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

2015

• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015, "Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey," Kiel Working Papers, Kiel Institute for the World Economy, number 1947 [rev.].
• Niu, Linlin & Xu, Xiu & Chen, Ying, 2015, "An adaptive approach to forecasting three key macroeconomic variables for transitional China," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-023.

2014

• Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2014, "Information in the yield curve: A macro-finance approach," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014007, Jan.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," Papers, arXiv.org, number 1404.3347, Apr.
• Victor Yotzov, 2014, "Prognostic Power of Early Warning Signals for Financial Crises – Theoretical Approaches and Empirical Results," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-38.
• Maxime Leboeuf & Louis Morel, 2014, "Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions," Discussion Papers, Bank of Canada, number 14-3, DOI: 10.34989/sdp-2014-3.
• Bruno Feunou & Jean-Sébastien Fontaine, 2014, "Bond Risk Premia and Gaussian Term Structure Models," Staff Working Papers, Bank of Canada, number 14-13, DOI: 10.34989/swp-2014-13.
• Ian Christensen & Fuchun Li, 2014, "Predicting Financial Stress Events: A Signal Extraction Approach," Staff Working Papers, Bank of Canada, number 14-37, DOI: 10.34989/swp-2014-37.
• Carlos Arango & Yassine Bouhdaouiz & David Bounie & Martina Eschelbach & Lola Hernández, 2014, "Cash Management and Payment Choices: A Simulation Model with International Comparisons," Borradores de Economia, Banco de la Republica de Colombia, number 804, Jan, DOI: 10.32468/be.804.
• Maria Lucia Florez-Jimenez & Julian A. Parra-Polania, 2014, "Forward guidance with an escape clause: When half a promise is better than a full one," Borradores de Economia, Banco de la Republica de Colombia, number 811, Mar, DOI: 10.32468/be.811.
• Martha López, 2014, "Asset Price Bubbles and Monetary Policy in a Small Open Economy," Borradores de Economia, Banco de la Republica de Colombia, number 837, Aug, DOI: 10.32468/be.837.
• Branko Urosevic & Nikola Grga, 2014, "Application Of Dynamic Stochastic General Equilibrium Models To The Case Of The Serbian Economy," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 59, issue 201, pages 35-68, April – J.
• Jean-Paul Renne, 2014, "Fixed-Income Pricing in a Non-Linear Interest-Rate Model," Working papers, Banque de France, number 517.
• Azamat Abdymomunov & Kyu Ho Kang & Ki Jeong Kim, 2014, "Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks," Working Papers, Economic Research Institute, Bank of Korea, number 2014-19, Jul.
• Bursian Dirk & Roth Markus, 2014, "Optimal policy and Taylor rule cross-checking under parameter uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, volume 14, issue 1, pages 301-324, January, DOI: 10.1515/bejm-2012-0127.
• Fabio Musso, 2014, "Editorial," The International Journal of Economic Behavior - IJEB, Faculty of Business and Administration, University of Bucharest, volume 4, issue 1, pages 1-2.
• Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudré & Danielle Schweisguth & Xavier Timbeau, 2014, "Fiscal Consolidation, Public Debt and Output Dynamics in the Euro Area: lessons from a simple model with time-varying fiscal multipliers," Revue d'économie politique, Dalloz, volume 124, issue 6, pages 953-989.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014, "A Tourism Conditions Index," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/03, Jan.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014, "A Tourism Financial Conditions Index," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/13, May.
• Damián Romero & Luis Ceballos, 2014, "The Yield Curve Information Under Unconventional Monetary Policies," Working Papers Central Bank of Chile, Central Bank of Chile, number 732, Jul.
• Behrooz Gharleghi & Abu Hassan Shaari & Najla Shafighi, 2014, "Predicting exchange rates using a novel “cointegration based neuro-fuzzy system”," International Economics, CEPII research center, issue 137, pages 88-103.
• Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2014, "Evaluating a Structural Model Forecast: Decomposition Approach," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2014/02, Aug.
• Carlos Arango & Yassine Bouhdaoui & David Bounie & Martina Eschelbach, 2014, "Cash Management and Payment Choices: A Simulation Model with International Comparisons," Borradores de Economia, Banco de la Republica, number 11124, Jan.
• Maria Lucia Florez-Jimenez & Julian A. Parra-Polania, 2014, "Forward guidance with an escape clause: When half a promise is better than a full one," Borradores de Economia, Banco de la Republica, number 11143, Mar.
• Martha L�pez, 2014, "Asset Price Bubbles and Monetary Policy in a Small Open Economy," Borradores de Economia, Banco de la Republica, number 12023, Aug.
• Peter Dixon & Maureen Rimmer & Louise Roos, 2014, "Adding financial flows to a CGE model of PNG," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-242, Feb.
• Giannone, Domenico & Lenza, Michele & Altavilla, Carlo, 2014, "The Financial and Macroeconomic Effects of OMT Announcements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10025, Jun.
• Kozo Ueda & Yoshiyuki Nakazono & Ippei Fujiwara, 2014, "Policy Regime Change against Chronic Deflation? Policy option under long-term liquidity trap," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1402.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary, 2014, "Effectiveness of the Easing of Monetary Policy in the Japanese Economy, Incorporating Energy Prices," Finance Working Papers, East Asian Bureau of Economic Research, number 24520, Nov.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary, 2014, "Effectiveness of the Easing of Monetary Policy in the Japanese Economy, Incorporating Energy Prices," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 24520, Nov.
• Carlo Altavilla & Domenico Giannone & Michèle Lenza, 2014, "The Financial and Macroeconomic Effects of OMT Announcements," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-31, Jun.
• Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014, "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-34, Aug.
• Giannone, Domenico & Altavilla, Carlo & Lenza, Michele, 2014, "The financial and macroeconomic effects of OMT announcements," Working Paper Series, European Central Bank, number 1707, Aug.
• Harun UCAK & Ilhan OZTURK & Alper ASLAN, 2014, "An Examination of Fisher Effect for Selected New EU Member States," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 956-959.
• Danciulescu, Cristina, 2014, "Macroeconomic equilibrium and welfare under simple monetary and switching fiscal policy rules," Economic Modelling, Elsevier, volume 36, issue C, pages 58-68, DOI: 10.1016/j.econmod.2013.08.044.
• Liu, Chunping & Minford, Patrick, 2014, "Comparing behavioural and rational expectations for the US post-war economy," Economic Modelling, Elsevier, volume 43, issue C, pages 407-415, DOI: 10.1016/j.econmod.2014.09.013.
• Pierdzioch, Christian & Rülke, Jan-Christoph, 2014, "Central banks’ interest rate projections and forecast coordination," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 130-137, DOI: 10.1016/j.najef.2014.02.006.
• Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y., 2014, "An asymptotic analysis of likelihood-based diffusion model selection using high frequency data," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 539-557, DOI: 10.1016/j.jeconom.2013.08.036.
• Chen, Ying & Niu, Linlin, 2014, "Adaptive dynamic Nelson–Siegel term structure model with applications," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 98-115, DOI: 10.1016/j.jeconom.2014.02.009.
• Gouriéroux, C. & Monfort, A. & Renne, J.P., 2014, "Pricing default events: Surprise, exogeneity and contagion," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 397-411, DOI: 10.1016/j.jeconom.2014.05.005.
• Sizova, Natalia, 2014, "A frequency-domain alternative to long-horizon regressions with application to return predictability," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 261-272, DOI: 10.1016/j.jempfin.2014.03.002.
• Møller, Stig V., 2014, "GDP growth and the yield curvature," Finance Research Letters, Elsevier, volume 11, issue 1, pages 1-7, DOI: 10.1016/j.frl.2013.05.002.
• Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2014, "Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 129-143, DOI: 10.1016/j.ijforecast.2013.06.002.
• Chadha, Jagjit S. & Waters, Alex, 2014, "Applying a macro-finance yield curve to UK quantitative Easing," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 68-86, DOI: 10.1016/j.jbankfin.2013.11.008.
• Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2014, "The risk of financial intermediaries," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 1-12, DOI: 10.1016/j.jbankfin.2014.03.024.
• Abdymomunov, Azamat & Gerlach, Jeffrey, 2014, "Stress testing interest rate risk exposure," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 287-301, DOI: 10.1016/j.jbankfin.2014.08.013.
• Kuosmanen, Petri & Vataja, Juuso, 2014, "Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis," Review of Financial Economics, Elsevier, volume 23, issue 2, pages 90-97, DOI: 10.1016/j.rfe.2013.10.002.
• Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014, "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-23, Mar.
• Miguel Belmonte & Gary Koop, 2014, "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034004.
• Petri Kuosmanen & Juuso Vataja, 2014, "Predicting Economic Activity with Financial Market Data in a Small Open Economy: Revisiting Stylized Facts During Economic Turbulence," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Analysis and International Finance", DOI: 10.1108/S1571-038620140000023008.
• Chang, C-L. & Hsu, H-K. & McAleer, M.J., 2014, "A Tourism Conditions Index," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-04, Jan.
• Chang, C-L. & Hsu, H-K. & McAleer, M.J., 2014, "A Tourism Financial Conditions Index," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-11, May.
• Ippei FUJIWARA & Yoshiyuki NAKAZONO & Kozo UEDA, 2014, "Policy Regime Change against Chronic Deflation? Policy option under a long-term liquidity trap," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 14019, Apr.
• Sergey Ivashchenko, 2014, "Forecasting in a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2014/02, May.
• Sergey Ivashchenko, 2014, "Near-Rational Expectations: How Far Are Surveys from Rationality?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2014/06, Dec.
• Hamid Baghestani & Liliana Danila, 2014, "Interest Rate and Exchange Rate Forecasting in the Czech Republic: Do Analysts Know Better than a Random Walk?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 4, pages 282-295, September.
• Christophe Blot & Marion Cochard & Bruno Ducoudré & Danielle Schweisguth & Xavier Timbeau & Jérôme Creel, 2014, "Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2014-14, Jul.
• Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2014, "The zero lower bound and endogenous uncertainty," Working Papers, Federal Reserve Bank of Dallas, number 1405, May, DOI: 10.24149/wp1405.
• Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014, "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-52, Jun.
• Matteo Iacoviello, 2014, "Financial Business Cycles," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1116, Aug.
• Stefania D'Amico & Athanasios Orphanides, 2014, "Inflation Uncertainty and Disagreement in Bond Risk Premia," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-24, Jan.
• Christopher J. Neely, 2014, "How Persistent Are Unconventional Monetary Policy Effects?," Working Papers, Federal Reserve Bank of St. Louis, number 2014-004, Feb, revised 15 Apr 2022, DOI: 10.20955/wp.2014.004.
• Diana A. Cooke & William T. Gavin, 2014, "Three Scenarios for Interest Rates in the Transition to Normalcy," Working Papers, Federal Reserve Bank of St. Louis, number 2014-27, Oct, DOI: 10.20955/wp.2014.027.
• Dean Croushore & Keith Sill, 2014, "Analyzing data revisions with a dynamic stochastic general equilibrium model," Working Papers, Federal Reserve Bank of Philadelphia, number 14-29, Sep.
• Andrei Polbin & Sergey Drobyshevsky, 2014, "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00978145, Apr.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01018490, Apr.
• Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014, "Fiscal Consolidation, Public Debt and Output Dynamics in the Euro Area: lessons from a simple model with time-varying fiscal multipliers," Post-Print, HAL, number hal-03429902, Nov, DOI: 10.3917/redp.246.0953.
• Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014, "Is There an Alternative Strategy for Reducing Public Debt by 2032?," Post-Print, HAL, number hal-03460660, DOI: 10.2298/PAN1401021H.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," Post-Print, HAL, number halshs-01018490, Apr.
• Christophe Blot & Marion Cochard & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau & Jérôme Creel, 2014, "Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers," Sciences Po Economics Publications (main), HAL, number hal-01052440, Jul.
• Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014, "Fiscal Consolidation, Public Debt and Output Dynamics in the Euro Area: lessons from a simple model with time-varying fiscal multipliers," Sciences Po Economics Publications (main), HAL, number hal-03429902, Nov, DOI: 10.3917/redp.246.0953.
• Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014, "Is There an Alternative Strategy for Reducing Public Debt by 2032?," Sciences Po Economics Publications (main), HAL, number hal-03460660, DOI: 10.2298/PAN1401021H.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," Working Papers, HAL, number hal-00978145, Apr.
• Christophe Blot & Marion Cochard & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau & Jérôme Creel, 2014, "Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers," Working Papers, HAL, number hal-01052440, Jul.
• Rafael Ravnik, 2014, "Short-Term Forecasting of GDP under Structural Changes," Working Papers, The Croatian National Bank, Croatia, number 40, Jun.
• Jorge A. Restrepo M & Santiago Medina H, 2014, "Operational Risk Estimation Uncertainty On Environment: A Case Study, Estimacion Del Riesgo Operativo Bajo Ambiente De Incertidumbre: Estudio De Caso," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 7, pages 39-54.
• Chan R. Mang, 2014, "Uncertain Risk and Return in Bond Markets, I," 2014 Papers, Job Market Papers, number pma1706, Dec.
• Clemens J. M. Kool Author-Name-First Clemens J. M. & Daniel L. Thornton Author-Name-First Daniel L., 2014, "How Effective Is Central Bank Forward Guidance?," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1405.
• Bernd Hayo & Britta Niehof, 2014, "Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201421.
• Bernd Hayo & Britta Niehof, 2014, "Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201455.
• Britta Niehof, 2014, "Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201458.
• Ádám Banai & Zsuzsanna Hosszú & Gyöngyi Körmendi & Bence Mérõ, 2014, "Impact of base rate cuts on bank profitability," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 9, issue 2, pages 18-22, July.
• Ádám Banai & Zsuzsanna Hosszú & Gyöngyi Körmendi & Sándor Sóvágó & Róbert Szegedi, 2014, "Stress testing at the Magyar Nemzeti Bank," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2014/109.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14034, Apr.
• Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014, "Information in the yield curve: A Macro-Finance approach," Working Paper Research, National Bank of Belgium, number 254, Mar.
• Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea, 2014, "A macro-financial analysis of the euro area sovereign bond market," Working Paper Research, National Bank of Belgium, number 259, Jun.
• Adam Hayes, 2014, "What Factors Give Cryptocurrencies Their Value: An Empirical Analysis," Working Papers, New School for Social Research, Department of Economics, number 1406, Dec, revised Mar 2015.
• Ventsislav Hristev, 2014, "Bank Stress-Testing Lessons from Central, Eastern and Southeastern European Countries," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 92-109, December.
• Dominik Bernhofer & Octavio Fernández-Amador & Martin Gächter & Friedrich Sindermann, 2014, "Finance, Potential Output and the Business Cycle: Empirical Evidence from Selected Advanced and CESEE Economies," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 52-75.
• Chang, Chia-Lin, 2014, "Modelling a Latent Daily Tourism Financial Conditions Index," MPRA Paper, University Library of Munich, Germany, number 54887, Mar.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," MPRA Paper, University Library of Munich, Germany, number 55282, Apr.
• Yondonjamts, Batsukh & Nyamdash, Batsaikhan, 2014, "Optimization issues of sectoral outputs in economic output," MPRA Paper, University Library of Munich, Germany, number 55669, Apr.
• Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C., 2014, "Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model," MPRA Paper, University Library of Munich, Germany, number 55861.
• Ifrim, Adrian, 2014, "Estimation of the Basic New Keynesian Model for the Economy of Romania," MPRA Paper, University Library of Munich, Germany, number 57479.
• Martin Mandel & Vladimír Tomšík, 2014, "Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 1, pages 3-23, DOI: 10.18267/j.pep.470.
• Josef Arlt & Martin Mandel, 2014, "The Reaction Function of Three Central Banks of Visegrad Group," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 3, pages 269-289, DOI: 10.18267/j.pep.484.
• Matteo Iacoviello, 2014, "Code and data files for "Financial Business Cycles"," Computer Codes, Review of Economic Dynamics, number 14-27, revised .
• Eric Eisenstat & Joshua C.C. Chan & Rodney Strachan, 2014, "Stochastic Model Specification Search for Time-Varying Parameter VARs," Working Paper series, Rimini Centre for Economic Analysis, number 44_14, Dec.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary, 2014, "Effectiveness of the Easing of Monetary Policy in the Japanese Economy, Incorporating Energy Prices," ADBI Working Papers, Asian Development Bank Institute, number 503, Nov.
• Andrey Polbin, 2014, "Econometric estimation of a structural macroeconomic model for the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 33, issue 1, pages 3-29.
• Carlo Altavilla & Domenico Giannone & Michele Lenza, 2014, "The Financial and Macroeconomic Effects of the OMT Announcements," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 352, Jan.
• Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014, "Low Frequency Effects of Macroeconomic News on Government Bond Yields," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 372, Aug.
• Piotr Wdowiński, 2014, "Makroekonomiczne czynniki ryzyka kredytowego w sektorze bankowym w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 55-77.
• Arif Dar & Amaresh Samantaraya & Firdous Shah, 2014, "The predictive power of yield spread: evidence from wavelet analysis," Empirical Economics, Springer, volume 46, issue 3, pages 887-901, May, DOI: 10.1007/s00181-013-0705-6.
• Diego Winkelried, 2014, "Exchange rate pass-through and inflation targeting in Peru," Empirical Economics, Springer, volume 46, issue 4, pages 1181-1196, June, DOI: 10.1007/s00181-013-0715-4.
• Jan Klacso, 2014, "Macro Stress Testing Framework at the National Bank of Slovakia," Working and Discussion Papers, Research Department, National Bank of Slovakia, number PP 1/2014, Oct.
• Harri Kemp, 2014, "Measuring potential output for the South African economy: Embedding information about the financial cycle," Working Papers, Stellenbosch University, Department of Economics, number 03/2014.
• Meredith Beechey & P�r Österholm, 2014, "Policy interest-rate expectations in Sweden: a forecast evaluation," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 14, pages 984-991, September, DOI: 10.1080/13504851.2014.904480.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014, "A Tourism Conditions Index," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-007/III, Jan.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014, "A Tourism Financial Conditions Index," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-060/III, May.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014, "A Tourism Conditions Index," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-01, Jan.
• Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer, 2014, "A Tourism Financial Conditions Index," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-20, Jan, revised May 2014.
• Jagjit S. Chadha & Alex Waters, 2014, "Applying a Macro-Finance Yield Curve to UK Quantitative Easing," Studies in Economics, School of Economics, University of Kent, number 1418, Dec.
• Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudré & Danielle Schweisguth & Xavier Timbeau, 2014, "Is There an Alternative Strategy for Reducing Public Debt by 2032?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 1, pages 39-57.
• Florian Huber, 2014, "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp179, Jul.
• Huber, Florian, 2014, "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 179, Jul.
• Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014, "Information In The Yield Curve: A Macro‐Finance Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 42-64, January, DOI: 10.1002/jae.2305.
• Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014, "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 80-94, January.
• Grégory Levieuge & Yannick Lucotte, 2014, "A Simple Empirical Measure of Central Banks' Conservatism," Southern Economic Journal, John Wiley & Sons, volume 81, issue 2, pages 409-434, October, DOI: 10.4284/0038-4038-2012.113.
• Deryugina, Elena & Ponomarenko, Alexey, 2014, "A large Bayesian vector autoregression model for Russia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 22/2014.
• Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2014, "The risk of financial intermediaries," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2014.
• Arango, Carlos & Bouhdaoui, Yassine & Bounie, David & Eschelbach, Martina & Hernández, Lola, 2014, "Cash management and payment choices: A simulation model with international comparisons," Discussion Papers, Deutsche Bundesbank, number 04/2014.
• Kohn, Wolfgang, 2014, "Stop Waiting Problem: Decision Rule with Ψ function and Application with Share Prices," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 93096, Mar.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "Stability and Identification with Optimal Macroprudential Policy Rules," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 95979, Apr.
• Kohn, Wolfgang, 2014, "Last Success Problem: Decision Rule and Application," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 97215.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014, "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 11.
• Hughes Hallett, Andrew & Rannenberg, Ansgar & Schreiber, Sven, 2014, "New Keynesian versus old Keynesian government spending multipliers: A comment," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/6.
• Pirschel, Inske & Wolters, Maik H., 2014, "Forecasting German key macroeconomic variables using large dataset methods," Kiel Working Papers, Kiel Institute for the World Economy, number 1925.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014, "Heterogeneous forecasters and nonlinear expectation formation in the US stock market," Kiel Working Papers, Kiel Institute for the World Economy, number 1947.
• Herwartz, Helmut & Plödt, Martin, 2014, "Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100326.
• Pirschel, Inske & Wolters, Maik, 2014, "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100587.
• Wei-Bin Zhang, 2014, "A Study of the Role of Government in Income and Wealth Distribution by Integrating the Walrasian General Equilibrium and Neoclassical Growth Theories," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 12, issue 1, pages 28-45.

2013

• Augustine Addo & Fidelis Sunzuoye, 2013, "The Impact of Treasury Bill Rate and Interest Rate On The Stock Market Returns: Case Of Ghana Stock Exchange," European Journal of Business and Economics, Central Bohemia University, volume 8, issue 2, pages 3781:8-3781, July, DOI: 10.12955/ejbe.v8i2.378.
• Iurie SPIVACENCO, 2013, "Decision Model For Managing Cash Flows Of Food Industry Enterprisesin The Republic Of Moldova," Economy and Sociology, The Journal Economy and Sociology, issue 4, pages 187-191.
• Rafael Cavalcanti de Araújo & Daniel Oliveira Cajueiro, 2013, "Combining term structure of interest rate forecasts: The Brazilian case," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 2, pages 102-121.
• PIROVANO, Mara, 2013, "Household and firm leverage, capital flows and monetary policy in a small open economy," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2013014, Aug.
• Carlos Arango & Yassine Bouhdaoui & David Bounie & Martina Eschelbach & Lola Hernández, 2013, "Cash Management and Payment Choices: A Simulation Model with International Comparisons," Staff Working Papers, Bank of Canada, number 13-53, DOI: 10.34989/swp-2013-53.
• Christian Gouri roux & Alain Monfort & Jean-Paul Renne, 2013, "Pricing Default Events: Surprise, Exogeneity and Contagion," Working papers, Banque de France, number 455.
• Claudio Borio & Frank Piti Disyatat & Mikael Juselius, 2013, "Rethinking potential output: Embedding information about the financial cycle," BIS Working Papers, Bank for International Settlements, number 404, Feb.
• Kyungsoo Cha & Sangyeon Hwang, 2013, "A Study on the Interaction between House Prices and the Real Economy in Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 19, issue 4, pages 1-45, December.
• Mishra Ankita, 2013, "Pre-conditions for Inflation Targeting in an Emerging Economy: The Case of India," Global Economy Journal, De Gruyter, volume 13, issue 1, pages 89-108, January, DOI: 10.1515/gej-2012-0014.
• Schultefrankenfeld Guido, 2013, "Forecast uncertainty and the Bank of England’s interest rate decisions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 1, pages 1-20, February, DOI: 10.1515/snde-2012-0045.
• Somsajee Siksamat & Saovanee Chantapong & Noppadol Buranathanung & Sukti Dasgupta & Ruttiya Bhula-or & Daungporn Rodpengsangkaha & Konwit Tunsri & Porngiad Yungyeen & Amonrat Jumnong & Siriporn Siripa, 2013, "Thai labour market and its roles in strengthening the Thai Economy," Working Papers, Monetary Policy Group, Bank of Thailand, number 2013-01, Sep.
• Nakarin Amarase & Tosapol Apaitan & Kiatipong Ariyapruchya, 2013, "Thailand's Quest for Economic Growth: From Factor Accumulation to Creative Destruction," Working Papers, Monetary Policy Group, Bank of Thailand, number 2013-02, Sep.
• Yassine Bouhdaoui & David Bounie, 2013, "Distribution des transactions en espèces et efficacité des paiements en euros," Revue économique, Presses de Sciences-Po, volume 64, issue 4, pages 737-748.
• Hasan Doluca & Malte Hübner & Dominik Rumpf & Benjamin Weigert, 2013, "The European Redemption Pact. An illustrative guide," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 341-367.
• Michael McAleer & Felix Chan & Les Oxley, 2013, "Modeling and Simulation: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/18, May.
• Marcus Drometer & Thomas Siemsen & Sebastian Watzka, 2013, "The Monetary Policy of the ECB: A Robin Hood Approach?," CESifo Working Paper Series, CESifo, number 4178.
• Santiago Medina Hurtado & Jorge Aníbal Restrepo Morales, 2013, "Estimación de la utilidad en riesgo de una empresa de transmisión de energía eléctrica considerando variables económicas," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Svensson, Lars E.O., 2013, "Some Lessons from Six Years of Practical Inflation Targeting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9756, Nov.
• Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2013, "Pricing Default Events : Surprise, Exogeneity and Contagion," Working Papers, Center for Research in Economics and Statistics, number 2013-03, Jan.
• Gildas Lamé, 2013, "Was there a "Greenspan conundrum" in the Euro Area ?," Working Papers, Center for Research in Economics and Statistics, number 2013-07, Mar.
• Monfort, Alain (ed.), 2013, "Regime switching in bond yield and spread dynamics," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13651.
• Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013, "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series, European Central Bank, number 152, Oct.
• Drehmann, Mathias & Alessandri, Piergiorgio, 2009, "An economic capital model integrating credit and interest rate risk in the banking book," Working Paper Series, European Central Bank, number 1041, Apr.
• Benati, Luca, 2009, "Would the Bundesbank have prevented the Great Inflation in the United States?," Working Paper Series, European Central Bank, number 1134, Dec.
• Giannone, Domenico & D'Agostino, Antonello & Gambetti, Luca, 2010, "Macroeconomic forecasting and structural change," Working Paper Series, European Central Bank, number 1167, Apr.
• Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011, "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series, European Central Bank, number 1363, Jul.
• Lombardi, Marco J. & Maier, Philipp, 2011, "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series, European Central Bank, number 1379, Sep.
• Lombardi, Marco J. & Godbout, Claudia, 2012, "Short-term forecasting of the Japanese economy using factor models," Working Paper Series, European Central Bank, number 1428, Mar.