jonas N., 2017, "Expected Business Conditions and Bond Risk Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1667-1703, August.
• Youssef OUKHALLOU & Abla MRABTI, 2017, "A Small Scale Macroeconomic Model for Morocco," Journal of Economics and Political Economy, EconSciences Journals, volume 4, issue 2, pages 159-177, June.
• Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are They Cointegrated?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1648.
• Strasser, Georg, 2017, "What determines the impact of macroeconomic news on asset markets?," Research Bulletin, European Central Bank, volume 37.
• Baumann, Ursel & Dieppe, Alistair & Dizioli, Allan Gloe, 2017, "Why should the world care? Analysis, mechanisms and spillovers of the destination based border adjusted tax," Working Paper Series, European Central Bank, number 2093, Aug.
• Consiglio, A. & Zenios, S. A., 2017, "Pricing and Hedging GDP-Linked Bonds in Incomplete Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 17-02.
• Karsten Staehr & Lenno Uuskula, 2017, "Forecasting models for non-performing loans in the EU countries," Bank of Estonia Working Papers, Bank of Estonia, number wp2017-10, Nov, revised 09 Nov 2017, DOI: 10.23656/25045520/102017/0149.
• Jones, Adam T. & Ogden, Richard E., 2017, "A day late and a dollar short: The effect of policy uncertainty on fed forecast errors," Economic Analysis and Policy, Elsevier, volume 54, issue C, pages 112-122, DOI: 10.1016/j.eap.2017.03.004.
• Basak, Gopal K. & Das, Pranab Kumar & Rohit, Allena, 2017, "Capital inflow-terms of trade ‘nexus’: Does it lead to financial crisis?," Economic Modelling, Elsevier, volume 65, issue C, pages 18-29, DOI: 10.1016/j.econmod.2017.04.025.
• Niu, Linlin & Xu, Xiu & Chen, Ying, 2017, "An adaptive approach to forecasting three key macroeconomic variables for transitional China," Economic Modelling, Elsevier, volume 66, issue C, pages 201-213, DOI: 10.1016/j.econmod.2017.07.001.
• Jung, Alexander, 2017, "Forecasting broad money velocity," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 421-432, DOI: 10.1016/j.najef.2017.08.005.
• Goldstein, Nathan & Zilberfarb, Ben-Zion, 2017, "Rationality and seasonality: Evidence from inflation forecasts," Economics Letters, Elsevier, volume 150, issue C, pages 86-90, DOI: 10.1016/j.econlet.2016.11.017.
• Bletzinger, Tilman & Wieland, Volker, 2017, "Lower for longer: The case of the ECB," Economics Letters, Elsevier, volume 159, issue C, pages 123-127, DOI: 10.1016/j.econlet.2017.06.030.
• Matthes, Christian & Rondina, Francesca, 2017, "Two-sided learning and short-run dynamics in a New Keynesian model of the economy," Economics Letters, Elsevier, volume 159, issue C, pages 53-56, DOI: 10.1016/j.econlet.2017.06.041.
• Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017, "Real-time forecast evaluation of DSGE models with stochastic volatility," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 322-332, DOI: 10.1016/j.jeconom.2017.08.011.
• Amador-Torres, J. Sebastián, 2017, "Finance-neutral potential output: An evaluation in an emerging market monetary policy context," Economic Systems, Elsevier, volume 41, issue 3, pages 389-407, DOI: 10.1016/j.ecosys.2016.09.003.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017, "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 209-225, DOI: 10.1016/j.jempfin.2017.09.004.
• Gupta, Rangan & Kotzé, Kevin, 2017, "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, volume 61, issue C, pages 270-278, DOI: 10.1016/j.eneco.2016.11.017.
• Figueiredo, Antonio & Parhizgari, A.M., 2017, "Currency volatility and bid-ask spreads of ADRs and local shares," Global Finance Journal, Elsevier, volume 34, issue C, pages 54-71, DOI: 10.1016/j.gfj.2016.07.002.
• Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, Elsevier, volume 152, issue C, pages 116-123, DOI: 10.1016/j.inteco.2017.06.001.
• Vieira, Fausto & Fernandes, Marcelo & Chague, Fernando, 2017, "Forecasting the Brazilian yield curve using forward-looking variables," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 121-131, DOI: 10.1016/j.ijforecast.2016.08.001.
• Hännikäinen, Jari, 2017, "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1044-1064, DOI: 10.1016/j.ijforecast.2017.05.006.
• Bouhdaoui, Yassine & Van Hove, Leo, 2017, "On the socially optimal density of coin and banknote series: Do production costs really matter?," Journal of Macroeconomics, Elsevier, volume 52, issue C, pages 252-267, DOI: 10.1016/j.jmacro.2017.05.002.
• Patra, Michael Debabrata & Khundrakpam, Jeevan Kumar & Gangadaran, Sivaramakrishnan, 2017, "The quest for optimal monetary policy rules in India," Journal of Policy Modeling, Elsevier, volume 39, issue 2, pages 349-370, DOI: 10.1016/j.jpolmod.2017.01.006.
• Guerrieri, Luca & Iacoviello, Matteo, 2017, "Collateral constraints and macroeconomic asymmetries," Journal of Monetary Economics, Elsevier, volume 90, issue C, pages 28-49, DOI: 10.1016/j.jmoneco.2017.06.004.
• Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017, "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 31-46, DOI: 10.1016/j.jmoneco.2017.08.004.
• Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2017, "Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 78-95, DOI: 10.1016/j.jmoneco.2017.09.008.
• Mishra, Ankita & Burns, Kelly, 2017, "The effect of liquidity shocks on the bank lending channel: Evidence from India," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 55-76, DOI: 10.1016/j.iref.2017.09.011.
• Trabelsi Mnif, Afef, 2017, "Political uncertainty and behavior of Tunisian stock market cycles: Structural unobserved components time series models," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 206-214, DOI: 10.1016/j.ribaf.2016.07.029.
• Boukhatem, Jamel & Sekouhi, Hayfa, 2017, "What does the bond yield curve tell us about Tunisian economic activity?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 295-303, DOI: 10.1016/j.ribaf.2017.07.053.
• Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 1-27.
• Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/04, Jan.
• Ben Zion Zilberfarb & Nathan Goldstein, 2017, "The closer we get the better we are?," EcoMod2017, EcoMod, number 10355, Jul.
• Iman Gunadi & Apsari Dharmesti & Aghnia Yurizkanti, 2017, "An Analytical Tool for Forex Transaction," EcoMod2017, EcoMod, number 10403, Jul.
• Steve Keen, 2017, "The WHO warns of outbreak of virulent new 'Economic Reality' virus," Review of Keynesian Economics, Edward Elgar Publishing, volume 5, issue 1, pages 107-111, January.
• Chang, C-L. & Hsu, H-K. & McAleer, M.J., 2017, "A Tourism Financial Conditions Index for Tourism Finance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-071/III, Aug.
• Patricia Jackson (ed.), 2017, "Brexit and the implications for financial services," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/1, ISBN: ARRAY(0x828ecd58), May.
• Ernest Gnan and Donato Masciandaro (ed.), 2017, "New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/2, ISBN: ARRAY(0x822bb620), May.
• Matej Opatrny, 2017, "Quantifying the Effects of the CNB's Exchange Rate Commitment: A Synthetic Control Method Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 6, pages 539-577, October.
• Adam Kucera, 2017, "Interest Rates Modeling and Forecasting: Do Macroeconomic Factors Matter?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/08, Mar, revised Mar 2017.
• Kevin X. D. Huang & Guoqiang Tian & Yibo Yang, 2017, "China under Uncertainty: Outlook, Counterfactual and Policy Simulations, and Reform Implementation¡ªA Summary of Annual Report (2016¨C2017)," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 12, issue 2, pages 167-187, June.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2018, "Effects of Quasi-Random Monetary Experiments," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-02, May, DOI: 10.24148/wp2017-02.
• Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz, 2017, "Is There an On-the-Run Premium in TIPS?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-10, May, DOI: 10.24148/wp2017-10.
• Martin M. Andreasen & Jens H. E. Christensen & Simon Riddell, 2020, "The TIPS Liquidity Premium," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-11, Jul, DOI: 10.24148/wp2017-11.
• Michael D. Bauer & Glenn D. Rudebusch, 2019, "Interest Rates Under Falling Stars," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-16, Oct, DOI: 10.24148/wp2017-16.
• Shaowen Luo & Daniel Villar Vallenas, 2017, "The Skewness of the Price Change Distribution : A New Touchstone for Sticky Price Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-028, Mar, DOI: 10.17016/FEDS.2017.028.
• Arsenios Skaperdas, 2017, "How Effective is Monetary Policy at the Zero Lower Bound? Identification Through Industry Heterogeneity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-073, Jul, DOI: 10.17016/FEDS.2017.073.
• Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017, "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers, Federal Reserve Bank of St. Louis, number 2017-026, Aug, DOI: 10.20955/wp.2017.026.
• Olga V. Koncevich & Vsevolod Y. Cherkasov, 2017, "QE4 — Inevitable and Near Future?," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 114-127, February.
• Vadim Ye. Zyamalov, 2017, "Comparison of the Predictive Ability of Single and Multi-Regime Models of Stock Market Dynamics," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 64-75, April.
• Oleg S. Sukharev, 2017, "Economic Growth and Financial Institutions: Influence on Macro- and Micro-levels," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 76-90, April.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2017, "A Tourism Financial Conditions Index for Tourism Finance," Challenges, MDPI, volume 8, issue 2, pages 1-17, September.
• Grégory Levieuge, 2017, "Explaining and forecasting bank loans. Good times and crisis," Post-Print, HAL, number hal-03529226, DOI: 10.1080/00036846.2016.1208350.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," PSE Working Papers, HAL, number halshs-01549929, Feb, DOI: 10.2139/ssrn.2971227.
• Jean-Bernard Chatelain & Kirsten Ralf, 2019, "A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables," PSE Working Papers, HAL, number halshs-01588188, Nov.
• Jean-Bernard Chatelain & Kirsten Ralf, 2019, "A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables," Working Papers, HAL, number halshs-01588188, Nov.
• Artur Tarassow, 2017, "Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201702, Aug.
• Nataliya Trusova, 2017, "Environment of Multifactorial Risk in the Financial System of Agribusiness Enterprises," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 127-138, December.
• Andrew Hughes Hallett & Ansgar Rannenberg & Sven Schreiber, 2017, "Reassessing the Impact of the US Fiscal Stimulus: The Role of the Monetary Policy Stance," International Business Research, Canadian Center of Science and Education, volume 10, issue 4, pages 12-31, April.
• Christian Menden & Christian R. Proaño, 2017, "Dissecting the financial cycle with dynamic factor models," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 183-2017.
• Petri Kuosmanen & Juuso Vataja, 2017, "The return of financial variables in forecasting GDP growth in the G-7," Economic Change and Restructuring, Springer, volume 50, issue 3, pages 259-277, August, DOI: 10.1007/s10644-017-9212-7.
• Shota Kai & Yoichi Matsubayashi, 2017, "Dynamic Impact of Credit Risk on the Real Economy in European Countries," Discussion Papers, Graduate School of Economics, Kobe University, number 1706, Mar.
• Youssef OUKHALLOU & Abla MRABTI, 2017, "A Small Scale Macroeconomic Model for Morocco," Journal of Economics and Political Economy, KSP Journals, volume 4, issue 2, pages 159-177, June.
• Inayat U. Mangla & Kalim Hyder, 2017, "Global Uncertainty and Monetary Policy Effectiveness in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 22, issue Special E, pages 111-134, September.
• Kranz Tobias, 2017, "Calibrating the Equilibrium Condition of a New Keynesian Model with Uncertainty," Review of Economics, De Gruyter, volume 68, issue 2, pages 117-151, August, DOI: 10.1515/roe-2017-0009.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017, "The effects of quasi-random monetary experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 23074, Jan.
• James D. Hamilton, 2017, "Why You Should Never Use the Hodrick-Prescott Filter," NBER Working Papers, National Bureau of Economic Research, Inc, number 23429, May.
• Yuriy Gorodnichenko & Byoungchan Lee, 2017, "A Note on Variance Decomposition with Local Projections," NBER Working Papers, National Bureau of Economic Research, Inc, number 23998, Nov.
• Iankovyi Oleksandr & Koshelek Halina & Iankovyi Volodymyr, 2017, "Realization of the complex forecast of an enterprise's cash flows," Technology audit and production reserves, 2(34) 2017, Socionet;Technology audit and production reserves, volume 2, issue 4(34), pages 52-56.
• Michal Rubaszek & Margarita Rubio, 2017, "Does rental housing market stabilize the economy? A micro and macro perspective," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2017/06.
• Hom Nath Gaire, 2017, "Stock Index, Interest Rate and Gold Price of Nepal: Cointegration and Causality Analysis," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 29, issue 2, pages 15-30, October.
• Christian Matthes & Francesca Rondina, 2017, "Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy," Working Papers, University of Ottawa, Department of Economics, number 1705E.
• Claudio BorioBy & Piti Disyatat & Mikael Juselius, 2017, "Rethinking potential output: embedding information about the financial cycle," Oxford Economic Papers, Oxford University Press, volume 69, issue 3, pages 655-677.
• Tomasz Berent & Boguslaw Blawat & Marek Dietl & Przemyslaw Krzyk & Radoslaw Rejman, 2017, "Firm's default — new methodological approach and preliminary evidence from Poland," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 4, pages 753-773, December, DOI: 10.24136/eq.v12i4.39.
• Tomasz Berent & Boguslaw Blawat & Marek Dietl & Radoslaw Rejman, 2017, "Firms’ Default – from Prediction Accuracy to Informational Capacity of Predictors," Working Papers, Institute of Economic Research, number 158/2017, May, revised May 2017.
• Pincheira, Pablo, 2017, "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 77027, Feb.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2017, "Investment in capital markets," MPRA Paper, University Library of Munich, Germany, number 77414, Mar.
• Jean-Bernard, Chatelain & Kirsten, Ralf, 2017, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," MPRA Paper, University Library of Munich, Germany, number 79244, May.
• Pincheira, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2017, "Forecasting Inflation in Latin America with Core Measures," MPRA Paper, University Library of Munich, Germany, number 80496, Jul.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2017, "A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables," MPRA Paper, University Library of Munich, Germany, number 81006, Aug.
• Hegadekatti, Kartik & S G, Yatish, 2017, "The Programmable Economy: Envisaging an Entire Planned Economic System as a Single Computer through Blockchain Networks," MPRA Paper, University Library of Munich, Germany, number 82831, Mar, revised 16 May 2017.
• Ján Malega & Roman Horváth, 2017, "Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 3, pages 257-268, DOI: 10.18267/j.pep.608.
• Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2017, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 5-28.
• Diederick van Thiel & Fred van Raaij, 2017, "Targeting the robo-advice customer: The development of a psychographic segmentation model for financial advice robots," Journal of Financial Transformation, Capco Institute, volume 46, pages 88-104.
• Kuo-Hsuan Chin & Xue Li, 2017, "Bayesian Forecast Combination in VAR-DSGE Models," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5408084, Jul.
• Oluwasheyi Oladipo, 2017, "The Effects of Inflation Targeting on Exchange Rate Pass-Through to Domestic Prices: A Case Study of South Africa," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 7, issue 6, pages 1-4.
• Elin Halvorsen & Axel West Pedersen, 2017, "Closing the gender gap in pensions. A microsimulation analysis of the Norwegian NDC pension system," Discussion Papers, Statistics Norway, Research Department, number 855, Jan.
• Grégory Levieuge, 2017, "Explaining and forecasting bank loans. Good times and crisis," Applied Economics, Taylor & Francis Journals, volume 49, issue 8, pages 823-843, February, DOI: 10.1080/00036846.2016.1208350.
• Christian Menden & Christian R. Proaño, 2017, "Dissecting the financial cycle with dynamic factor models," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 12, pages 1965-1994, December, DOI: 10.1080/14697688.2017.1357971.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2017, "A Tourism Financial Conditions Index for Tourism Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-071/III, Aug.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2017, "A Tourism Financial Conditions Index for Tourism Finance," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-20, Jul.
• ELHUSSEINY85, Mahdy F., 2017, "Industries Stock Return Reactions To Risk Factors: An Empirical Investigation On The G-7 Countries," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 4, issue 1, pages 196-204.
• Gerdesmeier Dieter & Roffia Barbara & Reimers Hans-Eggert, 2017, "Forecasting Euro Area Inflation Using Single-Equation and Multivariate VAR–Models," Folia Oeconomica Stetinensia, Sciendo, volume 17, issue 2, pages 19-34, December, DOI: 10.1515/foli-2017-0016.
• Michael Frenkel & Jin-Kyu Jung & Jan-Christoph Rülke, 2017, "Rationalizing the Bias in Central Banks' Interest Rate Projections," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 17-03, Apr.
• 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., volume 36, issue 6, pages 640-650, September.
• Menden, Christian & Proaño, Christian R., 2017, "Dissecting the financial cycle with dynamic factor models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 126.
• Kortelainen, Mika, 2017, "Neo-Fisherian monetary policy," BoF Economics Review, Bank of Finland, number 2/2017.
• Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul, 2017, "Real-time forecast evaluation of DSGE models with stochastic volatility," CFS Working Paper Series, Center for Financial Studies (CFS), number 577.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2017, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 158001.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2017, "A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 168031.
• Biondo, Alessio Emanuele, 2017, "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-104.
• Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017, "Model uncertainty in macroeconomics: On the implications of financial frictions," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 114.

2016

• Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2016, "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2016-10, Sep.
• Hyeongwoo Kim & Wen Shi, 2016, "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2016-15, Nov.
• Mariusz Gorajski, 2016, "Robust monetary policy in a linear model of the polish economy: is the uncertainty in the model responsible for the interest rate smoothing effect?," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 1/2016, Jan.
• Jean-Sébastien Fontaine, 2016, "What Fed Funds Futures Tell Us About Monetary Policy Uncertainty," Staff Working Papers, Bank of Canada, number 16-61, DOI: 10.34989/swp-2017-61.
• Celestino Girón & Marta Morano & Enrique M. Quilis & Daniel Santabárbara & Carlos Torregrosa, 2016, "Modelling interest payments for macroeconomic assessment," Working Papers, Banco de España, number 1612, Jun.
• 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), Bank of Italy, Economic Research and International Relations Area, number 364, Oct.
• J. Sebastián Amador-Torres, 2016, "Finance neutral potential output: an evaluation on an emerging market monetary policy context," Borradores de Economia, Banco de la Republica de Colombia, number 958, Sep, DOI: 10.32468/be.958.
• Dzmitry Kruk, 2016, "SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 39, Dec.
• Daniel M. Rees & Penelope Smith & Jamie Hall, 2016, "A Multi-sector Model of the Australian Economy," The Economic Record, The Economic Society of Australia, volume 92, issue 298, pages 374-408, September.
• Martín Vallejos, 2016, "Estimando fricciones nominales y reales para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 25, issue 2, pages 9-60, July.
• Michael T. Belongia & Peter N. Ireland, 2016, "Targeting Constant Money Growth at the Zero Lower Bound," Boston College Working Papers in Economics, Boston College Department of Economics, number 913, May.
• Alex Haberis & Riccardo Masolo & Kate Reinold, 2016, "Deflation probability and the scope for monetary loosening in the United Kingdom," Bank of England working papers, Bank of England, number 627, Nov.
• Petra Čekmeová, 2016, "Celková Faktorová Produktivita A Jej Determinanty V Európskej Únii (Total Factor Productivity And Its Determinants In The European Union)," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 14, issue 1, pages 19-35.
• Demetris Vrontis & Alberto Ferraris, 2016, "Editorial," The International Journal of Economic Behavior - IJEB, Faculty of Business and Administration, University of Bucharest, volume 6, issue 1, pages 1-2.
• 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, Centre for Business Research, University of Cambridge, number wp483, May.
• Antonio Claudio Cerqueira & Gilberto Libânio, 2016, "Proposição e estimação da equação de dinâmica produtiva segundo a abordagem Estruturalista Pós-Keynesiana," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 542, Dec.
• Antonio Claudio Cerqueira & Gilberto Libânio, 2016, "Proposição e estimação de uma Curva de Phillips estruturalista pós-keynesiana," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 544, Dec.
• Carlos Medel, 2016, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 785, May.
• Eric Jondeau & Michael Rockinger, 2016, "Forecasting Financial Returns with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-13, Mar.
• Barnichon, Regis & Brownlees, Christian, 2016, "Impulse Response Estimation By Smooth Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11726, Dec.
• Rangan Gupta & Kevin Kotze, 2016, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-01.
• Shahid IQBAL & Maqbool H. SIAL, 2016, "Projections of Inflation Dynamics for Pakistan: GMDH Approach," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 3, pages 536-559, September.
• Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips, 2016, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2059, Dec.
• Alberto Caruso, 2016, "The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-32, Sep.
• Arango, Carlos & Bounie, David & Bouhdaoui, Yassine & Eschelbach, Martina & Gijsel, Lola Hernandez-van, 2016, "Cash management and payment choices: a simulation model with international comparisons," Working Paper Series, European Central Bank, number 1874, Jan.
• Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016, "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series, European Central Bank, number 1882, Feb.
• Wolski, Marcin & van de Leur, Michiel, 2016, "Interbank loans, collateral and modern monetary policy," Working Paper Series, European Central Bank, number 1959, Sep.
• Rashid Sbia & Rashid Sbia & Helmi Hamdi & Bedri Kamil Onur Tas & Sahel Al Rousan, 2016, "Gulf Cooperation Council Stock Returns and the Effect of Domestic Monetary Policy Shocks," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 629-639.
• Groen, Jan J.J. & Kapetanios, George, 2016, "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 221-239, DOI: 10.1016/j.csda.2015.11.014.
• Garín, Julio & Lester, Robert & Sims, Eric, 2016, "On the desirability of nominal GDP targeting," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 21-44, DOI: 10.1016/j.jedc.2016.05.004.
• Wolski, Marcin & van de Leur, Michiel, 2016, "Interbank loans, collateral and modern monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 388-416, DOI: 10.1016/j.jedc.2016.10.002.
• El-Shazly, Alaa, 2016, "Structural breaks and monetary dynamics: A time series analysis," Economic Modelling, Elsevier, volume 53, issue C, pages 133-143, DOI: 10.1016/j.econmod.2015.11.019.
• Cross, Jamie & Poon, Aubrey, 2016, "Forecasting structural change and fat-tailed events in Australian macroeconomic variables," Economic Modelling, Elsevier, volume 58, issue C, pages 34-51, DOI: 10.1016/j.econmod.2016.04.021.
• Chatterjee, Ujjal K., 2016, "Do stock market trading activities forecast recessions?," Economic Modelling, Elsevier, volume 59, issue C, pages 370-386, DOI: 10.1016/j.econmod.2016.08.007.
• Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016, "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, volume 59, issue C, pages 546-569, DOI: 10.1016/j.econmod.2016.08.013.