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

2016

• Amador-Torres, Juan S. & Gomez-Gonzalez, Jose Eduardo & Ojeda-Joya, Jair N. & Jaulin-Mendez, Oscar F. & Tenjo-Galarza, Fernando, 2016, "Mind the gap: Computing finance-neutral output gaps in Latin-American economies," Economic Systems, Elsevier, volume 40, issue 3, pages 444-452, DOI: 10.1016/j.ecosys.2015.09.007.
• Michelis, Andrea De & Iacoviello, Matteo, 2016, "Raising an inflation target: The Japanese experience with Abenomics," European Economic Review, Elsevier, volume 88, issue C, pages 67-87, DOI: 10.1016/j.euroecorev.2016.02.021.
• Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong, 2016, "Can credit spreads help predict a yield curve?," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 39-61, DOI: 10.1016/j.jimonfin.2016.02.003.
• Sinha, Arunima, 2016, "Monetary policy uncertainty and investor expectations," Journal of Macroeconomics, Elsevier, volume 47, issue PB, pages 188-199, DOI: 10.1016/j.jmacro.2015.12.001.
• Stock, J.H. & Watson, M.W., 2016, "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.002.
• Löchel, H. & Packham, N. & Walisch, F., 2016, "Determinants of the onshore and offshore Chinese government yield curves," Pacific-Basin Finance Journal, Elsevier, volume 36, issue C, pages 77-93, DOI: 10.1016/j.pacfin.2015.11.001.
• Prayudhi Azwar & Rod Tyers, 2016, "Post-GFC External Shocks and Indonesian Economic Performance," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-58, Sep.
• Byrne, JP & Cao, S & Korobilis, D, 2016, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18195, Aug.
• Karim Triki, 2016, "Expenditure-based Consolidation: Experiences and Outcomes – Workshop proceedings," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 026, Mar.
• Matej Opatrny, 2016, "Quantifying the Effects of the CNB's Exchange Rate Commitment: A Synthetic Control Method Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/17, Aug, revised Aug 2016.
• Kevin X. D. Huang & Guoqiang Tian, 2016, "China's Macroeconomic Outlook and Risk Assessment: Counterfactual Analysis, Policy Simulation, and Long-Term Governance¡ªA Summary of Annual Report (2015¨C2016)," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 11, issue 2, pages 173-191, June.
• Robert Barro, 2016, "China¡¯s Growth Prospects," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 11, issue 2, pages 192-195, June.
• Benjamin K. Johannsen & Elmar Mertens, 2016, "A Time Series Model of Interest Rates With the Effective Lower Bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-033, Apr, DOI: 10.17016/FEDS.2016.033.
• Andrea De Michelis & Matteo Iacoviello, 2016, "Raising an Inflation Target : The Japanese Experience with Abenomics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1168, May, DOI: 10.17016/IFDP.2016.1168.
• Karolina Tura-Gawron, 2016, "Credibility Of Central Banks Inflation Forecasts," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 37, Feb.
• Shubhasis Dey, 2016, "Gold in Monetary Transmission - Some Evidence of Nonlinearities," Working papers, Indian Institute of Management Kozhikode, number 202, Jun.
• Carlo Altavilla & Domenico Giannone & Michele Lenza, 2016, "The Financial and Macroeconomic Effects of the OMT Announcements," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 3, pages 29-57, September.
• Rossen Anja, 2016, "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, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Rossen Anja, 2016, "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, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Rossen Anja, 2016, "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, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Fariba Karimi & Matthias Raddant, 2016, "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 1, pages 49-66, January, DOI: 10.1007/s10614-014-9478-z.
• William A. Barnett & Biyan Tang, 2016, "Chinese Divisia Monetary Index and GDP Nowcasting," Open Economies Review, Springer, volume 27, issue 5, pages 825-849, November, DOI: 10.1007/s11079-016-9406-z.
• Shahid IQBAL & Maqbool H. SIAL, 2016, "Projections of Inflation Dynamics for Pakistan: GMDH Approach," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 3, pages 536-559, September.
• Tibor Hledik & Sultanija Bojceva-Terzijan & Biljana Jovanovic & Rilind Kabashi, 2016, "Overview of the Macedonian Policy Analysis Model (MAKPAM)," Working Papers, National Bank of the Republic of North Macedonia, number 2016-04, Sep.
• Stijn Ferrari & Mara Pirovano, 2016, "Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises," Working Paper Research, National Bank of Belgium, number 297, May.
• Koen Breemersch, 2016, "Competition and product mix adjustment of multi-product exporters : Evidence from Belgium," Working Paper Research, National Bank of Belgium, number 298, Jun.
• Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016, "Is Poland at risk of the zero lower bound?," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 3, pages 195-226.
• Turuntseva, M. & Zyamalov, V., 2016, "Stock Markets under the Changing Terms of Trade," Journal of the New Economic Association, New Economic Association, volume 31, issue 3, pages 93-109.
• Jagjit Chadha & Young-Kwan Kang, 2016, "Finance and Credit in a Model of Monetary Policy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 471, Oct.
• Jagjit Chadha, 2016, "The New Art of Central Banking," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 472, Oct.
• Arpad Abraham & Eva Carceles-Poveda & Yan Liu & Ramon Marimon, 2016, "On the optimal design of a Financial Stability Fund," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 16-05.
• E. Philip Davis & Simon Kirby & James Warren, 2016, "The Estimation of Financial Conditions Indices for the Major OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 1335, Nov, DOI: 10.1787/5jlnb5b1zw9x-en.
• Maria Mirabela Florea Ianc & Loredana Ciurlău, 2016, "The Price Stability-Important Lever within the Economy," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 498-501, February.
• Ismael, Mohanad & Sadeq, Tareq, 2016, "Does Phillips Exist in Palestine? An Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 70245, Mar.
• Hännikäinen, Jari, 2016, "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 70489, Apr.
• Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask," MPRA Paper, University Library of Munich, Germany, number 71946, revised 2016.
• Jiménez Polanco, Miguel A. & Ramírez de León, Francisco A., 2016, "Un Indicador de Condiciones Financieras para la República Dominicana
  [A Financial Condition Index for the Dominican Republic]," MPRA Paper, University Library of Munich, Germany, number 75859, Dec.
• Barrera Chaupis, Carlos, 2016, "Expectations' Dispersion & Convergence towards Central Banks' IR forecasts: Chile, Colombia, Mexico, Peru & United Kingdom, 2004-2014," MPRA Paper, University Library of Munich, Germany, number 85410, Jul, revised 12 Dec 2016.
• Skrypnik, Dmitriy, 2016, "A Macroeconomic Model of the Russian Economy," MPRA Paper, University Library of Munich, Germany, number 93506, Sep.
• Mansur, Alfan, 2016, "Kebijakan Moneter dan Volatilitas Pasar Keuangan
  [Monetary Policy and the Financial Market's Volatility]," MPRA Paper, University Library of Munich, Germany, number 93880, May, revised 15 Sep 2016.
• Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016, "The Term Premium as a Leading Macroeconomic Indicator," Working Papers, University of Pretoria, Department of Economics, number 201613, Feb.
• Sergey Ivashchenko & Rangan Gupta, 2016, "Near-Rational Expectations: How Far are Surveys from Rationality?," Working Papers, University of Pretoria, Department of Economics, number 201655, Jul.
• Sergey Ivashchenko & Rangan Gupta, 2016, "Forecasting using a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201659, Aug.
• Jana Juriová, 2016, "Money Market Equilibrium in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 3, pages 321-334, DOI: 10.18267/j.pep.564.
• Claudio Borio & Piti Disyatat, 2016, "Capital Flows and the Current Account: Taking Financing (More) Seriously," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 14, Jan.
• Fausto Vieira & Fernando Chague & Marcelo Fernandes, 2016, "Forecasting the Brazilian Yield Curve Using Forward-Looking Variables," Working Papers, Queen Mary University of London, School of Economics and Finance, number 799, Aug.
• Shuping Shi & Stan Hurn & Peter C B Phillips, 2016, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," NCER Working Paper Series, National Centre for Econometric Research, number 113, Aug.
• Castillo, Paul & Montoya, Jimena & Quineche, Ricardo, 2016, "From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis," Working Papers, Banco Central de Reserva del Perú, number 2016-003, Apr.
• Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 44, pages 5-24.
• Rolando Caballero Martínez & Benigno Caballero Claure, 2016, "Estimación de la volatilidad del tipo de cambio en México y Brasil. Un enfoque con modelos Markov Switching Garch," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 25, pages 127-170.
• Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela, 2016, "Is Poland at risk of the zero lower bound?," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-013, Jul.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary, 2016, "Monetary Policy in the Japanese Economy Incorporating Energy Prices," ADB Institute Series on Development Economics, Springer, chapter 0, in: Naoyuki Yoshino & Farhad Taghizadeh-Hesary, "Monetary Policy and the Oil Market", DOI: 10.1007/978-4-431-55797-5_6.
• Efrem Castelnuovo, 2016, "Monetary policy shocks and Cholesky VARs: an assessment for the Euro area," Empirical Economics, Springer, volume 50, issue 2, pages 383-414, March, DOI: 10.1007/s00181-015-0930-2.
• Sagi Akron, 2016, "Business cycles and the expectations of short-term central bank rates in light of Construal Level Theory," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 6, issue 2, pages 171-187, August, DOI: 10.1007/s40821-016-0043-7.
• Kaushik Bhattacharya & Sunny Kumar Singh, 2016, "Impact of Payment Technology on Seasonality of Currency in Circulation: Evidence from the USA and India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 1, pages 117-136, June, DOI: 10.1007/s40953-015-0024-1.
• Tim de Vries & Jakob de Haan, 2016, "Credit ratings and bond spreads of the GIIPS," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 2, pages 107-111, February, DOI: 10.1080/13504851.2015.1054063.
• Maria Lucia Florez-Jimenez & Julian A. Parra-Polania, 2016, "Forward guidance with an escape clause: when half a promise is better than a full one," Applied Economics, Taylor & Francis Journals, volume 48, issue 15, pages 1372-1381, March, DOI: 10.1080/00036846.2015.1100256.
• Adusei Jumah & Robert M. Kunst, 2016, "Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging," Applied Economics, Taylor & Francis Journals, volume 48, issue 45, pages 4366-4378, September, DOI: 10.1080/00036846.2016.1158915.
• Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2016, "Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 2, pages 232-256, February, DOI: 10.1080/07474938.2013.833809.
• Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan, 2016, "Stochastic Model Specification Search for Time-Varying Parameter VARs," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1638-1665, December, DOI: 10.1080/07474938.2015.1092808.
• Jari Hännikäinen, 2016, "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1603, Apr.
• Triepels, Ron & Daniels, Hennie, 2016, "A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-037.
• Tobias Kranz, 2016, "Persistent Stochastic Shocks in a New Keynesian Model with Uncertainty," Research Papers in Economics, University of Trier, Department of Economics, number 2016-05.
• Douyoung Lee, 2016, "A Reevaluation of Financial Variables' Predictive Content for the U.S. Economy," Working Papers, Texas A&M University, Department of Economics, number 20161029-001, Oct.
• 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," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/231232.
• Kavita Sirichand & Stephen G. Hall, 2016, "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 2, pages 93-112, March.
• Benchimol, Jonathan, 2016, "Money and monetary policy in Israel during the last decade," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 38, issue 1, pages 103-124.
• Böing, Tobias & Stadtmann, Georg, 2016, "Money growth and aggregate stock returns," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 390.
• Bletzinger, Tilman & Wieland, Volker, 2016, "Forward guidance and "lower for longer": The case of the ECB," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 102.

2015

• Jonas Nygaard Eriksen, 2015, "Expected Business Conditions and Bond Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-44, Sep.
• Hyeongwoo Kim & Wen Shi, 2015, "Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-04, Apr.
• Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & Perea, Maite de Sola, 2015, "A macro-financial analysis of the euro area sovereign bond market," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015009, Jan.
• Petar Peshev, 2015, "Modelling the demand and supply of loans in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 52-69,70-85.
• Lana Embree & Varya Taylor, 2015, "Examining Full Collateral Coverage in Canada’s Large Value Transfer System," Staff Working Papers, Bank of Canada, number 15-29, DOI: 10.34989/swp-2015-29.
• José Mauricio Gil León, 2015, "Relación entre política monetaria y estabilidad financiera: un análisis aplicado para Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 33, issue 77, pages 133-148, June, DOI: 10.1016/j.espe.2015.04.001.
• Martha López, 2015, "Asset price bubbles and monetary policy in a small open economy," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 33, issue 77, pages 93-102, June, DOI: 10.1016/j.espe.2014.11.003.
• Grégory Levieuge, 2015, "Explaining and forecasting bank loans. Good times and crisis," Working papers, Banque de France, number 566.
• Grégory Levieuge, 2015, "the coherence and the predictive content of the French Bank Lending Survey s indicators (in French)," Working papers, Banque de France, number 567.
• Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim, 2015, "Macroeconomic Effects of Banking Sector Losses across Structural Models," BIS Working Papers, Bank for International Settlements, number 507, Jul.
• Claudio Borio & Piti Disyatat, 2015, "Capital flows and the current account: Taking financing (more) seriously," BIS Working Papers, Bank for International Settlements, number 525, Oct.
• Elena Deryugina & Alexey Ponomarenko, 2015, "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps1, Mar.
• Johannes Hermanus Kemp, 2015, "Measuring Potential Output for the South African Economy: Embedding Information About the Financial Cycle," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 4, pages 549-568, December.
• Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015, "Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?," Boston College Working Papers in Economics, Boston College Department of Economics, number 874, Feb, revised 23 Apr 2015.
• Monetary Affairs Department, 2015, "Quantitative and Qualitative Monetary Easing: Assessment of Its Effects in the Two Years since Its Introduction," Bank of Japan Review Series, Bank of Japan, number 15-E-3, May.
• Graham Gudgin & Ken Coutts & Neil Gibson, 2015, "The CBR Macro-Economic Model of the UK Economy (UKMOD)," Working Papers, Centre for Business Research, University of Cambridge, number wp472, Sep.
• Michael D. Bauer & James D. Hamilton, 2015, "Robust Bond Risk Premia," CESifo Working Paper Series, CESifo, number 5541.
• Carlos Medel, 2015, "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 769, Sep.
• Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2015, "Evaluating a Structural Model Forecast: Decomposition Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/12, Dec.
• Jan Bruha, 2015, "Dynamics of Linear Forward-looking Structural Macroeconomic Models at the Zero Lower Bound: Do Solution Techniques Matter?," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/13, Dec.
• Gustavo Nicol√°s P√°ez, 2015, "Prediciendo decisiones de agentes econ√≥micos: ¬øC√≥mo determina el Banco de la Rep√∫blica de Colombia la tasa de inter√©s?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 12567, Feb.
• Martha López, 2015, "Asset price bubbles and monetary policy in a small open economy," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 33, issue 77, pages 93-102, DOI: 10.1016/j.espe.2014.11.003.
• José Mauricio Gil León, 2015, "Relación entre política monetaria y estabilidad financiera: un análisis aplicado para Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 33, issue 77, pages 133-148, DOI: 10.1016/j.espe.2015.04.001.
• Fernando Uscátegui & Mike Woodcock & Carlos M�ndez, 2015, "An Approach About Monetary Policy Risk Balance In Colombia: A Multivariate Analysis Based On Time Series," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 14168, Dec.
• 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, volume 19, issue 4, pages 836-882, June.
• Chadha, Jagjit S., 2015, "The New Art of Central Banking," National Institute Economic Review, National Institute of Economic and Social Research, volume 234, issue , pages 27-39, November.
• Benjamin Beckers, 2015, "The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1496.
• Michele Lenza, 2015, "The financial and macroeconomic effects of OMT announcements," Research Bulletin, European Central Bank, volume 22, pages 12-16.
• Pincheira Brown, Pablo & Rubio Hurtado, Hernán, 2015, "El escaso poder predictivo de simples curvas de Phillips en Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Pincheira Brown, Pablo & Rubio Hurtado, Hernán, 2015, "The low predictive power of simple Phillips curves in Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-71.
• Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui, 2015, "Estimating the long rate and its volatility," Economics Letters, Elsevier, volume 129, issue C, pages 100-102, DOI: 10.1016/j.econlet.2015.02.022.
• Raviv, Eran, 2015, "Prediction bias correction for dynamic term structure models," Economics Letters, Elsevier, volume 129, issue C, pages 112-115, DOI: 10.1016/j.econlet.2015.01.022.
• Jakubik, Petr & Moinescu, Bogdan, 2015, "Assessing optimal credit growth for an emerging banking system," Economic Systems, Elsevier, volume 39, issue 4, pages 577-591, DOI: 10.1016/j.ecosys.2015.01.004.
• Wan, Jer-Yuh & Kao, Chung-Wei, 2015, "Interactions between oil and financial markets — Do conditions of financial stress matter?," Energy Economics, Elsevier, volume 52, issue PA, pages 160-175, DOI: 10.1016/j.eneco.2015.10.003.
• Chatterjee, Ujjal K., 2015, "Bank liquidity creation and asset market liquidity," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 139-153, DOI: 10.1016/j.jfs.2015.03.006.
• Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite, 2015, "A macro-financial analysis of the euro area sovereign bond market," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 308-325, DOI: 10.1016/j.jbankfin.2014.03.011.
• Fujiwara, Ippei & Nakazono, Yoshiyuki & Ueda, Kozo, 2015, "Policy regime change against chronic deflation? Policy option under a long-term liquidity trap," Journal of the Japanese and International Economies, Elsevier, volume 37, issue C, pages 59-81, DOI: 10.1016/j.jjie.2015.05.005.
• Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2015, "Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 485-503, DOI: 10.1016/j.iref.2015.07.012.
• Chang, Chia-Lin, 2015, "Modelling a latent daily Tourism Financial Conditions Index," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 113-126, DOI: 10.1016/j.iref.2015.02.006.
• Idrisov, Georgy & Kazakova, Maria & Polbin, Andrey, 2015, "A theoretical interpretation of the oil prices impact on economic growth in contemporary Russia," Russian Journal of Economics, Elsevier, volume 1, issue 3, pages 257-272, DOI: 10.1016/j.ruje.2015.12.004.
• Zuidwijk, R.A., 2015, "Are we connected?," ERIM Inaugural Address Series Research in Management, 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., number Reference number ERIM: EI, Nov.
• Pablo M. Pincheira & Carlos A. Medel, 2015, "Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 1, pages 2-29, January.
• Christophe Blot & Jerôme Creel & Bruno Ducoudré & Xavier Timeau, 2015, "Back to fiscal consolidation in Europe and its dual tradeoff : now of later, through spending cuts or tax hikes," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2015-11, Mar.
• Mehmet Pasaogullari, 2015, "Forecasts from Reduced-form Models under the Zero-Lower-Bound Constraint," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1512, Aug, DOI: 10.26509/frbc-wp-201512.
• Ippei Fujiwara & Yoshiyuki Nakazono & Kozo Ueda, 2015, "Policy regime change against chronic deflation? Policy option under a long-term liquidity trap," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 233, Mar, DOI: 10.24149/gwp233.
• Alan Armen & Evan F. Koenig, 2015, "Assessing monetary accommodation: a simple empirical model of monetary policy and its implications for unemployment and inflation," Staff Papers, Federal Reserve Bank of Dallas, issue Dec.
• Michael D. Bauer & James D. Hamilton, 2015, "Robust bond risk premia," Working Paper Series, Federal Reserve Bank of San Francisco, number 2015-15, Sep, DOI: 10.24148/wp2015-15.
• Francisco Covas & John C. Driscoll & Luca Guerrieri & Matteo Iacoviello & Mohammad Jahan-Parvar & Michael T. Kiley & Albert Queraltó & Jae W. Sim, 2015, "Macroeconomic Effects of Banking Sector Losses across Structural Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-44, Jun, DOI: 10.17016/FEDS.2015.044.
• Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015, "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-46, Apr, DOI: 10.17016/FEDS.2015.046r1.
• Brent Bundick, 2015, "Estimating the Monetary Policy Rule Perceived by Forecasters," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 33-49.
• Brent Bundick, 2015, "Estimating the monetary policy rule perceived by forecasters," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-3, December.
• Diana A. Cooke & William T. Gavin, 2015, "Three Scenarios for Interest Rates in the Transition to Normalcy," Review, Federal Reserve Bank of St. Louis, volume 97, issue 1, pages 1-24.
• Christopher J. Waller, 2015, "Microfoundations of Money: Why They Matter," Review, Federal Reserve Bank of St. Louis, volume 97, issue 4, pages 289-301, DOI: 10.20955/r.2015.289-301.
• Clemens J. M. Kool & Daniel L. Thornton, 2015, "How Effective Is Central Bank Forward Guidance?," Review, Federal Reserve Bank of St. Louis, volume 97, issue 4, pages 303-322, DOI: 10.20955/r.2015.303-22.
• Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers, Business School - Economics, University of Glasgow, number 2015_08, Feb.
• Christophe Blot & Jérôme Creel & Bruno Ducoudre & Xavier Timbeau, 2015, "Back to fiscal consolidation in Europe and its dual tradeoff : now or later, through spending cuts or tax hikes ?," Sciences Po Economics Publications (main), HAL, number hal-01143545, Mar.
• Christophe Blot & Jérôme Creel & Bruno Ducoudre & Xavier Timbeau, 2015, "Back to fiscal consolidation in Europe and its dual tradeoff : now or later, through spending cuts or tax hikes ?," Working Papers, HAL, number hal-01143545, Mar.
• Raditya Sukmana & Heri Kuswanto, 2015, "Assessment On The Islamic Banking Market Share Projection By Bank Indonesia And Proposed Methods," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 1, issue 1, pages 107-133, August, DOI: https://doi.org/10.21098/jimf.v1i1..
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• Seth Carpenter & Jane Ihrig & Elizabeth Klee & Daniel Quinn & Alexander Boote, 2015, "The Federal Reserve's Balance Sheet and Earnings: A Primer and Projections," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 2, pages 237-283, March.
• Christine Garnier & Elmar Mertens & Edward Nelson, 2015, "Trend Inflation in Advanced Economies," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 65-136, September.
• Luis Ceballos & Damian Romero, 2015, "The Yield Curve Information under Unconventional Monetary Policies," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 30, issue 2, pages 4-18, October.
• William A. Barnett & Biyan Tang, 2015, "Chinese Divisia Monetary Index and GDP Nowcasting," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201506, Nov, revised Nov 2015.
• ‎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, volume 10, issue 2, pages 113-148, January.
• Kascha, Christian & Trenkler, Carsten, 2015, "Forecasting VARs, model selection, and shrinkage," Working Papers, University of Mannheim, Department of Economics, number 15-07.
• Chugh, Sanjay K., 2015, "Student Solutions Manual to Accompany Modern Macroeconomics," MIT Press Books, The MIT Press, number 9780262528061, edition 1, ISBN: ARRAY(0x697bd4b0), December.
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• Julio Garín & Robert Lester & Eric Sims, 2015, "On the Desirability of Nominal GDP Targeting," NBER Working Papers, National Bureau of Economic Research, Inc, number 21420, Jul.
• Adam Hayes, 2015, "The Decision to Produce Altcoins: Miners' Arbitrage in Cryptocurrency Markets," Working Papers, New School for Social Research, Department of Economics, number 1504, Mar.
• Adam Hayes, 2015, "A Cost of Production Model for Bitcoin," Working Papers, New School for Social Research, Department of Economics, number 1505, Mar.
• Bishnu Prasad Gautam, Ph.D., 2015, "Role of Financial Development in Economic Growth of Nepal: An Empirical Analysis," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 27, issue 1, pages 1-16, April.
• Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015, "Monetary transmission models for bank interest rates," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 101, May.
• Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2015, "Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-018, May, revised 01 May 2015.
• Medel, Carlos, 2015, "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," MPRA Paper, University Library of Munich, Germany, number 62609, Mar.
• Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper, University Library of Munich, Germany, number 63844, Apr.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Digital waves in economics," MPRA Paper, University Library of Munich, Germany, number 64755, Jun.
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• 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, University Library of Munich, Germany, number 65665, Jul.
• Amador-Torres, Juan & Gómez González, Jose & Ojeda-Joya, Jair & Jaulin-Mendez, Oscar & Tenjo-Galarza, Fernando, 2015, "Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies," MPRA Paper, University Library of Munich, Germany, number 66288, Aug.
• Medel, Carlos A., 2015, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper, University Library of Munich, Germany, number 67081, Oct.
• Anton, Roman, 2015, "Monetary Development and Transmission in the Eurosystem," MPRA Paper, University Library of Munich, Germany, number 67323, Oct, revised 08 Oct 2015.
• Barnett, William A. & Tang, Biyan, 2015, "Chinese Divisia monetary index and GDP nowcasting," MPRA Paper, University Library of Munich, Germany, number 67691, Oct.
• Rangan Gupta & Kevin Kotze, 2015, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201531, May.
• Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015, "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers, University of Pretoria, Department of Economics, number 201567, Sep.
• Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
• Claudio Borio & Piti Disyatat & Mikael Juselius, 2015, "Rethinking Potential Output: Embedding Information about the Financial Cycle," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 5, Sep.
• Aleksandra Bezborodova & Yuri Mihalenok, 2015, "Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian)," Quantile, Quantile, issue 13, pages 41-61, May.
• Daniel Rees & Penelope Smith & Jamie Hall, 2015, "A Multi-sector Model of the Australian Economy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2015-07, May.
• Matteo Iacoviello, 2015, "Financial Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 1, pages 140-164, January, DOI: 10.1016/j.red.2014.09.003.
• Takeshi Kobayashi, 2015, "Term Structure of Credit Spreads and the Macroeconomy in Japan : A Global Factor Approach," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204987, Sep.
• Murat Alikhanov & Leon Taylor, 2015, "Real or nominal shock – which one does more to destabilize developing economies? The case of money velocity in Kazakhstan," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2015-06, May, revised May 2015.
• Don Drummond & Evan Capeluck, 2015, "Long-term Fiscal and Economic Projections for Canada and the Provinces and Territories, 2014-2038," CSLS Research Reports, Centre for the Study of Living Standards, number 2015-08, Jul.
• Harun Özkan & M. Yazgan, 2015, "Is forecasting inflation easier under inflation targeting?," Empirical Economics, Springer, volume 48, issue 2, pages 609-626, March, DOI: 10.1007/s00181-013-0793-3.
• Georg Dettmann, 2015, "An asymmetric model on Seigniorage and the dynamics of net foreign assets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 41-55, March, DOI: 10.1007/s12232-014-0214-8.
• Christopher G. Gibbs, 2015, "Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Effciency of Phillips Curve Forecasts of U.S. Inflation," Discussion Papers, School of Economics, The University of New South Wales, number 2015-09, Apr.
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, volume 47, issue 3, pages 207-221, January, DOI: 10.1080/00036846.2014.959707.
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications, School of Economics, University College Dublin, number 10197/7351.
• Lucian-Liviu Albu & Radu Lupu & Adrian Cantemir Calin, 2015, "Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach," ERSA conference papers, European Regional Science Association, number ersa15p685, Oct.
• Niu, Linlin & Xu, Xiu & Chen, Ying, 2015, "An adaptive approach to forecasting three key macroeconomic variables for transitional China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 12/2015.
• Arango, Carlos & Bouhdaoui, Yassine & Bounie, David & Eschelbach, Martina & Hernandez, Lola, 2015, "Cash management and payment choices: a simulation model with international comparisons," Bank of Finland Research Discussion Papers, Bank of Finland, number 22/2015.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015, "Heteroeneous forecasters and nonlinear expectation formation in US stock market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 29.