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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC5: Econometric ModelingC53: Forecasting and Other Model Applications
This topic is covered by the following reading lists: SOEP based publications
Socio-Economics of Innovation
2009 MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian [Downloadable!] 2009 Pooling versus model selection for nowcasting with many predictors: an application to German GDP by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian [Downloadable!] 2009 Efficient estimation of forecast uncertainty based on recent forecast errors by Knüppel, Malte [Downloadable!] 2009 The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study by Klaus Prettner & Robert M. Kunst [Downloadable!] 2009 Option trading strategies based on semi-parametric implied volatility surface prediction by Francesco Audrino & Dominik Colangelo [Downloadable!] 2009 Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach by Francesco Audrino & Kameliya Filipova [Downloadable!] 2009 Estimating and Forecasting Asset Volatility and Its Volatility: A Markov-Switching Range Model by Jan Piplack [Downloadable!] 2009 A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria by Victor Aguirregabiria [Downloadable!] 2009 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? by Gary Koop & Dimitris Korobilis [Downloadable!] 2009 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? by Gary Koop & Dimitris Korobilis [Downloadable!] 2009 Indicatori privind Convergenţa Reală şi aplicaţiilor acestora by Pecican, Eugen Stefan [Downloadable!] 2009 Forecasting Inflation Using Dynamic Model Averaging by Gary Koop & Dimitris Korobilis [Downloadable!] 2009 An Econometric Analysis of Some Models for Constructed Binary Time Series by Don Harding & Adrian Pagan [Downloadable!] 2009 A State Space Approach to Extracting the Signal from Uncertain Data by Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard [Downloadable!] 2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment by Costas Milas & Ruthira Naraidoo [Downloadable!] 2009 Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions by Rangan Gupta & Alain Kabundi [Downloadable!] 2009 The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us by Sonali Das & Rangan Gupta & Alain Kabundi 2009 Predicting unemployment in short samples with internet job search query data by Francesco, D'Amuri [Downloadable!] 2009 Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach by Beneki, Christina & Eeckels, Bruno & Leon, Costas [Downloadable!] 2009 "Google it!" Forecasting the US unemployment rate with a Google job search index by D'Amuri, Francesco/FD & Marcucci, Juri/JM [Downloadable!] 2009 Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data by Tierney, Heather L.R. [Downloadable!] 2009 Bubbles and contagion in English house prices by Fry, J. M. [Downloadable!] 2009 Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn by Bušs, Ginters [Downloadable!] 2009 Stochastic Dominance in Stock Market Special Days by Lonjid, Iveel [Downloadable!] 2009 Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone by Lendjoungou, Francis [Downloadable!] 2009 Bias Correction and Out-of-Sample Forecast Accuracy by Kim, Hyeongwoo & Durmaz, Nazif [Downloadable!] 2009 Forecasting credit growth rate in Romania: from credit boom to credit crunch? by Albulescu, Claudiu Tiberiu [Downloadable!] 2009 Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach by Bušs, Ginters [Downloadable!] 2009 Understanding forecast failure of ESTAR models of real exchange rates by Buncic, Daniel [Downloadable!] 2009 Predicting Elections from Biographical Information about Candidates by Armstrong, J. Scott & Graefe, Andreas [Downloadable!] 2009 Role thinking: Standing in other people’s shoes to forecast decisions in conflicts by Green, Kesten C. & Armstrong, J. Scott [Downloadable!] 2009 Data Revisions in India and its Implications for Monetary Policy by Kishor, N. Kundan [Downloadable!] 2009 Business Aviation in Germany: An empirical and model-based analysis by Berster, Peter & Gelhausen, Marc Christopher & Wilken, Dieter [Downloadable!] 2009 “No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models by Bezemer, Dirk J [Downloadable!] 2009 General correcting formula of forecasting? by Harin, Alexander [Downloadable!] 2009 “Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro by Boainain, Pedro G. & Valls Pereira , Pedro L. [Downloadable!] 2009 Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process by Gan, Jumwu [Downloadable!] 2009 Общая Корректирующая Формула Прогнозирования by Harin, Alexander [Downloadable!] 2009 Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation? by Manzan, Sebastiano & Zerom, Dawit [Downloadable!] 2009 Understanding forecast failure in ESTAR models of real exchange rates by Buncic, Daniel [Downloadable!] 2009 Building and Using a Small Macroeconometric Model: Klein Model I as an Example by Renfro, Charles G [Downloadable!] 2009 Bootstrap prediction intervals for threshold autoregressive models by Jing, Li [Downloadable!] 2009 Revisiting the Derivative: Implications on the Rate of Change Analysis by Khumalo, Bhekuzulu [Downloadable!] 2009 Validity of Climate Change Forecasting for Public Policy Decision Making by Green, Kesten C & Armstrong, J. Scott & Soon, Willie [Downloadable!] 2009 Testing Predictive Ability and Power Robustification by Kyungchul Song [Downloadable!] 2009 A defence of the FOMC by Martin Ellison & Thomas J. Sargent [Downloadable!] 2009 Estonia and Euro Adoption: Small Country Challenges of Joining EMU by Zuzana Brixiova & Margaret Morgan & Andreas Wörgötter [Downloadable!] 2009 Forecasting national activity using lots of international predictors: an application to New Zealand by Sandra Eickmeier & Tim Ng [Downloadable!] 2009 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand by Chris Bloor & Troy Matheson [Downloadable!] 2009 DSGE Model-Based Forecasting of Non-modelled Variables by Frank Schorfheide & Keith Sill & Maxym Kryshko [Downloadable!] 2009 Estimating the Effect of a Gasoline Tax on Carbon Emissions by Lucas W. Davis & Lutz Kilian [Downloadable!] 2009 Optimal Probabilistic Forecasts for Counts by Brendan P.M. McCabe & Gael M. Martin & David Harris [Downloadable!] 2009 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions by George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid [Downloadable!] 2009 The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting by Dominique Guegan & Patrick Rakotomarolahy [Downloadable!] 2009 Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach by David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis [Downloadable!] 2009 Modelling and Forecasting Mobile Telecommunication Services: The case of Greece by Theologos Dergiades & Apostolos Dasilas [Downloadable!] 2009 Labour Market Dynamics in EU: a Bayesian Markov Chain Approach by George A. Christodoulakis & Emmanuel C. Mamatzakis [Downloadable!] 2009 Forecasting the Spanish economy with an Augmented VAR-DSGE model by Gonzalo Fernández-de-Córdoba & José L. Torres [Downloadable!] 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante [Downloadable!] 2009 On Marginal Likelihood Computation in Change-point Models by Luc Bauwens & Jeroen V.K. Rombouts [Downloadable!] 2009 Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function by Jörg Döpke & Ulrich Fritsche & Boriss Siliverstovs [Downloadable!] 2009 On the Accuracy of the Probability Method for Quantifying Beliefs about Inflation by Thomas Maag [Downloadable!] 2009 Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time by Boriss Siliverstovs [Downloadable!] 2009 Do forecasters inform or reassure? Evaluation of the German real-time data by Konstantin A. Kholodilin & Boriss Siliverstovs [Downloadable!] 2009 Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach by Jaba Ghonghadze & Thomas Lux [Downloadable!] 2009 Non-linear relation between industrial production and business surveys data by Giancarlo Bruno [Downloadable!] 2009 Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System by Costantini, Mauro & Kunst, Robert M. [Downloadable!] 2009 A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided by Costantini, Mauro & Pappalardo, Carmine [Downloadable!] 2009 A Latent Variable Approach to Forecasting the Unemployment Rate by C. L. Chua & G. C. Lim & Sarantis Tsiaplias [Downloadable!] 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci [Downloadable!] 2009 Stochastic Population Forecast for Germany and its Consequence for the German Pension System by Wolfgang Härdle & Alena Mysickova [Downloadable!] 2009 Combination of multivariate volatility forecasts by Alessandra Amendola & Giuseppe Storti [Downloadable!] 2009 Volatility Forecasting: The Jumps Do Matter by Fulvio Corsi & Davide Pirino & Roberto Reno [Downloadable!] 2009 Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model by Isao Ishida & Toshiaki Watanabe [Downloadable!] 2009 A High-Low Model of Daily Stock Price Ranges by Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan [Downloadable!] 2009 On risk prediction by Lönnbark, Carl [Downloadable!] 2009 Value at Risk for Large Portfolios by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt [Downloadable!] 2009 Uncertainty of Multiple Period Risk Measures by Lönnbark, Carl [Downloadable!] 2009 Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model by Zagaglia, Paolo [Downloadable!] 2009 Evaluating the stresses from ECB monetary policy in the euro area by Lee , Jim & Crowley, Patrick M [Downloadable!] 2009 Business surveys and inflation forecasting in China by Kaaresvirta, Juuso & Mehrotra, Aaron [Downloadable!] 2009 Disagreement among Forecasters in G7 Countries by Jonas Dovern & Ulrich Fritsche & Jiri Slacalek [Downloadable!] 2009 Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function by Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs [Downloadable!] 2009 Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at by Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann [Downloadable!] 2009 Can the Fed Predict the State of the Economy? by Tara M. Sinclair & Fred Joutz & Herman O. Stekler [Downloadable!] 2009 Semiparametric vector MEM by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo [Downloadable!] 2009 Automated Variable Selection in Vector Multiplicative Error Models by Fabrizio Cipollini & Giampiero M. Gallo [Downloadable!] 2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector by Andrea Bastianin [Downloadable!] 2009 Um teste a relacao entre os niveis de confianca e de desemprego em Portugal by António Caleiro [Downloadable!] 2009 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher [Downloadable!] 2009 Survey Data as Coicident or Leading Indicators by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti [Downloadable!] 2009 Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher [Downloadable!] 2009 Understanding forecast failure of ESTAR models of real exchange rates by Daniel Buncic [Downloadable!] 2009 Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli [Downloadable!] 2009 Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors by Lucia Alessi & Matteo Barigozzi & Marco Capasso [Downloadable!] 2009 Has Economic Models’ Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? by Tatevik Sekhposyan & Barbara Rossi [Downloadable!] 2009 Volatility under Bounded Rationality by Nhat Le [Downloadable!] 2009 Forecasting the fragility of the banking and insurance sector by Kerstin Bernoth & Andreas Pick [Downloadable!] 2009 Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces? by Eric Girardin & Konstantin A. Kholodilin [Downloadable!] 2009 Forecasting the Fragility of the Banking and Insurance Sector by Kerstin Bernoth & Andreas Pick [Downloadable!] 2009 Do Forecasters Inform or Reassure?: Evaluation of the German Real-Time Data by Konstantin A. Kholodilin & Boriss Siliverstovs [Downloadable!] 2009 Visualizing the Invisible: Estimating The New Keynesian Output Gap Via A Bayesian Approach by Tim Willems [Downloadable!] 2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek [Downloadable!] 2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference? by Kilian, Lutz & Kim, Yun Jung [Downloadable!] 2009 Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? by Hicks, Bruce & Kilian, Lutz [Downloadable!] 2009 Pooling versus model selection for nowcasting with many predictors: An application to German GDP by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian [Downloadable!] 2009 Some Issues in Modeling and Forecasting Inflation in South Africa by Aron, Janine & Muellbauer, John [Downloadable!] 2009 Estimating the Effect of a Gasoline Tax on Carbon Emissions by Davis, Lucas W & Kilian, Lutz [Downloadable!] 2009 Variable Selection and Inference for Multi-period Forecasting Problems by Pesaran, M Hashem & Pick, Andreas & Timmermann, Allan G [Downloadable!] 2009 Implementing the New Structural Model of the Czech National Bank by Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek [Downloadable!] 2009 Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables by Camilo SERRANO & Martin HOESLI [Downloadable!] 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci [Downloadable!] 2009 Testing Predicitive Ability of Business Cycle Indicators for the Euro Area by Christina Ziegler [Downloadable!] 2009 The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study by Steffen Henzel & Johannes Mayr [Downloadable!] 2009 Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets by Sasa Zikovic & Randall Filer [Downloadable!] 2009 Oil Exports and the Iranian Economy by Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H. [Downloadable!] 2009 Real-Time Inflation Forecasting in a Changing World by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo [Downloadable!] 2009 Macro modelling with many models by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey [Downloadable!] 2009 Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector by Avouyi-Dovi, S. & Bardos, M. & Jardet, C. & Kendaoui, L. & Moquet , J. [Downloadable!] 2009 Are disaggregate data useful for factor analysis in forecasting French GDP? by Barhoumi, K. & Darné, O. & Ferrara, L. [Downloadable!] 2009 Using Seasonal Models to Forecast Short-Run Inflation in Mexico by Carlos Capistrán & Christian Constandse & Manuel Ramos Francia [Downloadable!] 2009 The Factor-Spline-GARCH Model for High and Low Frequency Correlations by Jose Gonzalo Rangel & Robert F. Engle [Downloadable!] 2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts by Guillermo Benavides & Carlos Capistrán [Downloadable!] 2009 Comparing forecast accuracy: A Monte Carlo investigation by Fabio Busetti & Juri Marcucci & Giovanni Veronese [Downloadable!] 2009 Extraction of financial market expectations about inflation and interest rates from a liquid market by Ricardo Gimeno & José Manuel Marqués [Downloadable!] 2009 Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2009 Individual prediction of automobile bodily injury claims liabilities by Mercedes Ayuso(universitat de Barcelona) & Miguel Santolino(Universitat de Barcelona) [Downloadable!] 2009 Statistical Opacity In The U.S. Banking Industry by Guo Li & Lee Sanning & Sherrill Shaffer [Downloadable!] 2009 An Econometric Analysis Of Some Models For Constructed Binary Time Series by Don Harding & Adrian Pagan [Downloadable!] 2009 Forecasting with Universal Approximators and a Learning Algorithm by Anders Bredahl Kock [Downloadable!] 2009 Forecasting inflation with gradual regime shifts and exogenous information by Andrés González & Kirstin Hubrich & Timo Teräsvirta [Downloadable!] 2009 What Explains The Great Moderation in the U.S.? A Structural Analysis by Fabio Canova [Downloadable!] 2009 About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe by Stefanescu, Stefan [Downloadable!] 2009 Structural Fund Absorption: A New Challenge For Romania? by Zaman, Gheorghe & Georgescu, George [Downloadable!] 2009 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes by Anna Pajor [Downloadable!] 2009 Forecasting The Exchange Rate Series With Ann: The Case Of Turkey by Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag [Downloadable!] 2009 Doviz Kuru Getiri Volatilitesinin Kosullu Degisen Varyans Modelleri ile Ongorusu by Ebru Caglayan & Tugba Dayioglu [Downloadable!] 2009 Interdependencies between Expected Default Frequency and the Macro Economy by Per Asberg Sommar & Hovick Shahnazarian [Downloadable!] 2009 Sermaye yapısı teorilerinin geçerliliğinin test edilmesi: Panel veri analizi kullanılarak İMKB-imalat sektörü üzerinde ampirik bir uygulama by Mehmet Emin YILDIZ & Abdullah YALAMA & Güven SEVİL 2009 A temporal aggregation ARIMA model for forecasting and monitoring the public sector deficit by Teresa Leal Linares & Javier J. Pérez [Downloadable!] 2009 MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis by F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA [Downloadable!] 2009 Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte by Konstantin A. Kholodilin & Stefan Kooths [Downloadable!] 2009 Geben Konjunkturprognosen eine gute Orientierung? by Konstantin A. Kholodilin & Boriss Siliverstovs [Downloadable!] 2009 Modelling Good and Bad Volatility by Matteo M. Pelagatti [Downloadable!] 2009 Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights by Antonis A. Michis [Downloadable!] 2009 Hedge fund and market risk: new concepts and models, beyond VaR by Maria Debora Braga [Downloadable!] 2008 CO2 Emission Reduction in Freight Transports How to Stimulate Environmental Friendly Behaviour? by Bühler, Georg & Jochem, Patrick [Downloadable!] 2008 Forecast Evaluation of Explanatory Models of Financial Return Variability by Sucarrat, Genaro [Downloadable!] 2008 Does money still matter for U.S. output? by Berger, Helge & Österholm, Pär [Downloadable!] 2008 Does global liquidity matter for monetary policy in the Euro area? by Berger, Helge & Harjes, Thomas [Downloadable!] 2008 How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts by Knüppel, Malte & Schultefrankenfeld, Guido [Downloadable!] 2008 Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment by Wang, Mu-Chun [Downloadable!] 2008 Forecasting inflation with dynamic factor model – the case of Poland by Jacek Kotlowski [Downloadable!] 2008 Explanations of the inconsistencies in survey respondents'forecasts by Clements, Michael P. [Downloadable!] 2008 Rounding of probability forecasts : The SPF forecast probabilities of negative output growth by Clements, Michael P. [Downloadable!] 2008 Volatility forecasting: the jumps do matter by Fulvio Corsi & Davide Pirino & Roberto Renò [Downloadable!] 2008 Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process by Francesco Audrino & Marcelo C. Medeiros [Downloadable!] 2008 Modeling Tick-by-Tick Realized Correlations by Fulvio Corsi & Francesco Audrino [Downloadable!] 2008 Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects by Fulvio Corsi & Francesco Audrino [Downloadable!] 2008 Real Time Detection of Structural Breaks in GARCH Models by Zhongfang He & John M Maheu [Downloadable!] 2008 Improving Forecasts of Inflation using the Term Structure of Interest Rates by Alonso Gomez & John M Maheu & Alex Maynard [Downloadable!] 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] 2008 A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006) by Daniel Buncic [Downloadable!] 2008 Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU by Young-Bae Kim [Downloadable!] 2008 Neural Network Models for Inflation Forecasting: An Appraisal by Ali Choudhary & Adnan Haider [Downloadable!] 2008 The Financial Accelerator: Evidence using a procedure of Structural Model Design by Roger Hammersland and Dag Henning Jacobsen [Downloadable!] 2008 Classical identification: A viable road for data to inform structural modeling by Roger Hammersland [Downloadable!] 2008 Classical identification: A viable road for data to inform structural modeling by Roger Hammersland [Downloadable!] 2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve by Clive Bowsher & Roland Meeks [Downloadable!] 2008 Inflation Forecasting with Inflation Sentiment Indicators by Roland Döhrn & Christoph M. Schmidt & Tobias Zimmermann [Downloadable!] 2008 Understanding Errors in EIA Projections of Energy Demand by Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard D. [Downloadable!] 2008 A Small BVAR-DSGE Model for Forecasting the Australian Economy by Andrew Hodge & Tim Robinson & Robyn Stuart [Downloadable!] 2008 Combining Multivariate Density Forecasts Using Predictive Criteria by Hugo Gerard & Kristoffer Nimark [Downloadable!] 2008 Forecasting with Dynamic Models using Shrinkage-based Estimation by Andrea Carriero & George Kapetanios & Massimiliano Marcellino [Downloadable!] 2008 Forecasting Exchange Rates with a Large Bayesian VAR by Andrea Carriero & George Kapetanios & Massimiliano Marcellino [Downloadable!] 2008 A Review of Forecasting Techniques for Large Data Sets by Jana Eklund & George Kapetanios [Downloadable!] 2008 Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting by Jan J.J. Groen & George Kapetanios [Downloadable!] 2008 Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area by Carlo Altavilla & Matteo Ciccarelli [Downloadable!] 2008 Could We Have Predicted The Recent Downturn In The South African Housing Market? by Sonali Das & Rangan Gupta & Alain Kabundi 2008 Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models by Rangan Gupta & Alain Kabundi 2008 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs by Rangan Gupta & Alain Kabundi [Downloadable!] 2008 A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa by Rangan Gupta & Alain Kabundi [Downloadable!] 2008 Is a DFM Well-Suited in Forecasting Regional House Price Inflation? by Sonali Das & Rangan Gupta & Alain Kabundi 2008 Forecasting Elections from Voters’ Perceptions of Candidates’ Ability to Handle Issues by Graefe, Andreas & Armstrong, J. Scott [Downloadable!] 2008 Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches by S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan [Downloadable!] 2008 Airport Choice in a Constraint World: Discrete Choice Models and Capacity Constraints by Gelhausen, Marc Christopher [Downloadable!] 2008 Predicting elections from politicians’ faces by Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm [Downloadable!] 2008 A Naïve Sticky Information Model of Households’ Inflation Expectations by Lanne, Markku & Luoma, Arto & Luoto, Jani [Downloadable!] 2008 The Cyclicity as Evolution Form of Economic Activities by UNGUREANU, Laura [Downloadable!] 2008 Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Февраля 2008 Г.). – Челябинск: Изд. Юургу, 2008. – 599 С. C.207-214 by Olenev, Nicholas [Downloadable!] 2008 Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies by Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar [Downloadable!] 2008 Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets by Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak [Downloadable!] 2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting by Nwaobi, Godwin [Downloadable!] 2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006) by Buncic, Daniel [Downloadable!] 2008 Liquidity-Induced Dynamics in Futures Markets by Fagan, Stephen & Gencay, Ramazan [Downloadable!] 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana by Maldonado, Diego & Pazmiño , Mariela [Downloadable!] 2008 Exchange Rates Predictability in Developing Countries by Sarmidi, Tamat [Downloadable!] 2008 Nyquist Frequency in Sequentially Sampled Data by Faghih, Nezameddin & Faghih, Ali [Downloadable!] 2008 How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case by Courtioux, Pierre [Downloadable!] 2008 The Role of Trends and Detrending in DSGE Models by Andrle, Michal [Downloadable!] 2008 Estimating components of ICT expenditure: a model-based approach with applicability to short time-series by Cooper, Russel & Madden, Gary G [Downloadable!] 2008 Infrastructure for Sustainable Growth: A Demand Projection Exercise for India by Majumder, Rajarshi [Downloadable!] 2008 Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK by Guidi, Francesco [Downloadable!] 2008 Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data by Nikolsko-Rzhevskyy, Alex [Downloadable!] 2008 Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure by Visser, Marcel P. [Downloadable!] 2008 Forecasting macroeconomic variables using a structural state space model by de Silva, Ashton [Downloadable!] 2008 Direct and iterated multistep AR methods for difference stationary processes by Proietti, Tommaso [Downloadable!] 2008 Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models by Weron, Rafal & Misiorek, Adam [Downloadable!] 2008 Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa by Baptista , Ricardo F. de F. & Valls Pereira , Pedro L. [Downloadable!] 2008 A panel data analysis for the greenhouse effects in fifteen countries of European Union by Giovanis, Eleftherios [Downloadable!] 2008 Modeling Trade Direction by Rosenthal, Dale W.R. [Downloadable!] 2008 The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange by Attiya Y. Javid & Eatzaz Ahmad [Downloadable!] 2008 Forecasting temperature indices with timevarying long-memory models by Massimiliano Caporin & Juliusz Pres [Downloadable!] 2008 Forecasting with Equilibrium-correction Models during Structural Breaks by Jennifer L. Castle & Nicholas W.P. Fawcett & David F. Hendry [Downloadable!] 2008 Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation by Fabio Rumler & Maria Teresa Valderrama [Downloadable!] 2008 Estimating a Supply Block for Poland by Rafal Kierzenkowski & Patrice Ollivaud & Franck Sédillot & Philippe Briard [Downloadable!] 2008 Incorporating judgement with DSGE models by Jaromír Beneš & Andrew Binning & Kirdan Lees [Downloadable!] 2008 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand by Chris Bloor & Troy Matheson [Downloadable!] 2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve by Clive G. 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Rünstler [Downloadable!] 2008 A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model by Ralph D. Snyder & Anne B. Koehler [Downloadable!] 2008 Density forecasting for long-term peak electricity demand by Rob J Hyndman & Shu Fan [Downloadable!] 2008 Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals by Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu [Downloadable!] 2008 The tourism forecasting competition by George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu [Downloadable!] 2008 GDP nowcasting with ragged-edge data : A semi-parametric modelling by Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy [Downloadable!] 2008 Business surveys modelling with seasonal-cyclical long memory models by Laurent Ferrara & Dominique Guegan [Downloadable!] 2008 Forecasting chaotic systems : the role of local Lyapunov exponents by Dominique Guegan & Justin Leroux [Downloadable!] 2008 Effect of noise filtering on predictions : on the routes of chaos by Dominique Guegan [Downloadable!] 2008 Estimation of k-factor GIGARCH process : a Monte Carlo study by Abdou Kâ Diongue & Dominique Guegan [Downloadable!] 2008 Measuring bank capital requirements through Dynamic Factor analysis by Andrea Cipollini & Giuseppe Missaglia [Downloadable!] 2008 Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities by Csaba Csávás [Downloadable!] 2008 Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle by Matteo Pelagatti & Valeria Negri [Downloadable!] 2008 Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle? by George Christodoulakis & Emmanuel Mamatzakis [Downloadable!] 2008 Seasonal Mackey-Glass-GARCH process and short-term dynamics by Catherine Kyrtsou & Michel Terraza [Downloadable!] 2008 Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien [Downloadable!] 2008 Short-Term Forecasts of Latvia's Real Gross Domestic Product Growth Using Monthly Indicators by Konstantins Benkovskis [Downloadable!] 2008 Short-Term Forecasting of GDP Using Large Monthly Datasets: A Presudo Real-Time Forecast Evaluation Exercise by G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze [Downloadable!] 2008 The information content of KOF indicators on Swiss current account data revisions by Jan P.A.M. Jacobs & Sturm Jan-Egbert [Downloadable!] 2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model by Christian Conrad & Menelaos Karanasos [Downloadable!] 2008 Managing Disinflation under Uncertainty by Mewael F. 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The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. 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Hendry [Downloadable!] 2007 An Analysis of Tax Revenue Forecast Errors by Martin Keene & Peter Thomson [Downloadable!] 2007 An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys by Troy Matheson [Downloadable!] 2007 Nowcasting and predicting data revisions in real time using qualitative panel survey data by Troy Matheson & James Mitchell & Brian Silverstone [Downloadable!] 2007 Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset by Jon Faust & Jonathan H. Wright [Downloadable!] 2007 Does Age Structure Forecast Economic Growth? by David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay [Downloadable!] 2007 Can a simple DSGE model outperform Professional Forecasters? by Michal Rubaszek & Pawel Skrzypczynski [Downloadable!] 2007 Optimal combination forecasts for hierarchical time series by Rob J. Hyndman & Roman A. 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Wolpin [Downloadable!] 2006 Robust volatility forecasts and model selection in financial time series by L. Grossi & G. Morelli [Downloadable!] 2006 The extremal index for GARCH(1,1) processes with t-distributed innovations by F. Laurini & J. A. Tawn [Downloadable!] 2006 Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts by Guillaume Chevillon [Downloadable!] 2006 Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices by Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM [Downloadable!] 2006 Forecasting Monthly GDP for Canada by Annabelle Mourougane [Downloadable!] 2006 New OECD Methods for Supply-side and Medium-term Assessments: A Capital Services Approach by Pierre-Olivier Beffy & Patrice Ollivaud & Pete Richardson & Franck Sédillot [Downloadable!] 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty by Anthony Garratt & Gary Koop & Shaun P. Vahey [Downloadable!] 2006 Phillips curve forecasting in a small open economy by Troy Matheson [Downloadable!] 2006 High Dimensional Yield Curves: Models and Forecasting by Clive Bowsher & Roland Meeks [Downloadable!] 2006 DSGE Models in a Data-Rich Environment by Jean Boivin & Marc Giannoni [Downloadable!] 2006 Why Has U.S. Inflation Become Harder to Forecast? by James H. Stock & Mark W. Watson [Downloadable!] 2006 Reconciling the Return Predictability Evidence by Martin Lettau & Stijn Van Nieuwerburgh [Downloadable!] 2006 Prediction Markets in Theory and Practice by Justin Wolfers & Eric Zitzewitz [Downloadable!] 2006 DSGE Models in a Data-Rich Environment by Jean Boivin & Marc Giannoni [Downloadable!] 2006 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models by Kenneth D. West & Todd Clark [Downloadable!] 2006 Réduction linéaire de cotisations patronales à la sécurité sociale et financement alternatif by Philippe Jeanfils & Philippe Delhez & Luc Van Meensel & Koen Burggraeve & Kristel Buysse & Philip Du Caju & Yves Saks & Kris Van Cauter [Downloadable!] 2006 Some Nonlinear Exponential Smoothing Models are Unstable by Rob J Hyndman & Muhammad Akram [Downloadable!] 2006 Modelling and forecasting Australian domestic tourism by George Athanasopoulos & Rob J. Hyndman [Downloadable!] 2006 The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes by S. D. Grose & D. S. Poskitt [Downloadable!] 2006 Stochastic population forecasts using functional data models for mortality, fertility and migration by Rob J Hyndman & Heather Booth [Downloadable!] 2006 Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions by Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong [Downloadable!] 2006 Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility by Gael M. Martin & Andrew Reidy & Jill Wright [Downloadable!] 2006 The Hungarian Quarterly Projection Model (NEM) by Szilárd Benk & Zoltán M. Jakab & Mihály András Kovács & Balázs Párkányi & Zoltán Reppa & Gábor Vadas [Downloadable!] 2006 The Econometric Analysis of Constructed Binary Time Series by Don Harding & Adrian Pagan [Downloadable!] 2006 How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series by John G. Galbraith & Greg Tkacz [Downloadable!] 2006 Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor by Badi H. Baltagi & Dong Li [Downloadable!] 2006 Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator? by Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle [Downloadable!] 2006 Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables? by Chris Heaton & Victor Solo [Downloadable!] 2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models by Ilias Lekkos & Costas Milas & Theodore Panagiotidis [Downloadable!] 2006 Testing Temporal Disaggregation by Christian Müller [Downloadable!] 2006 Predicting GDP Components. Do Leading Indicators Increase Predictability? by Jonas Dovern [Downloadable!] 2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models by Costas Milas & Ilias Lekkos & Theodore Panagiotidis [Downloadable!] 2006 International Migration with Heterogeneous Agents: Theory and Evidence by Herbert Brücker & Philipp J. H. Schröder [Downloadable!] 2006 Prediction Markets in Theory and Practice by Justin Wolfers & Eric Zitzewitz [Downloadable!] 2006 El Tipo De Cambio Real Dólar-Euro Y El Diferencial De Intereses Reales by Paz Rico Belda [Downloadable!] 2006 The Cyclical Behavior of Shadow and Regular Employment by Maurizio Bovi [Downloadable!] 2006 Forecasting Employment for Germany by Darius Hinz & Camille Logeay [Downloadable!] 2006 Seasonal Cycles in European Agricultural Commodity Prices by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2006 The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period by João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén [Downloadable!] 2006 Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study by Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos [Downloadable!] 2006 Forecasting Euro-Area Variables with German Pre-EMU Data by Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino [Downloadable!] 2006 Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power by Jörg Polzehl & Vladimir Spokoiny [Downloadable!] 2006 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions by Ralf Brüggemann [Downloadable!] 2006 Incorporating Judgement in Fan Charts by Österholm, Pär [Downloadable!] 2006 The Fox News Effect: Media Bias and Voting by DellaVigna, Stefano & Kaplan, Ethan [Downloadable!] 2006 Forecast errors and the macroeconomy — a non-linear relationship? by Ulrich Fritsche & Joerg Doepke [Downloadable!] 2006 Working Paper 10-06 - Network Industry Reform in Belgium: Macroeconometric versus General-Equilibrium Analyses by Jan van der Linden [Downloadable!] 2006 Working paper 04-06 - Fiscal councils, independent forecasts and the budgetary process: lessons from the Belgian case by Henri Bogaert & Ludovic Dobbelaere & Bart Hertveldt & Igor Lebrun [Downloadable!] 2006 Correcting Predictive ModelCorrecting Models of Chaotic Reality by Petr Kadeřábek [Downloadable!] 2006 Measuring Vulnerability to Food Insecurity by Pasquale Scaramozzino [Downloadable!] 2006 Forecasting Euro-Area Variables with German Pre-EMU Data by Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino [Downloadable!] 2006 A Mixture Multiplicative Error Model for Realized Volatility by Markku Lanne [Downloadable!] 2006 Forecasting Realized Volatility by Decomposition by Markku Lanne [Downloadable!] 2006 Forecasting Emerging Market Indicators: Brazil and Russia by Victor Bystrov [Downloadable!] 2006 Forecasting measures of inflation for the Estonian economy by Agostino Consolo [Downloadable!] 2006 Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models by Jorda, Oscar & Kozicki, Sharon [Downloadable!] 2006 Prediction Markets in Theory and Practice by Wolfers, Justin & Zitzewitz, Eric [Downloadable!] 2006 Detecting and Predicting Forecast Breakdowns by Rossi, Barbara & Giacomini, Raffaella [Downloadable!] 2006 Regime transplants in GDP growth forecasting: A recipe for better predictions? by Lennard van Gelder & Ad Stokman [Downloadable!] 2006 Forecasting Market Impact Costs and Identifying Expensive Trades by Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis [Downloadable!] 2006 Forecasting regional labor market developments under spatial heterogeneity and spatial correlation by Longhi, Simonetta & Nijkamp, Peter [Downloadable!] 2006 Assessing the effects of using demand parameters estimates in inventory control by Janssen, Elleke & Strijbosch, Leo & Brekelmans, Ruud [Downloadable!] 2006 Learning about the term structure and optimal rules for inflation targeting by Tesfaselassie, Mewael F. & Schaling, Eric & Eijffinger, Sylvester [Downloadable!] 2006 Hierarchical estimation as basis for hierarchical forecasting by Strijbosch, L.W.G. & Heuts, R.M.J. & Moors, J.J.A. [Downloadable!] 2006 General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation by Luc, BAUWENS & Genaro, SUCARRAT [Downloadable!] 2006 Intra-Daily FX Optimal Portfolio Allocation by Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo [Downloadable!] 2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks by Falavigna Greta [Downloadable!] 2006 Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs by Yiannis Kamarianakis & Anastasios Xepapadeas [Downloadable!] 2006 Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis by Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas [Downloadable!] 2006 Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange by Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas [Downloadable!] 2006 A Simple Benchmark for Forecasts of Growth and Inflation by Marcellino, Massimiliano [Downloadable!] 2006 Learning About the Term Structure and Optimal Rules for Inflation Targeting by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F. [Downloadable!] 2006 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia [Downloadable!] 2006 Prediction Markets in Theory and Practice by Wolfers, Justin & Zitzewitz, Eric [Downloadable!] 2006 Forecasting Economic Aggregates by Disaggregates by Hendry, David F & Hubrich, Kirstin [Downloadable!] 2006 Monetary Policy and the Evolution of the US Economy by Canova, Fabio [Downloadable!] 2006 Structural Changes in the US Economy: Bad Luck or Bad Policy? by Canova, Fabio & Gambetti, Luca [Downloadable!] 2006 Athena; a multi-sector model of the Dutch economy by CPB [Downloadable!] 2006 An Econometric Analysis of Emission Trading Allowances by Marc S. Paoletta & Luca Taschini [Downloadable!] 2006 Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model by Christoph Hartz & Stefan Mittnik & Marc S. Paolella [Downloadable!] 2006 Tests in contingency tables as regression tests by Stanislav Anatolyev & Grigory Kosenok [Downloadable!] 2006 Nonparametric retrospection and monitoring of predictability of financial returns by Stanislav Anatolyev [Downloadable!] 2006 A Behavioral Finance Model of the Exchange Rate with Many Forecasting Rules by Paul De Grauwe & Pablo Rovira Kaltwasser [Downloadable!] 2006 Forecasting and Combining Competing Models of Exchange Rate Determination by Carlo Altavilla & Paul De Grauwe [Downloadable!] 2006 (Un)Predictability and Macroeconomic Stability by D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo [Downloadable!] 2006 Assessing the Role of Income and Interest Rates in Determining House Prices by McQuinn, Kieran & O'Reilly, Gerard [Downloadable!] 2006 Space and Time: Wind in an Investment Planning Model by Neuhoff, K. & Ehrenmann, A. & Butler, L. & Cust, J. & Hoexter, H. & Keats, K. & Kreczko,A. & Sinden, G. [Downloadable!] 2006 Computational Intelligence in Exchange-Rate Forecasting by Andreas S. Andreou & George A. Zombanakis [Downloadable!] 2006 Pursuing financial stability under an inflation-targeting regime by Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist [Downloadable!] 2006 Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output? by Q. Farooq Akram & Øyvind Eitrheim [Downloadable!] 2006 The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area by Mésonnier, J-S. [Downloadable!] 2006 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? by Carlos Capistrán [Downloadable!] 2006 Forecast Combination with Entry and Exit of Experts by Carlos Capistrán & Allan Timmermann [Downloadable!] 2006 Disagreement and Biases in Inflation Expectations by Carlos Capistrán & Allan Timmermann [Downloadable!] 2006 Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models by Guillermo Benavides [Downloadable!] 2006 Bank profitability and the business cycle by Ugo Albertazzi & Leonardo Gambacorta [Downloadable!] 2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices by Jean-Marie Dufour & David Tessier [Downloadable!] 2006 Using Monthly Indicators to Predict Quarterly GDP by Isabel Yi Zheng & James Rossiter [Downloadable!] 2006 Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices by Greg Tkacz & Carolyn Wilkins [Downloadable!] 2006 Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies by Anna Piretti & Charles St-Arnaud [Downloadable!] 2006 Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon [Downloadable!] 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty by Anthony Garratt & Gary Koop & Shaun P. Vahey [Downloadable!] 2006 Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan by Anthony Garratt & Kevin Lee [Downloadable!] 2006 Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis by Giulio PALOMBA [Downloadable!] 2006 Forecasting US bond yields at weekly frequency by Riccardo LUCCHETTI & Giulio PALOMBA [Downloadable!] 2006 China's Economic Growth and its Real Exchange Rate by Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain [Downloadable!] 2006 Ein multisektoraler Sammelindikator für die Schweizer Konjunktur by Michael Graff [Downloadable!] 2006 Can Consumer Confidence Forecast Household Spending? Evidence from the European COmmission Business and Consumer Surveys by John A. Cotsomitis & Andy C. C. Kwan 2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast - by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca [Downloadable!] 2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast - by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca [Downloadable!] 2006 Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union by Ogrean, Claudia & Herciu, Mihaela [Downloadable!] 2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast - by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca [Downloadable!] 2006 A Model to Forecast the Evolution of the Structure of a System of Economic Indicators by Andreica, Marin [Downloadable!] 2006 An Adaptive Retraining Method for the Exchange Rate Forecasting by Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena [Downloadable!] 2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast - by Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca [Downloadable!] 2006 Predicting the Poverty Impacts of Trade Reform by Thomas W. Hertel & Jeffrey J. Reimer [Downloadable!] 2006 Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index by Khurshid M. Kiani [Downloadable!] 2006 The Usefulness of Consumer Confidence in Forecasting Household Spending in Canada: A National and Regional Analysis by Andy C.C. Kwan & John A. Cotsomitis [Downloadable!] 2006 Effects of the additive Outliers in the forecasting of the conditional variance of an Arch model/Efectos de los Outliers aditivos en la predicción de la varianza condicional de un modelo Arch by CATALÁN, BEATRIZ & TRÍVEZ, F. JAVIER [Downloadable!] 2006 Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia by María Clara Aristizábal Restrepo [Downloadable!] 2006 A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry by GÓMEZ-SORZANO Gustavo A [Downloadable!] 2006 Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur by Klaus Abberger & Klaus Wohlrabe [Downloadable!] 2006 Zur Prognosekraft des ifo Indikators by Hans-Werner Sinn & Klaus Abberger [Downloadable!] 2006 Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market by Maxwell J. Stevenson & Luiz Felipe Moreira do Amaral & Maurice Peat [Downloadable!] 2006 Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models by Adam Misiorek & Stefan Trueck & Rafal Weron [Downloadable!] 2006 The impact of exogenous shocks on the dynamics and persistence of inflation: a macroeconomic model-based approach for Greece by Theodore M. Mitrakos & Nicholas G. Zonzilos [Downloadable!] 2006 Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins by Vamerson Schwingel Ribeiro & Joilson Dias [Downloadable!] 2006 Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from? by Olivier Roodenburg & Ard H.J. den Reijer 2005 Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach by Blaskowitz, Oliver & Herwartz, Helmut & de Cadenas Santiago, Gonzalo [Downloadable!] 2005 Forecasting stock market volatility with macroeconomic variables in real time by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian [Downloadable!] 2005 Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it? by Domenico Giannone & Lucrezia Reichlin [Downloadable!] 2005 (Un)Predictability and Macroeconomic Stability by Antonello D'Agostino & Domenico Giannone & Paolo Surico [Downloadable!] 2005 The Cyclical Behaviour of Shadow and Regular Employment by Maurizio Bovi [Downloadable!] 2005 The Dark, and Independent, Side of the Italian Labour Market by Maurizio Bovi [Downloadable!] 2005 The Behavioral Equilibrium Exchange Rate of the Czech Koruna by Martin Melecky & Lubos Komarek [Downloadable!] 2005 Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates by Martin Melecky [Downloadable!] 2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability by Barbara Rossi [Downloadable!] 2005 Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities by Tony Guida & Olivier Matringe [Downloadable!] 2005 Persistence Characteristics of the Chinese Stock Markets by Cornelis A. Los & Bing Yu [Downloadable!] 2005 The Degree of Stability of Price Diffusion by Cornelis A. Los [Downloadable!] 2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil [Downloadable!] 2005 Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate by Sutthisit Jamdee & Cornelis A. Los [Downloadable!] 2005 Measurement of Financial Risk Persistence by Cornelis A. Los [Downloadable!] 2005 How Do People Learn by Listening to Others? Experimental Evidence from Thailand by Andrew Healy [Downloadable!] 2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination by Zacharias Bragoudakis [Downloadable!] 2005 A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios by Hsiang-Tai Lee & Jonathan Yoder [Downloadable!] 2005 Forecasting Spot Electricity Prices With Time Series Models by Rafal Weron & Adam Misiorek [Downloadable!] 2005 What causes the forecasting failure of Markov-Switching models? A Monte Carlo study by Marie Bessec & Othman Bouabdallah [Downloadable!] 2005 Nonlinearity, Nonstationarity and Spurious Forecasts by Vadim Marmer [Downloadable!] 2005 Modeling and forecasting electricity loads: A comparison by Rafal Weron & Adam Misiorek [Downloadable!] 2005 The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend by Stanislav Radchenko [Downloadable!] 2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability by Barbara Rossi [Downloadable!] 2005 Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection? by Hui Feng [Downloadable!] 2005 On the Rationality of the General Public by GEBHARD KIRCHGÄSSNER [Downloadable!] 2005 A general multivariate threshold GARCH model with dynamic conditional correlations by Fabio Trojani & Francesco Audrino [Downloadable!] 2005 Survey Expectations by M. Hashem Pesaran & Martin Weale [Downloadable!] 2005 Curve Forecasting by Functional Autoregression by A. Onatski & V. Karguine [Downloadable!] 2005 Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area by James Mitchell [Downloadable!] 2005 High Frequency Multiplicative Component Garch by Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle [Downloadable!] 2005 Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment by Peter Zadrozny & Ellis Tallman 2005 An Integrated Approach For Stock Price Forecasting by Alvaro Veiga & Gustavo Santos Raposo 2005 Model Uncertainty and Endogenous Volatility by George W. Evans & William A. Branch 2005 Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition by Serge Hayward 2005 Real-time data for Norway: Output gap revisions and challenges for monetary policy by TOM BERNHARDSEN & ØYVIND EITRHEIM [Downloadable!] 2005 Forecasting Aggregates by Disaggregates by Kirstin Hubrich & David F. Hendry [Downloadable!] 2005 Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand by I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam 2005 Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts by Kevin Lee & Anthony Garratt 2005 Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions by MARCOS ALVAREZ-DIAZ AND ALBERTO ÃLVAREZ 2005 Forecasting Practice: Decision Support System to Assist Judgmental Forecasting by Gauresh Rajadhyaksha & Abhijeet Dwivedi 2005 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? by Carlos Capistrán-Carmona [Downloadable!] 2005 Measuring Fiscal Sustainability by Vito Polito & Mike Wickens [Downloadable!] 2005 A BVAR Forecasting Model For Peruvian Inflation by Gonzalo Llosa & Vicente Tuesta & Marco Vega [Downloadable!] 2005 Proyecciones desagregadas de la variación del índice de precios al consumidor (IPC), del índice de precios al por Mayor (IPM) y del Crecimiento del Producto Real (PBI) by Carlos Barrera-Chaupis [Downloadable!] 2005 Variable Selection using Non-Standard Optimisation of Information Criteria by George Kapetanios [Downloadable!] 2005 Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising [Downloadable!] 2005 Were There Regime Switches in U.S. Monetary Policy? by Christopher A. Sims & Tao Zha [Downloadable!] 2005 Methods for Scenario-building: it’s importance for policy analysis by Moniz, António [Downloadable!] 2005 Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003 by Wilken, Dieter & Berster, Peter & Gelhausen, Marc Christopher [Downloadable!] 2005 Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones by Cabrera-Castellanos, Luis F. [Downloadable!] 2005 بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي by Sarfaraz, Leyla & Afsar, Amir [Downloadable!] 2005 Is There Too Much Certainty When Measuring Uncertainty by da Silva Filho, Tito Nícias Teixeira [Downloadable!] 2005 Forecasting international bandwidth capability by Madden, Gary G & Coble-Neal, Grant [Downloadable!] 2005 Volatility Forecasting by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold [Downloadable!] 2005 Model Uncertainty and Endogenous Volatility by Wiliam Branch & George W. Evans [Downloadable!] 2005 Monetary policy and asset prices: To respond or not? by Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim [Downloadable!] 2005 Nonrenewable Resource Prices: Deterministic or Stochastic Trends? by Junsoo Lee & John A. List & Mark Strazicich [Downloadable!] 2005 Understanding and Comparing Factor-Based Forecasts by Jean Boivin & Serena Ng [Downloadable!] 2005 Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference by Todd E. Clark & Kenneth D. West [Downloadable!] 2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form by DUFOUR, Jean-Marie & TAREK, Jouini [Downloadable!] 2005 Time Series Forecasting: The Case for the Single Source of Error State Space by J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds [Downloadable!] 2005 Forecasting age-specific breast cancer mortality using functional data models by Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig [Downloadable!] 2005 Demand Forecasting: Evidence-based Methods by J. Scott Armstrong & Kesten C. Green [Downloadable!] 2005 Robust forecasting of mortality and fertility rates: a functional data approach by Rob J. Hyndman & Md. Shahid Ullah [Downloadable!] 2005 Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases by D. S. Poskitt [Downloadable!] 2005 Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study by Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos [Downloadable!] 2005 Another Look at Measures of Forecast Accuracy by Rob J. Hyndman & Anne B. Koehler [Downloadable!] 2005 25 Years of IIF Time Series Forecasting: A Selective Review by Jan G. De Gooijer & Rob J. Hyndman [Downloadable!] 2005 Rating Forecasts for Television Programs by Denny Meyer & Rob J. Hyndman [Downloadable!] 2005 The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, the relationship between the term spread and economic growth rates is modelled as a nonlinear one and specifically the Logistic Smooth Transition model is used, while a probit model is implemented to forecast recession probabilities. In both applications evidence supports a relevant informative content of the spread in Italy by Costanza Torricelli & Marianna Brunetti [Downloadable!] 2005 Discounting the distant future: How much does model selection affect the certainty equivalent rate? by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis [Downloadable!] 2005 Declining Discount Rates: Evidence from the UK by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis [Downloadable!] 2005 Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange by Georges Dionne & Pierre Duchesne & Maria Pacurar [Downloadable!] 2005 Forecasting Canadian Time Series with the New-Keynesian Model by Ali Dib & Mohamed Gammoudi & Kevin Moran [Downloadable!] 2005 Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data by Aleksejs Melihovs & Svetlana Rusakova [Downloadable!] 2005 Innovación y convergencia con la Unión Europea: Diseño de un modelo de convergencia en el desarrollo de la sociedad de la información by PEREZ-GARCIA, JULIAN [Downloadable!] 2005 Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations by Ali al-Nowaihi & Sanjit Dhami [Downloadable!] 2005 On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models by Ilias Lekkos & Costas Milas & Theodore Panagiotidis [Downloadable!] 2005 On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models by Ilias Lekkos & Costas Milas & Theodore Panagiotidis [Downloadable!] 2005 On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries? by Herbert Brücker & Boriss Siliverstovs [Downloadable!] 2005 Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2005 Portfolio Value at Risk Based on Independent Components Analysis by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!] 2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago [Downloadable!] 2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State by Villani, Mattias [Downloadable!] 2005 Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias [Downloadable!] 2005 Evaluating a Central Bank’s Recent Forecast Failure by Nymoen, Ragnar [Downloadable!] 2005 Consumption and population age structure by Erlandsen, Solveig & Nymoen, Ragnar [Downloadable!] 2005 Forecasting economic variables with nonlinear models by Teräsvirta, Timo [Downloadable!] 2005 Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler by Michael Groemling [Downloadable!] 2005 Working Paper 02-05 - The NIME Economic Outlook for the World Economy 2005 - 2011 (Also in this issue: the Lisbon Strategy) by Eric Meyermans & Patrick Van Brusselen [Downloadable!] 2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] 2005 Indirect Robust Estimation of the Short-term interest Rate Process by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti [Downloadable!] 2005 Explaining exchange rate dynamics - the uncovered equity return parity condition by Elizaveta Krylova & Lorenzo Cappiello & Roberto A. De Santis [Downloadable!] 2005 Inflation persistence in structural macroeconomic models (RG10) by Robert-Paul Berben & Ricardo Mestre & Julian Morgan & Theodoros Mitrakos & Nikolaos G. Zonzilos [Downloadable!] 2005 Early-warning tools to forecast general government deficit in the euro area: the role of intra-annual fiscal indicators by Javier J. Pérez [Downloadable!] 2005 On the fit and forecasting performance of New-Keynesian models by Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters [Downloadable!] 2005 Forecasting macroeconomic variables for the new member states of the European Union by Anindya Banerjee & Massimiliano Marcellino & Igor Masten [Downloadable!] 2005 Yield curve prediction for the strategic investor by Carlos Bernadell & Joachim Coche & Ken Nyholm [Downloadable!] 2005 How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? by Rossi, Barbara & Giacomini, Raffaella [Downloadable!] 2005 Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs by Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis [Downloadable!] 2005 Do Eurozone Countries Cheat with Their Budget Deficit Forecasts? by Tilman Brück & Andreas Stephan [Downloadable!] 2005 Forecast Errors and the Macroeconomy: A Non-Linear Relationship? by Ulrich Fritsche & Jörg Döpke [Downloadable!] 2005 Model-based Measurement of Actual Volatility in High-Frequency Data by B. Jungbacker & S.J. Koopman [Downloadable!] 2005 Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets by George Kouretas & Leonidas Zarangas [Downloadable!] 2005 Forecast Combinations by Timmermann, Allan G [Downloadable!] 2005 Measuring Fiscal Sustainability by Polito, Vito & Wickens, Michael R [Downloadable!] 2005 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation by Inoue, Atsushi & Kilian, Lutz [Downloadable!] 2005 Short-Run Italian GDP Forecasting and Real-Time Data by Golinelli, Roberto & Parigi, Giuseppe [Downloadable!] 2005 Modelling and Forecasting Fiscal Variables for the euro Area by Favero, Carlo A & Marcellino, Massimiliano [Downloadable!] 2005 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management by Pesaran, M Hashem & Zaffaroni, Paolo [Downloadable!] 2005 Data Revisions Are Not Well-Behaved by Aruoba, Boragan [Downloadable!] 2005 Forecast Combination and Model Averaging Using Predictive Measures by Eklund, Jana & Karlsson, Sune [Downloadable!] 2005 Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases by Giannone, Domenico & Reichlin, Lucrezia & Small, David [Downloadable!] 2005 Monetary Policy in Real Time by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca [Downloadable!] 2005 Leading Indicators: What Have We Learned? by Marcellino, Massimiliano [Downloadable!] 2005 Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration by van Tol, Michel R & Wolff, Christian C [Downloadable!] 2005 On the Fit and Forecasting Performance of New Keynesian Models by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael [Downloadable!] 2005 The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time by Orphanides, Athanasios & van Norden, Simon [Downloadable!] 2005 The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation by Marek Hlavacek & Michael Konak & Josef Cada [Downloadable!] 2005 The Behavioural Equilibrium Exchange Rate of the Czech Koruna by Lubos Komarek & Martin Melecky [Downloadable!] 2005 Asymptotic distribution of a simple linear estimator for VARMA models in echelon form by Jean-Marie Dufour & Tarek Jouini [Downloadable!] 2005 The Volatility of Realized Volatility by Fulvio Corsi & Uta Kretschmer & Stefan Mittnik & Christian Pigorsch [Downloadable!] 2005 Volatility Forecasting by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold [Downloadable!] 2005 New Composite Leading Indicators for Hungary and Poland by Harm Bandholz [Downloadable!] 2005 Survey Expectations by M. Hashem Pesaran & Martin Weale [Downloadable!] 2005 Testable Implications of Forecast Optimality by Andrew J. Patton & Allan Timmermann [Downloadable!] 2005 Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators by Javier J. Pérez [Downloadable!] 2005 Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series by Pami Dua & Lokendra Kumawat [Downloadable!] 2005 Survey Expectations by Pesaran, M.H. & Weale, M. [Downloadable!] 2005 Forecasting Distributions with Experts Advice by Sancetta, A. [Downloadable!] 2005 The European Union GDP Forecast Rationality under Asymmetric Preferences by George A. Christodoulakis [Downloadable!] 2005 Monetary policy and asset prices: To respond or not? by Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim [Downloadable!] 2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful? by Andrea Nobili [Downloadable!] 2005 Cross-country differences in monetary policy transmission by Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés [Downloadable!] 2005 Forecasting Canadian GDP: Region-Specific versus Countrywide Information by Frédérick Demers & David Dupuis [Downloadable!] 2005 MUSE: The Bank of Canada's New Projection Model of the U.S. Economy by Marc-André Gosselin & René Lalonde [Downloadable!] 2005 Estimação De Funções De Demanda Residencial De Água Em Contextos De Preços Não Lineares by José Airton Mendonça de Melo & Paulo de Melo Jorge Neto [Downloadable!] 2005 Are Business Cycles All Alike In Europe? by Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte [Downloadable!] 2005 Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? by Heather Anderson & Fashid Vahid [Downloadable!] 2005 Impulse Analyses Of The Romanian Inflation by Pelinescu, Elena & Dospinescu, Andrei Silviu 2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca 2005 A Model To Forecast The Monthly Inflation In Romania by Pelinescu, Elena & Dospinescu, Andrei Silviu 2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca 2005 Combining The Forecasts Using A Statistical Approach by Dospinescu, Andrei Silviu 2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca 2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca 2005 Dealing with Unexpected Shocks to the Budget by Elena Gennari & Raffaela Giordano & Sandro Momigliano 2005 Escenarios de empleo regional. Una propuesta basada en análisis shift-share/Regionel Employment Scenarios. A Schift-Share Approach by MAYOR FERNÁNDEZ, M. & LÓPEZ MENÉNDEZ, A.J. & PÉREZ SUÁREZ, R. [Downloadable!] 2005 Understanding and Comparing Factor-Based Forecasts by Jean Boivin & Serena Ng [Downloadable!] 2005 Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi by Kıvılcım M. ÖZCAN & Suat AYDIN 2005 A Comparative Analysis Of The Forecasting Ability Of Classic Econometric And Fuzzy Models by Profillidis, V. & Botzoris, G. 2005 Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales by Johnson, Christian A. & Padilla, Miguel A. 2005 An econometric study of the beef meat sector in Cyprus by Panayiotis Diacos & Spyros Hadjidakis 2005 The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange by Aktham I. Maghyereh & Sadeg J. Abul 2005 Forecasting the UK Unemployment Rate: Model Comparisons by Floros, Ch. [Downloadable!] 2005 Forecasting Stock Market Volatility with Regime-Switching GARCH Models by Juri Marcucci [Downloadable!] 2005 What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study by Marie Bessec & Othman Bouabdallah [Downloadable!] 2005 A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis by Ventzislav Ivanov & Lutz Kilian [Downloadable!] 2005 Gauging Employment: Is the Professional Wisdom Wrong? by George C. Perry [Downloadable!] 2005 Investments and Economic Growth Based on Endogenous Factors by Ivan Stoykov [Downloadable!] 2004 Forecasting volatility and volume in the Tokyo stock market : the advantage of long memory models by Lux, Thomas & Kaizoji, Taisei [Downloadable!] 2004 Forecast quality and simple instrument rules : a real-time data approach by Glück, Heinz & Schleicher, Stefan P. [Downloadable!] 2004 Real-time Data for Norway: Challenges for Monetary Policy by Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein [Downloadable!] 2004 Real-time data and business cycle analysis in Germany by Döpke, Jörg [Downloadable!] 2004 Regional Econometric Housing Start Forecast Accuracy in Florida by Thomas M. Fullerton Jr. & Carol T. West [Downloadable!] 2004 Underground Shocks Ground Zero Responses by Maurizio Bovi [Downloadable!] 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship by Jonathan B. Hill [Downloadable!] 2004 Learning, inflation expectations and optimal monetary policy by Eric Schaling [Downloadable!] 2004 Is money informative? Evidence from a large model used for policy analysis by Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno [Downloadable!] 2004 Model-Free Impulse Responses by Oscar Jorda [Downloadable!] 2004 Narrowing the US twin deficits: simulations with a world macroeconometric model by Alberto Bagnai & Silvia Galli & Eleonora Pierucci & Simone Raimondi [Downloadable!] 2004 System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets by Cornelis A Los [Downloadable!] 2004 Economic Performance in a Cross-Section of U.S. Native American Economies by Voxi Heinrich S Amavilah [Downloadable!] 2004 Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands by Voxi Heinrich S Amavilah [Downloadable!] 2004 Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change by Voxi Heinrich S Amavilah & Richard T. Newcomb [Downloadable!] 2004 Long-Run Regressions: Theory and Application to US Asset Markets by Charlotte S. Hansen & Bjorn E. Tuypens [Downloadable!] 2004 Genetic Algorithms: Genesis of Stock Evaluation by Rama Prasad Kanungo [Downloadable!] 2004 On aggregation bias in fixed-event forecast efficiency tests by Gultekin Isiklar [Downloadable!] 2004 Is it really long memory we see in financial returns? by Thomas Mikosch [Downloadable!] 2004 Non-stationarities in stock returns by Catalin Starica & Clive Granger [Downloadable!] 2004 Space-Time Lags: Specification Strategy In Spatial Regression Models by Fernando A. López Hernández & Coro Chasco Yrigoyen [Downloadable!] 2004 Confessions of an International Forecaster by Thomas M Fullerton Jr [Downloadable!] 2004 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho [Downloadable!] 2004 Policy Makers Priors and Inflation Density Forecasts by Marco Vega [Downloadable!] 2004 Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia by Coro Chasco-Yrigoyen & Fernando López-Hernández [Downloadable!] 2004 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited by Jonathan B. Hill [Downloadable!] 2004 A Framework for Forecasting the Components of the Consumer Price by Janine Aron & John Muellbauer & Coen Pretorius [Downloadable!] 2004 Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies by Voxi Heinrich Amavilah [Downloadable!] 2004 Mission Implausible III: Measuring the Informal Sector in a Transition Economy using Macro Methods1 by Jan Hanousek & Filip Palda [Downloadable!] 2004 Energy Consumption in China: Past Trends and Future Directions by Paul Crompton & Yanrui Wu [Downloadable!] 2004 What explains the Great Moderation in the US? A structural analysis by Fabio Canova [Downloadable!] 2004 Long-Term Fixed-Income Market Structure by Luca Grilli [Downloadable!] 2004 Un approccio metrico per lo studio dei dati finanziari by Luca Grilli [Downloadable!] 2004 Time-series regression models to study the short-term effects of environmental factors on health by Tobías, Aureli & Saez, Marc [Downloadable!] 2004 Achieving Universal Primary Education: Can Kenya Afford it? by Rob Vos & Arjun Bedi & Paul K. Kimalu & Damiano K. Manda & Nancy N. Nafula & Mwangi S. Kimenyi [Downloadable!] 2004 Prognose uni- und multivariater Zeitreihen by Manfred Deistler & Klaus Neusser [Downloadable!] 2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2004 A DSGE-VAR for the Euro Area by Marco Del Negro & Frank Schorfheide [Downloadable!] 2004 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison by Mikael Petitjean & Pierre Giot 2004 How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone by Simon van Norden 2004 Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation by Daniel Ramirez A. & Juan M. Gómez G. [Downloadable!] 2004 Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules by Tina Yu & Shu-Heng Chen 2004 Data Uncertainty in General Equilibrium by S. Boragan Aruoba [Downloadable!] 2004 Forecasting Chilean Industrial Production and Sales with Automated Procedures by ROMULO A. CHUMACERO [Downloadable!] 2004 An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series by Geetesh Bhardwaj & Norman Swanson [Downloadable!] 2004 Toimialojen t&k-panostusten ja tuottavuuden ennustejärjestelmä - Julkisen t&k-rahoituksen vaikuttavuus ja tuottavuuden pitkän ajan kasvu by Olavi Rantala [Downloadable!] 2004 Data Revisions in General Equilibrium by S. Boragan Aruoba 2004 A DSGE-VAR for the Euro Area by Marco Del Negro & Frank Schorfheide 2004 Why Did the Welfare Caseload Decline? by Jacob Alex Klerman & Caroline Danielson [Downloadable!] 2004 Forecasting with Measurement Errors in Dynamic Models by Richard Harrison & George Kapetanios & Tony Yates [Downloadable!] 2004 Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models by George Kapetanios & Tony Yates [Downloadable!] 2004 Is the Currency Risk Priced in Equity Markets? by Francesco Giurda & Elias Tzavalis [Downloadable!] 2004 Is there a flight to quality due to inflation uncertainty? by Guler, Bulent & Ozlale, Umit [Downloadable!] 2004 Modelling and forecasting the volatility of the portuguese stock index PSI-20 by Caiado, Jorge [Downloadable!] 2004 A Comparison of Multi-step GDP Forecasts for South Africa by Guillaume Chevillon [Downloadable!] 2004 `Weak` trends for inference and forecasting in finite samples by Guillaume Chevillon [Downloadable!] 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes by Guillaume Chevillon & David Hendry [Downloadable!] 2004 Forecasting Austrian Inflation by Gabriel Moser & Fabio Rumler & Johann Scharler [Downloadable!] 2004 Population Ageing and Government Health Expenditures in New Zealand, 1951-2051 by John Bryant & Audrey Teasdale & Martin Tobias & Jit Cheung & Mhairi McHugh [Downloadable!] 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes by Guillaume Chevillon & David F. Hendry [Downloadable!] 2004 Modelling inflation in the Euro Area by Eilev S. Jansen [Downloadable!] 2004 Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists by Karlyn Mitchell & Douglas K. Pearce [Downloadable!] 2004 Exponential Smoothing: A Prediction Error Decomposition Principle by Ralph D. Snyder [Downloadable!] 2004 Structural breaks and financial risk management by Marianna Valentinyi-Endrész [Downloadable!] 2004 Using the Correlation Dimension to Detect non-linear dynamics by Theodore Panagiotidis & David Chappell [Downloadable!] 2004 Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das «neue magische Viereck» in der Schweiz by Jochen Hartwig [Downloadable!] 2004 The International Adoption of Photovoltaic Energy Conversion Is Japan a Lead Market? by Marian Beise [Downloadable!] 2004 Forecasting Time Series Subject to Multiple Structural Breaks by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan [Downloadable!] 2004 Real Time Econometrics by Pesaran, M. Hashem & Timmermann, Allan [Downloadable!] 2004 The Dark, And Independent, Side Of Italy by Maurizio Bovi [Downloadable!] 2004 Vector-Autoregression Approach to Forecast Italian Imports by Carmine Pappalardo & Gianfranco Piras [Downloadable!] 2004 Toward a Theory of Evaluating Predictive Accuracy by Kunst, Robert M. & Jumah, Adusei [Downloadable!] 2004 Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2004 Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters by Naoya Katayama [Downloadable!] 2004 Is more data better? by Kaushik Mitra [Downloadable!] 2004 Repeated surveys and the Kalman filter by Lind, Jo Thori [Downloadable!] 2004 Regime switching as an alternative early warning system of currency crises - an application to South-East Asia by Arias, Guillaume & Erlandsson, Ulf [Downloadable!] 2004 Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination by Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo 2004 Heterogeneous information about the term structure, least-squares learning and optimal rules for inflation targeting by Schaling , Eric & Eijffinger , Sylvester & Tesfaselassie , Mewael [Downloadable!] 2004 Impact of Population Aging on Japanese International Travel by James Mak & Lonny Carlile & Sally Dai [Downloadable!] 2004 Coasean Economics and the Evolution of Marine Property in Hawaii by Brooks Kaiser & James Roumasset [Downloadable!] 2004 Working Paper 16-04 - The NIME Economic Outlook for the World Economy 2004 - 2010 (Also in this issue: oil price shocks) by Eric Meyermans & Patrick Van Brusselen [Downloadable!] 2004 No Predictable Components in G7 Stock Returns by Prasad Bidarkota & Khurshid M. Kiani [Downloadable!] 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship by Jonathan B. Hill [Downloadable!] 2004 Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy by A Garratt & K Lee & M H Pesaran & Yongcheol Shin [Downloadable!] 2004 A Nonlinear Model of the Business Cycle by Simon M. Potter & Edward E. Leamer [Downloadable!] 2004 Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated by Norman R. Swanson & Valentina Corradi 2004 Properties of Optimal Forecasts by Allan Timmermann & Andrew J. Patton [Downloadable!] 2004 Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting by Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger [Downloadable!] 2004 Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? by Allan Timmermann & Graham Elliott & Ivana Komunjer [Downloadable!] 2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data by Aurobindo Ghosh & Anil K. Bera [Downloadable!] 2004 Regime Switching for Dynamic Correlations by Denis Pelletier [Downloadable!] 2004 Bagging Time Series Models by Lutz Kilian & Atsushi Inoue [Downloadable!] 2004 Forecasting Chilean Industrial Production with Automated Procedures by ROMULO A. CHUMACERO [Downloadable!] 2004 Macroeconomic Forecasting with Independent Component Analysis by Ruey Yau [Downloadable!] 2004 Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model by Yasutomo Murasawa & Roberto S. Mariano 2004 Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness by Anthony S. Tay & Aamir R. Hashmi [Downloadable!] 2004 Tracking Brazilian Exchange Rate Volatility by Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang [Downloadable!] 2004 Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility by Scott I. White & Adam E. Clements & Stan Hurn [Downloadable!] 2004 How Can We Define the Long Memory Concept? An Econometric Survey by Dominique Guegan 2004 Causality: Some New Thoughts on an Old Topic by Clive Granger 2004 Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? by Dimitrios D. Thomakos & Prasad S. Bhattacharya [Downloadable!] 2004 Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index by Jonathan Dark 2004 Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach by Keen Meng Choy & Hwee Kwan Chow [Downloadable!] 2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays by Ilias Tsiakas [Downloadable!] 2004 A Smooth Test for Density Forecast Evaluation by Aurobindo Ghosh & Anil K. Bera [Downloadable!] 2004 A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries by D.S.P Rao & Rambaldi & A.N. [Downloadable!] 2004 Model-Free Impulse Responses by Jorda, Oscar [Downloadable!] 2004 Cross-country differences in monetary policy transmission by Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Valles [Downloadable!] 2004 To aggregate or not to aggregate? Euro area inflation forecasting by Nicholai Benalal & Juan Luis Diaz del Hoyo & Bettina Landau & Moreno Roma & Frauke Skudelny [Downloadable!] 2004 The information content of over-the-counter currency options by Peter Christoffersen & Stefano Mazzotta [Downloadable!] 2004 Budgetary forecasts in Europe - the track record of stability and convergence programmes by Rolf Strauch & Mark Hallerberg & Jürgen von Hagen [Downloadable!] 2004 Financial System Development, Regulation and Economic Growth: Evidence from Russia by Ulrich Thießen [Downloadable!] 2004 Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion by Jörg Döpke & Ulrich Fritsche [Downloadable!] 2004 Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity by Martin Martens & Dick van Dijk & Michiel de Pooter [Downloadable!] 2004 Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements by Siem Jan Koopman & Borus Jungbacker & Eugenie Hol [Downloadable!] 2004 Heterogeneous information about the term structure of interest rates, least-squares learning and optimal interest rate rules for inflation forecast targeting by Eijffinger, S.C.W. & Tesfaselassie, M. & Schaling, E. [Downloadable!] 2004 Optimal Forecast Combination Under Regime Switching by Elliott, Graham & Timmermann, Allan G [Downloadable!] 2004 Forecasting Time Series Subject to Multiple Structural Breaks by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G [Downloadable!] 2004 Real Time Econometrics by Pesaran, M Hashem & Timmermann, Allan G [Downloadable!] 2004 Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks by Pesaran, M Hashem & Timmermann, Allan G [Downloadable!] 2004 Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model by Busetti, Fabio [Downloadable!] 2004 Bagging Time Series Models by Inoue, Atsushi & Kilian, Lutz [Downloadable!] 2004 Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F. [Downloadable!] 2004 Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices by Bofinger, Peter & Leitner, Johannes & Schmidt, Robert [Downloadable!] 2004 A leading indicator for the dutch economy: methodological and empirical revision of the cpb system by Henk Kranendonk & Jan Bonenkamp & Johan Verbruggen [Downloadable!] 2004 Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic by Alexis Derviz & Jiri Podpiera [Downloadable!] 2004 Are Vector Autoregressions And Accurate Model For Dynamic Asset Allocation? by Francisco Peñaranda [Downloadable!] 2004 Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2004 Forecasting Time Series Subject to Multiple Structural Breaks by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann [Downloadable!] 2004 Do Ifo Indicators Help Explain Revisions in German Industrial Production? by Jan Jacobs & Jan-Egbert Sturm [Downloadable!] 2004 The Role of the IFO Business Climate Indicator and Asset Prices in German Monetary Policy by Elmer Sterken [Downloadable!] 2004 Real Time Econometrics by M. Hashem Pesaran & Allan Timmermann [Downloadable!] 2004 Forecasting the density of asset returns by Trino-Manuel Niguez & Javier Perote [Downloadable!] 2004 Budgetary Forecasts in Europe – The Track Record of Stability and Convergence Programmes by Rolf Strauch & Mark Hallerberg & Jürgen von Hagen [Downloadable!] 2004 A Model of the Irish Housing Sector by Mc Quinn, Kieran [Downloadable!] 2004 ‘Forecasting Time Series Subject to Multiple Structural Breaks’ by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A. [Downloadable!] 2004 ‘Real Time Econometrics’ by Pesaran, M.H. & Timmermann, A. [Downloadable!] 2004 Consumption and population age structure by Solveig K. Erlandsen & Ragnar Nymoen [Downloadable!] 2004 Oil wealth and real exchange rates: The FEER for Norway by Q. Farooq Akram [Downloadable!] 2004 Modelling inflation in the Euro Area by Eilev S. Jansen [Downloadable!] 2004 Inflation and the Markup in the Euro Area by Bruneau, C. & De bandt, O. & Flageollet, A. [Downloadable!] 2004 Un modello dei conti economici per il sistema bancario italiano by Luca Casolaro & Leonardo Gambacorta [Downloadable!] 2004 Structural Change and Forecasting Long-Run Energy Prices by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian [Downloadable!] 2004 Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires by Frédérick Demers [Downloadable!] 2004 A Forecasting Model for Inventory Investments in Canada by Marwan Chacra & Maral Kichian [Downloadable!] 2004 Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates by Richard Luger [Downloadable!] 2004 Índice De Atividade Econômica: Os Modelos De Filtro De Kalman E Box-Jenkins Comparados by Vamerson Schwingel Ribeiro & Joilson Dias [Downloadable!] 2004 Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers by Andy C. C. Kwan & John A. Cotsomitis 2004 Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana 2004 Principal Components Model Of The Romanian Economy. Gdp – Production Side by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona 2004 Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae 2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca 2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca 2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca 2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca 2004 New Methodological Approaches To The Construction Of Currency Crashes Models by Michal PAZOUR [Downloadable!] 2004 Financial Variables and the Simulated Out-of-Sample Forecastability of U.S. Output Growth Since 1985: An Encompassing Approach by David E. Rapach & Christian E. Weber [Downloadable!] 2004 Modelos de regresión espacio-temporales en la estimación de la renta municipal: el caso de la Región de Murcia by CHASCO, C. & LÓPEZ, F.A. [Downloadable!] 2004 20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family by DE ARCE BORDA, R. [Downloadable!] 2004 Nichts als Strohfeuer? Eine kritische Analyse des wirtschaftspolitischen Assignments im "Neuen Konsens" mit Hilfe eines makrooekonometrischen Politiksimulationsmodells der Schweizer Volkswirtschaft by Jochen Hartwig [Downloadable!] 2004 A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty by Fujiwara, Ippei & Koga, Maiko [Downloadable!] 2004 Konjunkturprognose des sächsischen und des ostdeutschen Baugewerbes 2004/2005 : Konjunkturprognose für das Baugewerbe Sachsens und Ostdeutschlands by Michael Berlemann & Daniela Rother & Gerit Vogt [Downloadable!] 2004 Extensions of the Forward Search to Time Series by Marco Riani [Downloadable!] 2004 Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns by William P. Cleveland [Downloadable!] 2004 Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation by Jurgen A. Doornik & Marius Ooms [Downloadable!] 2004 Statistical Tests for Lyapunov Exponents of Deterministic Systems by Rodney Wolff & Qiwei Yao & Howell Tong [Downloadable!] 2003 Local User-Producer Interaction in Innovation and Export Performance of Firms by Rammer, Christian & Beise, Marian [Downloadable!] 2003 The Connection of Stock Markets Between Germany and the USA : New Evidence From a Co-integration Study by Eberts, Elke [Downloadable!] 2003 The Performance Of Setar Models : A Regime Conditional Evaluation Of Point, Interval And Density Forecasts by Boero, Gianna & Marrocu, Emanuela [Downloadable!] 2003 Resource Requirements In The Adjustment Process:A Macroeconometric Simulation Study Of The Nigerian Economy by GODWIN CHUKWUDUM NWAOBI [Downloadable!] 2003 Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions by Liew Khim Sen & Ahmad Zubaidi Baharumshah [Downloadable!] 2003 Stock Market Valuation In The United States by Patrick BISCIARI & Alain DURRE & Alain NYSSENS [Downloadable!] 2003 Tests of Conditional Predictive Ability by Raffaella Giacomini & Halbert White [Downloadable!] 2003 Housing Demand in Portugal by Pedro Guedes Carvalho [Downloadable!] 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico by Carlos A. Rodríguez Ramos [Downloadable!] 2003 Structural changes in the US economy: is there a role for monetary policy? by Fabio Canova & Luca Gambetti [Downloadable!] 2003 Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a by Esther Fernández Galar & Javier Gómez Biscarri [Downloadable!] 2003 Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931 by C. Paul Hallwood & Ian W. Marsh [Downloadable!] 2003 A linear demand system within a Seemingly Unrelated Time Series Equation framework by Arvid Raknerud, Terje Skjerpen and Anders Rygh Swensen [Downloadable!] 2003 The importance of interest rates for forecasting the exchange rate by Hilde C. Bjørnland and Håvard Hungnes [Downloadable!] 2003 Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium by Quan-Hoang Vuong [Downloadable!] 2003 Conditional distribution resampling for time series by Cees Diks & Svetlana Borovkova 2003 Signal Extraction can Generate Volatility Clusters by J. Huston McCulloch & Prasad V. Bidarkota [Downloadable!] 2003 Asymptotic Principal Components Estimation of Large Factor Models by Victor Solo & Chris Heaton 2003 The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence by Michael W. McCracken & Todd E. Clark 2003 Evaluating the extremal index in GARCH processes through double random walk by Fabrizio Laurini 2003 Aggregate and disaggregate information in euro-area monetary policy-making by Paolo ANGELINI & Paolo DEL GIOVANE 2003 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting by Forni M. & Hallin M. 2003 Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data by Baoline Chen & Peter A. Zadrozny 2003 Determinants of Land-Use Change In the United States 1982-1997 by Stavins, Robert & Plantinga, Andrew & Lubowski, Ruben [Downloadable!] 2003 Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange by Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson [Downloadable!] 2003 Optimal f and Portfolio Return Optimisation in US Futures Markets by John Anderson & Robert W Faff [Downloadable!] 2003 Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model by Heinen, Andreas [Downloadable!] 2003 Construction demand: a model of research and forecast for Latvia from 2002 to 2025 by Skribans, Valerijs [Downloadable!] 2003 Estimating contribution of factors to long-term growth in Romania by Albu, Lucian-Liviu [Downloadable!] 2003 Scenarios of economic development in Romania - medium to long-term forecasting models by Albu, Lucian-Liviu & Roudoi, Andrei [Downloadable!] 2003 Fear Trading by Ardia, David [Downloadable!] 2003 Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics by Peter F. Christoffersen & Francis X.Diebold [Downloadable!] 2003 Testing for Longer Horizon Predictability of Return Volatility with an Application to the German DAX by Burkhard Raunig [Downloadable!] 2003 Indicator Models of Real GDP Growth in Selected OECD Countries by Franck Sédillot & Nigel Pain [Downloadable!] 2003 Geometric Return and Portfolio Analysis by Brian McCulloch [Downloadable!] 2003 Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand by Olivier Basdevant [Downloadable!] 2003 Modelling structural change: the case of New Zealand by Olivier Basdevant & David Hargreaves [Downloadable!] 2003 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices by Heino Bohn Nielsen & Christopher Bowdler [Downloadable!] 2003 Stock market valuation in the United States by Patrick Bisciari & Alain Durré & Alain Nyssens [Downloadable!] 2003 Coherent Predictions of Low Count Time Series by B.P.M. McCabe & G.M. Martin [Downloadable!] 2003 Invertibility Conditions for Exponential Smoothing Models by Rob J. Hyndman & Muhammad Akram & Blyth Archibald [Downloadable!] 2003 Empirical Information Criteria for Time Series Forecasting Model Selection by Md B. Billah & R.J. Hyndman & A.B. Koehler [Downloadable!] 2003 Stochastic models underlying Croston's method for intermittent demand forecasting by Lydia Shenstone & Rob J. Hyndman [Downloadable!] 2003 Forecasting Industrial Production and the Early Detection of Turning Points by Bruno, Giancarlo & Lupi, Claudio [Downloadable!] 2003 Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary by Viktor Várpalotai [Downloadable!] 2003 Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence by Antonio Rubia & Trino-Manuel Ñíguez [Downloadable!] 2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria by Trino-Manuel Ñíguez [Downloadable!] 2003 Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data by Bruno Giancarlo & Lupi Claudio [Downloadable!] 2003 Testing for Relative Predictive Accuracy: A Critical Viewpoint by Kunst, Robert M. [Downloadable!] 2003 Temporal Aggregation of the Returns of a Stock Index Series by Brännäs, Kurt [Downloadable!] 2003 Business Survey Data: Do They Help in Forecasting the Macro Economy? by Hansson, Jesper & Jansson, Per & Löf, Mårten [Downloadable!] 2003 Learning, inflation expectations and optimal monetary policy by Schaling, Eric [Downloadable!] 2003 Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers by Prasad Bidarkota [Downloadable!] 2003 News or Noise? Signal Extraction Can Generate Volatility Clusters From IID Shocks by Prasad Bidarkota & J. Huston McCulloch [Downloadable!] 2003 A Multiple Indicators Model For Volatility Using Intra-Daily Data by Robert F. Engle & Giampiero M. Gallo [Downloadable!] 2003 Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components by Matteo Manera & Angelo Marzullo [Downloadable!] 2003 The transmission mechanism in a changing world by Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO [Downloadable!] 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico by Carlos A. Rodríguez Ramos [Downloadable!] 2003 Model-Free Impulse Responses by Jorda, Oscar [Downloadable!] 2003 Economic Implications of Bull and Bear Regimes in UK Stock Returns by Guidolin, Massimo & Allan Timmermann [Downloadable!] 2003 Forecasting with measurement errors in dynamic models by Yates, Tony & Richard Harrison & George Kapetanios [Downloadable!] 2003 The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts by Marrocu, Emanuela & Gianna Boero [Downloadable!] 2003 Recursive Predictability Tests for Real-Time Data by Rossi, Barbara & Inoue, Atsushi [Downloadable!] 2003 Forecasting Inflation in the Netherlands and the Euro Area by A.H.J. den Reijer & P.J.G. Vlaar [Downloadable!] 2003 Forecasting inflation: An art as well as a science! by P.J.G. Vlaar & A.H.J. den Reijer [Downloadable!] 2003 Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data by Rutger van Oest & Philip Hans Franses [Downloadable!] 2003 Discrete versus Continuous State Switching Models for Portfolio Credit Risk by André Lucas & Pieter Klaassen [Downloadable!] 2003 Learning, inflation reduction and optimal monetary policy by Schaling, E. [Downloadable!] 2003 Forecasting industrial production with linear, nonlinear and structural change models by B. Siliverstovs & D.J. Van Dijk [Downloadable!] 2003 Selecting a nonlinear time series model using weighted tests of equal forecast accuracy by D.J. Van Dijk & P.H. Franses [Downloadable!] 2003 Housing Market in Portugal revisited. A spatial analysis for 275 counties by Pedro Guedes Carvalho [Downloadable!] 2003 Properties of Optimal Forecasts by Patton, Andrew J & Timmermann, Allan G [Downloadable!] 2003 The Transmission Mechanism in a Changing World by Artis, Michael J & Galvão, Ana Beatriz C & Marcellino, Massimiliano [Downloadable!] 2003 Model Uncertainty, Thick Modelling and the Predictability of Stock Returns by Aiolfi, Marco & Favero, Carlo A [Downloadable!] 2003 Leading Indicators for Euro Area Inflation and GDP Growth by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor [Downloadable!] 2003 On the Selection of Forecasting Models by Inoue, Atsushi & Kilian, Lutz [Downloadable!] 2003 Forecasting inflation: a comparison of linear Phillips curve models and nonlinear time serie models by G. Ascari & Emanuela Marrocu [Downloadable!] 2003 Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter? by Robert H. McGuckin & Ataman Ozyildirim [Downloadable!] 2003 Short Run and Long Run Causality in Time Series: Inference by Jean-Marie Dufour & Denis Pelletier & Éric Renault [Downloadable!] 2003 The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time by Athanasios Orphanides & Simon van Norden [Downloadable!] 2003 Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks by Allan Timmermann & M. Hashem Pesaran [Downloadable!] 2003 Filter-Design and Model-Based Analysis of Economic Cycles by Diego J. Pedregal [Downloadable!] 2003 The Impact of Age Distribution Variables on the Long Run Consumption Function by Clifford L.F. Attfield & Edmund Cannon [Downloadable!] 2003 Tests of conditional predictive ability by Raffaella Giacomini & Halbert White [Downloadable!] 2003 Evaluation and Combination of Conditional Quantile Forecasts by Raffaella Giacomini & Ivana Komunjer [Downloadable!] 2003 Forecasting Inflation in the Euro Area by Bruneau, C. & De Bandt, O. & Flageollet, A. [Downloadable!] 2003 Forecasting Inflation using Economic Indicators: the Case of France by Bruneau, C. & De Bandt, O. & Flageollet, A. & Michaux, E. [Downloadable!] 2003 Dealing with unexpected shocks to the budget by Elena Gennari & Raffaela Giordano & Sandro Momigliano [Downloadable!] 2003 Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data by Maria Helena Lopes Moreira da Veiga [Downloadable!] 2003 GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica by Giulio PALOMBA [Downloadable!] 2003 Understanding Economic Forecasts by 2003 Modelling The Effects Of Eu Enlargement Using The Budgetary Policy Variables by Scutaru, Cornelia & Pauna, Bianca 2003 Methodology Of Scenario Forecasting Of Russia’S Economic Development by Mikhailenko, Kirill 2003 Scenarios Of Economic Development In Romania – Medium To Long-Term Forecasting Models by Albu, Lucian Liviu & Roudoi, Andrei 2003 Possible Evolutions Of The Romanian Economy (Macromodel Estimations) by Dobrescu, Emilian 2003 Multi - Annual Scenarios Using A Small – Sized Rmsm Type Of Model In Order To Forecast The Main Macroeconomic Indicators In Romania by Nicolae, Mariana & Albu, Lucian Liviu & Andrei, Dalina & Stanica, Cristian & Iordan, Mioara 2003 Annual And Medium-Term Analyses And Forecasts Based On „Dobrescu” Macromodel Of The Romanian Economy by Scutaru, Cornelia & Iordan, Mioara & Marin, Dinu & Stancu, Stelian & Ciumara, Roxana & Fomin, Petre 2003 The Romanian Growth Potential – A Cge Analysis by Croitoru, Lucian & Tarhoaca, Cornel 2003 Factors And Mechanisms Of Economic Growth In Transition Economies Of Different Types (Case Of Romania) by Albu, Lucian Liviu & Roudoi, Andrei 2003 Macroeconomic Estimations For The Romanian “Pre-Accession Economic Program” (The 2003 Version) by Dobrescu, Emilian 2003 The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre 2003 Delineating Efficient Portfolios And Forecasting The Conditional Variance: The Case Of The Bucharest Stock Exchange by Darasteanu, Catalin Cristian 2003 The Dobrescu Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre 2003 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre 2003 Short-Term Forecast by Albu, Lucian Liviu 2003 The Effectiveness of Forecasting Methods Using Multiple Information Variables by Kitamura, Tomiyuki & Koike, Ryoji [Downloadable!] 2003 El consumo privado en los paises de la OCDE: analisis comparativo y evolucion temporal by Arranz, Matilde [Downloadable!] 2003 Reductions in Employers' Social Security Contributions in a Wage Norm and Automatic Indexing Regime by Koen Burggraeve & Philippe du Caju 2003 An Information Theoretic Approach for Estimating Nonlinear Dynamic Models by Amos Golan [Downloadable!] 2003 An Empirical Evaluation of Non-Linear Trading Rules by Julián Andrada-Félix & Fernando Fernadez-Rodriguez & Maria-Dolores Garcia-Artiles & Simon Sosvilla-Rivero [Downloadable!] 2003 Are Banking Supervisory Data Useful for Macroeconomic Forecasts? by Ron J. Feldman & Jan Kim & Preston J. Miller & Jason E. Schmidt [Downloadable!] 2003 The set of tools for evaluation of expenses on and benefits from the expansion of the European Union to the East by Svetla Boneva [Downloadable!] 2002 Forecasting economic activity in Germany : how useful are sentiment indicators? by Schröder, Michael & Hüfner, Felix P. [Downloadable!] 2002 Evaluating Density Forecasts with an Application to Stock Market Returns by Raunig, Burkhard & de Raaij, Gabriela [Downloadable!] 2002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature by Rafiqul Bhuyan [Downloadable!] 2002 Dynamic paths of the European economy: simulations using an EU aggregate model by Alberto Bagnai & Francesco Carlucci [Downloadable!] 2002 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic by Jan Hanousek & Gerard Roland [Downloadable!] 2002 A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons by Hui Feng & Jia Liu [Downloadable!] 2002 Evaluating Density Forecasts via the Copula Approach by Xiaohong Chen & Yanqin Fan [Downloadable!] 2002 Hypernormal Densities by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White [Downloadable!] 2002 Statistical analysis of fixed income market by Massimo Bernaschi & Luca Grilli & Davide Vergni [Downloadable!] 2002 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models by Anirvan Banerji & Pami Dua & Stephen M. Miller [Downloadable!] 2002 Estimating potential output and output gaps for the South African economy by Ben Smit & Le Roux Burrows [Downloadable!] 2002 Small continuous surveys and the Kalman filter by Jo Thori Lind [Downloadable!] 2002 The Impact of the National Child Benefit Supplement on the Low Income Status of Canadian Families with Children: The SPSD/M Results by Centre for the Study of Living Standards [Downloadable!] 2002 Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models by Pierre Giot & Sébastien Laurent 2002 Strategies for Optimal Decision Guidance through Information Services by Dirk Helbing & Martin Sch 2002 Nonlinear models for financial time series with multiple attraction regions by Svetlana Borovkova 2002 Exact Testing of the Stability of the Phillips Curve by Lynda Khalaf & Maral Kichian 2002 Sensitivity Analysis of GARCH Models by Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato 2002 A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data by Alvaro Veiga & Leonardo Souza 2002 Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth [Downloadable!] 2002 Comparing the Accuracy of Density Forecasts from Competing Models by Sarno, Lucio & Valente, Giorgio 2002 Investigations Of The Npv^ - Method For Investment Projects by Anatoly Naumov & Nikolay Khodusov 2002 Switching Regime Models: applications to trading rules by Nuno Almeida & Pedro Valls Pereira 2002 A hybrid clustering scheme for time series forecasting by A. Sfetsos & C. Siriopoulos [Downloadable!] 2002 A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index by Chris Brooks & Apostolos Katsaris [Downloadable!] 2002 Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index by Chris Brooks & Apostolos Katsaris [Downloadable!] 2002 Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe [Downloadable!] 2002 The Australian Business Cycle: A New View by Harding, Don [Downloadable!] 2002 Forecasting Austrian HICP and its Components using VAR and ARIMA Models by Friedrich Fritzer & Gabriel Moser & Johann Scharler [Downloadable!] 2002 Evaluating Density Forecasts with an Application to Stock Market Returns by Gabriela de Raaij & Burkhard Raunig [Downloadable!] 2002 How many jobs? A leading indicator model of New Zealand employment by Edda Claus & Iris Claus [Downloadable!] 2002 Local Linear Forecasts Using Cubic Smoothing Splines by Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah [Downloadable!] 2002 Superb Forecasting or Self-Fulfilling Prophecy? The Economist on Thailand before the Asian Crisis by David Hojman & Robert F. K. Wynn 2002 ¿Sigue El Tipo De Cambio Real Un Proceso De Ajuste No Lineal Hacia El Equilibrio? Evidencia Para El Tipo De Cambio Euro-Dólar by Paz Rico Belda [Downloadable!] 2002 Forecasting Time-Varying Covariance Matrices In Intradaily Electricity Spot Prices by Ángel León & Antonio Rubia [Downloadable!] 2002 The Credit Channel of Monetary Policy. Case of Austria by Krylova, Elizaveta [Downloadable!] 2002 On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach by Jacobson, Tor & Karlsson, Sune [Downloadable!] 2002 Common factors in conditional distributions by Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J. 2002 Forecasting with artificial neural network models by Rech, Gianluigi [Downloadable!] 2002 Forecasting the macroeconomy with current financial market information: Europe and the United States by Junttila, Juha [Downloadable!] 2002 Volatility Estimation via Hidden Markov Models by Alessandro Rossi & Giampiero M. Gallo [Downloadable!] 2002 GARCH-based Volatility Forecasts for Market Volatility Indices by Massimiliano Cecconi & Giampiero M. Gallo & Marco J. Lombardi [Downloadable!] 2002 Do Housing Submarkets Really Matter? by Steven C. BOURASSA & Martin HOESLI & Vincent S. PENG [Downloadable!] 2002 Optimal Tests for Nested Model Selection with Underlying Parameter Instability by Rossi, Barbara [Downloadable!] 2002 Alternative Models for Stock Price Dynamic by Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George [Downloadable!] 2002 EUROMON-Scenarios for the Euro Area Economy by P.J.A. van Els & S.G. Grob 2002 Stock Index Volatility Forecasting with High Frequency Data by Eugenie Hol & Siem Jan Koopman [Downloadable!] 2002 Forecast accuracy after pretesting with an application to the stock market by Danilov, D. & Magnus, J.R. [Downloadable!] 2002 Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa by Aron, Janine & Muellbauer, John [Downloadable!] 2002 Forecasting EMU Macroeconomic Variables by Marcellino, Massimiliano [Downloadable!] 2002 Forecast Pooling for Short Time Series of Macroeconomic Variables by Marcellino, Massimiliano [Downloadable!] 2002 Instability and Non-Linearity in the EMU by Marcellino, Massimiliano [Downloadable!] 2002 Factor Based Index Tracking by Corielli, Francesco & Marcellino, Massimiliano [Downloadable!] 2002 Globalization of the Worlds Wine Markets by Anderson, Kym & Norman, David & Wittwer, Glyn [Downloadable!] 2002 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic by Hanousek, Jan & Roland, Gérard [Downloadable!] 2002 Factor Forecasts for the UK by Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano [Downloadable!] 2002 Rational Expectations for Large Models: A Practical Algorithm and a Policy Application by Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer [Downloadable!] 2002 The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts by Gianna Boero & Emanuela Marrocu [Downloadable!] 2002 Alternative Models for Stock Price Dynamics by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen [Downloadable!] 2002 Information Content of Volatility Forecasts at Medium-term Horizons by John Galbraith & Turgut Kisinbay [Downloadable!] 2002 Financial Asset Returns, Market Timing, and Volatility Dynamics by Peter Christoffersen & Francis X. Diebold [Downloadable!] 2002 Generalised Mean-Variance Analysis and Robust Portfolio Diversification by Wright, S.M. & Satchell, S.E. [Downloadable!] 2002 Hypernormal Densities by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White [Downloadable!] 2002 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods by Raffaella Giacomini [Downloadable!] 2002 Aggregation of Space-Time Processes by Raffaella Giacomini & Clive W.J. Granger [Downloadable!] 2002 The economic consequences of euro area modelling shortcuts by Libero Monteforte & Stefano Siviero [Downloadable!] 2002 Real-time GDP forecasting in the euro area by Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi [Downloadable!] 2002 Is money informative? Evidence form a large model used for policy analysis by Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno [Downloadable!] 2002 Forecasting the industrial production index for the euro area through forecasts for the main countries by Roberta Zizza [Downloadable!] 2002 Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank by Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto [Downloadable!] 2002 Oil-Price Shocks and Retail Energy Prices in Canada by Marwan Chacra [Downloadable!] 2002 Pronósticos restringidos de series temporales económicas múltiples para el seguimiento de metas por lograr. El caso de la inflación y el PIB de México by Víctor Guerrero, Bernardo Pena, Eva Senra y Alejandro Alegría [Downloadable!] 2002 A Bayesian forecasting approach to constructing regional input-output based employment multipliers by Dan S. Rickman [Downloadable!] 2002 Are Hodrick-Prescott `forecasts' rational? by J. Z. Easaw & S. M. Heravi & J. C. K. Ash & D. J. Smyth [Downloadable!] 2002 On the herding instinct of interest rate forecasters by Ronald Bewley & Denzil G. Fiebig [Downloadable!] 2002 Improving GARCH volatility forecasts with regime-switching GARCH by Franc Klaassen [Downloadable!] 2002 Macromodel Estimation for the Romanian "Pre-Accession Economic Programme" by Dobrescu, Emilian 2002 Introduction into Macroeconomic Modeling Foundations by Dobrescu, Emilian 2002 The "Dobrescu" Macromodel Of The Romanian Transition Economy* -Yearly And Monthly Forecast - September 2002 Version by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre 2002 The "Dobrescu" Macromodel Of The Romanian Transition Economy* - Yearly And Monthly Forecast - April 2002 Version by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre 2002 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre 2002 Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F [Models of price forecasting applied to futures contracts of live cattle at the Brazilian Futures Market - BM&F] by Aureliano Angel Bressan & João Eustáquio de Lima [Downloadable!] 2002 Ciclo de la economía española y contenido informativo de los tipos de interés by PONS NOVELL, J. [Downloadable!] 2002 Artificial Intelligent Based Time Series Forecasting Of Stock Prices Using Digital Filters by Sfetsos, A. & Siriopoulos, C. 2002 An Almon Approximation of the Day of the Month Effect in Currency in Circulation by Kaushik Bhattacharya & Himanshu Joshi 2001 Unternehmens- versus Analystenbefragungen : zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen by Hüfner, Felix & Schröder, Michael [Downloadable!] 2001 On the Measurement of the Predictive Success of Learning Theories in Repeated Games by Atanasios Mitropoulos [Downloadable!] 2001 Forecasting Industrial Production and the Early Detection of Turning Points by Giancarlo Bruno & Claudio Lupi [Downloadable!] 2001 Banking Passivity And Regulatory Failure In Emerging Markets: Theory And Evidence From The Czech Republic by Jan Hanousek & Gerard Roland [Downloadable!] 2001 Value-At-Risk For Long And Short Trading Positions by Pierre Giot and S»bastien Laurent 2001 Using High Frequency Data to Calculate, Model and Forecast Realized Volatility by Roel Oomen 2001 Forecasting with a Real-Time Data Set for Macroeconomists by Tom Stark and Dean Croushore 2001 A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates by Chris Brooks & Melvin J. Hinich [Downloadable!] 2001 Extracting, Using and Analysing Cyclical Information by Harding, Don & Pagan, Adrian [Downloadable!] 2001 A Small Global Forecasting Model by David Rae & David Turner [Downloadable!] 2001 Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness by Aamir R. Hashmi & Anthony S. Tay [Downloadable!] 2001 Modelling Wages and Prices in Australia by Gunnar Bårdsen & Stan Hurn & Zoë McHugh [Downloadable!] 2001 Unmasking the Theta Method by Hyndman, R.J. & Billah, B. [Downloadable!] 2001 The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study by Vahid, F. & Issler, J.V. [Downloadable!] 2001 Prediction Intervals for Exponential Smoothing State Space Models by Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D. [Downloadable!] 2001 Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? by Lutz Kilian & Mark P. Taylor [Downloadable!] 2001 Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory by Frank T. Denton & Christine H. Feaver & Byron G. Spencer [Downloadable!] 2001 Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory by Frank T. Denton & Christine H. Feaver & Byron G. Spencer [Downloadable!] 2001 Forecasting Industrial Production and the Early Detection of Turning POints by Bruno Giancarlo & Lupi Claudio [Downloadable!] 2001 Electricity demand analysis and forecasting: The tradition is questioned by N. Vijayamohanan Pillai [Downloadable!] 2001 The Effects of Exchange-Rate Exposures on Equity Asset Markets by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2001 Conditional Skewness Modelling for Stock Returns by Brännäs, Kurt & Nordman, Niklas 2001 An Alternative Conditional Asymmetry Specification for Stock Returns by Brännäs, Kurt & Nordman, Niklas 2001 Extreme Value Theory and Extremely Large Electricity Price Changes by Byström, Hans 2001 Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory by Byström, Hans 2001 A Classifying Procedure for Signaling Turning Points by Koskinen, Lasse & Öller, Lars-Erik [Downloadable!] 2001 Has the accuracy of energy demand projections in the OECD countries improved since the 1970s? by Bentzen, Jan & Linderoth, Hans [Downloadable!] 2001 Controlling Inflation in Euroland by Karen Cabos & Nikolaus A. Siegfried [Downloadable!] 2001 Predicting Corporate Failure in the UK: A Multidimensional Scaling Approach by Neophytou, E. & Molinero, C.M. 2001 Value-at-risk for Long and Short Trading Positions by Giot, P. & Laurent, S. 2001 An Indicator-Based Short-Term Forecast for Quarterly GDP in the Euro Area by Grasmann, P. & Keereman, F. 2001 Has the accuracy of energy demand projections in the OECD countries improved since the 1970s? by Bentzen, J. & Linderoth, H. 2001 Long-term risk management of nuclear waste : a real options approach by CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane [Downloadable!] 2001 The role of fiscal policy in EMU: a simulation with EUROMON by M. Demertzis & H.M.M. Peeters [Downloadable!] 2001 European Monetary Union, the term structure, and the Lucas Critique by Vanbergeijk, Peter A.G. & Berk, Jan Marc [Downloadable!] 2001 Did the FED surprise the markets in 2001? : a case study for vars with sign restrictions by Uhlig, H. [Downloadable!] 2001 Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? by Kilian, Lutz & Taylor, Mark P [Downloadable!] 2001 Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns by Gianna Boero & Emanuela Marrocu [Downloadable!] 2001 Forecasting Some Low-Predictability Time Series Using Diffusion Indices by Marc Brisson & Bryan Campbell & John Galbraith [Downloadable!] 2001 Testing and Comparing Value-at-Risk Measures by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue [Downloadable!] 2001 Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions by Harald Uhlig [Downloadable!] 2001 In Search of Leading Indicators of Economic Activity in Germany by Harm Bandholz & Michael Funke [Downloadable!] 2001 An Alternative Conditional Asymmetry Specification for Stock Returns by Kurt Braennaes & Niklas Nordman [Downloadable!] 2001 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic by Jan Hanousek & Gerard Roland [Downloadable!] 2001 A Leading Index for the Indian Economy by Pami Dua & Anirvan Banerji [Downloadable!] 2001 Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information by Darsinos, T. & Satchell, S.E. [Downloadable!] 2001 A PANIC Attack on Unit Roots and Cointegration by Jushan Bai & Serena Ng [Downloadable!] 2001 A New Look at Panel Testing of Stationarity and the PPP Hypothesis by Jushan Bai & Serena Ng [Downloadable!] 2001 The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model by Fabio Busetti [Downloadable!] 2001 Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods by Fuchun Li & Greg Tkacz [Downloadable!] 2001 Taxes, Efficiency and Economic Growth by Jack M. Mintz & Thomas A. Wilson [Downloadable!] 2001 Forecasting Non-Stationary Economic Time Series by Michael P. Clements & David F. Hendry 2001 The economic impact of EU-enlargement: assessing the migration potential by Michael Fertig [Downloadable!] 2001 A small continuous time macro-econometric model of the Czech Republic by Emil Stavrev [Downloadable!] 2001 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre 2001 Short-Term Forecasting Of Six Macroeconomic Indicators by Albu, Lucian Liviu & Pelinescu, Elena 2001 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre 2001 Short-Term Forecasting For 6 Macroeconomic Indicators: Inflation Dynamics Allows For The Preparation For The Strong Leu by Albu, Lucian Liviu & Pelinescu, Elena 2001 Acknowledgement Misspecification in Macroeconomic Theory by Hansen, Lars-Peter & Sargent, Thomas-J [Downloadable!] 2001 An AHP-Based Composite Cyclical-Performance Index by Micheal P. Niemira 2001 Monetary aggregates as indicators of economic activity in Canada: empirical evidence by Pierre L. Siklos & Andrew G. Barton [Downloadable!] 2000 Statistical characterisation of Fixed Income market efficiency by Massimo Bernaschi & Luca Grilli & Livio Marangio & Sauro Succi & Davide Vergni [Downloadable!] 2000 Time series modelling and forecasting of Sarawak black pepper price by Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi [Downloadable!] 2000 Forecasting with Difference-Stationary and Trend-Stationary Models by David Hendry & Michael P. Clements 2000 Model Specification and Inflation Forecast Uncertainty by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen [Downloadable!] 2000 Has Portugal gone wireless? Looking back, Looking ahead by Anabela Botelho & Ligia Costa Pinto [Downloadable!] 2000 Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy by Alexei Onatski & James H. Stock [Downloadable!] 2000 Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts by Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez [Downloadable!] 2000 A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods by Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S. [Downloadable!] 2000 A structural Time Series Model with Markov Switching by Shami, R.G. & Forbes, C.S. [Downloadable!] 2000 Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy by Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin [Downloadable!] 2000 Macroeconomic Forecasts and the Nature of Economic Shocks in Germany by Jörg Döpke [Downloadable!] 2000 Predicting Inflation in Euroland — The Pstar Approach by Joachim Scheide & Mathias Trabandt [Downloadable!] 2000 A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models by Stavrev, Emil [Downloadable!] 2000 A Small Continuous Time Macro-Econometric Model of the Czech Republic by Stavrev, Emil [Downloadable!] 2000 Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning by Crespo-Cuaresma, Jesus [Downloadable!] 2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH by Brännäs, Kurt & de Gooijer, Jan G. 2000 Prediction Inference for Time Series by de Luna, Xavier [Downloadable!] 2000 Qualitative Survey Responses and Production over the Business Cycle by Lindström, Tomas [Downloadable!] 2000 A Bivariate Distribution for Inflation and Output Forecasts by Blix, Mårten & Sellin, Peter [Downloadable!] 2000 Progress from forecast failure : the Norwegian consumption function by Eitrheim,O. & Jansen,E.S. & Nymoen,R. [Downloadable!] 2000 Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts by Byström, Hans 2000 The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool by Byström , Hans 2000 Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998 by Byström, Hans 2000 On seasonal error correction when the processes include different numbers of unit roots by Lyhagen, Johan & Löf, Mårten [Downloadable!] 2000 Inflation Forecast Uncertainty by Giordani, Paolo & Soderlind, Paul [Downloadable!] 2000 On Forecasting Cointegrated Seasonal Time Series by Löf, Mårten & Franses, Philip Hans [Downloadable!] 2000 Monetary Transmission Mechanisms in Euroland by Nikolaus A. Siegfried 2000 Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy by Albrecht Ritschl & Ulrich Woitek [Downloadable!] 2000 Japanese GDP Forecasters Are Pressimistic in Boom, Optimistic in Recession, and Always Too Jumpy by Ashiya, M. 2000 Japanese GDP Forecasters Are Pressimistic in Boom, Optimistic in Recession, and Always Too Jumpy by Ashiya, M. 2000 A Comparison of Financial Duration Models Via Density Forecasts by Bauwens, L. & Giot, P. & Grammig, J. & Veredas, D. 2000 Intraday Value-at-Risk by Giot, P. 2000 Effects of Information Sources on Innovation Decisions: Bayesian Analysis of the Sequential Probit Model by Waelbroeck, P. 2000 Forecasting Multifractal Volatility by Calvet, L. 2000 An Econometric Model of Birth Input and Output by Li, K. & Poirier, D. 2000 Modele a anticipations rationnelles de la conjoncture simulee : MARCOS by Jacquinot, P. & Mihoubi, F. 2000 Does Correlation between Stock Returns Really Increase during Turbulent Period? by Chesnay, F. & Jondeau, E. 2000 Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With Nigem by Ortega, E. & Alberola, E. 2000 Importance des variables dans les methodes CART by Ghattas, B. 2000 Market Making with Costly Monitoring : An Analysis of the SOES Controversy by FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik [Downloadable!] 2000 On forecasting cointegrated seasonal time series by M. Loef & P.H.B.F. Franses [Downloadable!] 2000 From the "three-goods" macroeconomic model to the" (n+2)-goods" model : an Exploration of the Robustness of the Analysis of Expectational Eductive Coordination by Guesnerie, R. [Downloadable!] 2000 From the "three-goods" macroeconomic model to the" (n+2)-goods" model : an Exploration of the Robustness of the Analysis of Expectational Eductive Coordination by Guesnerie, R. 2000 Forecasting New Zealand's Real GDP by Aaron F. Schiff & Peter C.B. Phillips [Downloadable!] 2000 Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges by Peter C.B. Phillips [Downloadable!] 2000 Did Monetary Forces Cause the Great Depression? by Ritschl, Albrecht & Woitek, Ulrich [Downloadable!] 2000 Inflation Forecast Uncertainty by Söderlind, Paul [Downloadable!] 2000 La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza by Gianna Boero & Emanuela Marrocu [Downloadable!] 2000 Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy by M. Hashem Pesaran [Downloadable!] 2000 An Index of Coincident Economic Indicators for the Indian Economy by Pami Dua & Anirvan Banerji 2000 Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy by Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y. [Downloadable!] 2000 FDI Locational Determinants and the Linkage Between FDI and Other Macro-Economic Factors: Long-run Dynamics in Pacific Asia by Bende-Nabende, A. & Ford, J.L. & Sen, S. & Slater, J. 2000 Long-Run Dynamics of FDI and its Spillovers Onto Output: Evidence From the Asia-Pacific Economic Cooperation Region by Bende-Nabende, A. & Ford, J.L. & Sen, S. & Slater, J. 2000 Productivity Analysis in Asia-Pacific Economic Cooperation Region: a Multi-Country Translog Comparative Analysis, 1965-97 by Bende-Nabende, A. & Ford, J.L. & Sen, S. 2000 Modele a anticipations rationnelles de la conjoncture simulee : MARCOS by Jacquinot, P. & Mihoubi, F. [Downloadable!] 2000 Does Correlation between Stock Returns Really Increase during Turbulent Period? by Chesnay, F. & Jondeau, E. [Downloadable!] 2000 Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM by Eva Ortega & Enrique Alberola [Downloadable!] 2000 Forecasting industrial production in the Euro area by Giuseppe Parigi & Roberto Golinelli & Giorgio Bodo [Downloadable!] 2000 Constrained nonparametric regression analysis of load curves by Juan RodrÎguez-Poo [Downloadable!] 2000 Short-Term Forecasting For Six Macroeconomic Indicators by Pelinescu, Elena 2000 Monetary Conditions Index In Romania. Some Considerations by Pelinescu, Elena & Slavoiu, Ovidiu & Salater, Wilhelm & Sasu, Dana 2000 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre 2000 Medium-Run Scenarios Of The Romanian Economy by Dobrescu, Emilian 2000 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre 2000 Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market by Danielsson, Jon & Morimoto, Yuji [Downloadable!] 2000 Predicting Recession Using the Yield Curve: An Artificial Intelligence and Econometric Comparison by Mohamad Shaaf [Downloadable!] 2000-2001 Forecasting Australian Unemployment Rates by Max Stevenson & Maurice Peat 1999 Export and innovation activities in the German service sector : empirical evidence at the firm level by Ebling, Günther & Janz, Norbert [Downloadable!] 1999 Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules by Pereira, Robert [Downloadable!] 1999 Trends in Resource Extraction and Implications for Sustainability in Canada by Mariam, Yohannes [Downloadable!] 1999 Improving Distributed Intelligence in Complex Innovation Systems by Kuhlmann, Stefan & Boekholt, Patries & Georghiou, Luke & Guy, Ken & Heraud, Jean-Alain & Laredo, Philippe & Lemola, Tarmo & Loveridge, Denis & Luukkonen, Terttu & Moniz, António & Polt, Wolfgang & Rip, Arie & Sanz-Menendez, Luis & Smits, Ruud [Downloadable!] 1999 Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys by Yin-Wong Cheung & Menzie D. Chinn [Downloadable!] 1999 Predicting U.S. Recessions: Financial Variables as Leading Indicators by Arturo Estrella & Frederic S. Mishkin [Downloadable!] 1999 Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off by PERRON, Benoît [Downloadable!] 1999 Forecasting for Inventory Control with Exponential Smoothing by Snyder, R.D. & Koehler, A. & Ord, K. [Downloadable!] 1999 Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method by Koehler, A.B. & Snyder, R.D. & Ord, J.K. [Downloadable!] 1999 The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 1999 A VAR Model for Monetary Policy Analysis in a Small Open Economy by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders [Downloadable!] 1999 Forecasting Swedish Inflation With a Markov Switching VAR by Blix, Mårten [Downloadable!] 1999 Real Exchange Rates and Switching Regimes by Bergman, U. Michael & Hansson, Jesper [Downloadable!] 1999 Forecasting performance of seasonal cointegration models by Löf, Mårten & Lyhagen, Johan [Downloadable!] 1999 Smooth transitions in a UK consumption function by Eliasson, Ann-Charlotte [Downloadable!] 1999 The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows by Gustavsson, Patrik & Nordström, Jonas [Downloadable!] 1999 Some Thoughts on Monetary Targeting vs. Inflation Targeting by Karen Cabos & Michael Funke & Nikolaus A. Siegfried [Downloadable!] 1999 Cognitive Foundations of Probability by Gilboa, I. & Schmeidler, D. 1999 Inductive Inference: an Axiomatic Approach by Gilboa, I. & Schmeidler, D. 1999 A Semi-Markov Approach to Modeling Volatility Dynamics by Maheu, J.M. & McCurdy, T.H. 1999 A Semi-Markov Approach to Modeling Volatility Dynamics by Maheu, J.M. & McCurdy, T.H. 1999 Real Exchange Rates and Real Interest Rates: a nonlinear Perspective by Bec, F. & Salem, M.B. & MacDonald, R. 1999 Analyzing and Representing Multidimentional Quantitative an Qualitative Data: Demographic Study of the Rhone Valley. The Domestic Consumption of the Canadian Families by Cottrell, M. & Gaubert, P. & Rousset, P. & Letremy, P. 1999 Analyzing and Representing Multidimentional Quantitative an Qualitative Data: Demographic Study of the Rhone Valley. The Domestic Consumption of the Canadian Families by Cottrell, M. & Gaubert, P. & Rousset, P. & Letremy, P. 1999 Simulating with Rice Coalitionally Stable Burden Sharing Agreements for the Climate Change Problem by Eyckmans, J. & Tulkens, H. 1999 Learning with Bounded Memory in Stochastic Models by Honkapohja, S. & Mitra, K. 1999 Is More Data Better? by Mitra, K. 1999 Simulated Annealing for Complex Portfolio Selection Problems by Crama, Y. & Schyns, M. 1999 A Multivariate STAR Analysis of the Raltionship Between Money and Output by Rothman, P. & van Dijk, D. & Franses, P.H. 1999 Forecasting with Period Autoregressive Time Series Models by Franses, P.H. & Paap, R. 1999 The Track Record of the Commission Forecasts by Keereman, F. 1999 Agregation d'arbres de classification by Ghattas, B. 1999 Previsions des pics d'ozone par arbres de regression, simples et agreges par bootstrap by Ghattas, B. 1999 Previsions par arbres de classification by Ghattas, B. 1999 Prevision des prix a terme du cacao et modeles ARMA non-lineaires by Bolgot, S. & Terraza, M. 1999 Fiscal Forecasting: the Track Record of the IMF, OECD and EC by Artis, M. & Marcellino, M. 1999 Imperfect Market Monitoring and SOES Trading by FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik [Downloadable!] 1999 Purchasing power parity : evidence from a new test by Klaassen, F. [Downloadable!] 1999 Long swings in exchange rates : are they really in the data by Klaassen, F. [Downloadable!] 1999 Fiscal Forecasting: the Track Record of the IMF, OECD, and EC by Artis, Michael J & Marcellino, Massimiliano [Downloadable!] 1999 A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen [Downloadable!] 1999 The Role of External Variables in the Chinese Economy by Stephane Dees [Downloadable!] 1999 Threshold Models for Trended Time Series by Kapetanios, G. [Downloadable!] 1999 Decline in Youth Participation in Canada in the 1990s: Structural or Cyclical? by Richard Archambault & Louis Grignon [Downloadable!] 1999 Evolution of the Female Labour Force Participation Rate in Canada, 1976-1994: a Cohort Analysis by Paul Beaudry & Thomas Lemieux [Downloadable!] 1999 The Changing Labour Force Participation of Canadians, 1969-96: Evidence from a Panel of Six Demographic Groups by Mario Fortin & Pierre Fortin [Downloadable!] 1999 Symposium on Labour Force Participation in Canada in the 1990s: An Introduction and Overview by Andrew Sharpe & Louis Grignon [Downloadable!] 1999 Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index by Angel León & Juan Mora [Downloadable!] 1999 Outline of forecast theory using generalized cost functions by Clive W.J. Granger [Downloadable!] 1999 On winning forecasting competitions in economics by Michael P. Clements & David F. Hendry [Downloadable!] 1999 Performance of periodic time series models in forecasting by Helmut Herwartz [Downloadable!] 1998 Empirical macromodels under test : a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions by Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter [Downloadable!] 1998 The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? by Kamstra, M. 1998 A simulation model of corporate finances: A study of the companies listed on Karachi stock exchange by Ayub, Mehar [Downloadable!] 1998 Bayesian VAR Models for Forecasting Irish Inflation by Kenny, Geoff & Meyler, Aidan & Quinn, Terry [Downloadable!] 1998 Forecasting irish inflation using ARIMA models by Meyler, Aidan & Kenny, Geoff & Quinn, Terry [Downloadable!] 1998 The Forecasting and Policy System: demand-side satellite models by James Breece & Vincenzo Cassino [Downloadable!] 1998 Regime Switches in Interest Rates by Andrew Ang & Geert Bekaert [Downloadable!] 1998 Regression-Based Tests of Predictive Ability by Kenneth D. West & Michael W. McCracken [Downloadable!] 1998 Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations by Shami, R.G. & Snyder, R.D. 1998 Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown" by Henry, O.T. & Olekalns, N. & Summers, P.M. 1998 La demande touristique européenne en Tunisie by OUERFELLI, Chokri [Downloadable!] 1998 Forecasting based on Very Small Samples and Additional Non-Sample Information by Brännäs, Kurt & Hellström, Jörgen [Downloadable!] 1998 Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk by Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper [Downloadable!] 1998 Error-correction versus Differencing in Macroeconomic Forecasting by Eitrheim, O. & Husebo, T.A. & Nymoen, R. 1998 Duration of consumer loans and bank lending policy: dormancy versus default risk by Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper [Downloadable!] 1998 Do Long-Memory Models Have Long Memory? by Andersson, Michael K. 1998 On the Effects of Imposing or Ignoring Long Memory when Forecasting by Andersson, Michael K. [Downloadable!] 1998 Prices and Unit Labor Costs: a New Test of Price Stickiness by Sbordone, A.M. 1998 The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? by Kamstra, M. 1998 Prediction with Univariate Time Series Models: the Iberia Case by Ruiz, E. & Lorenzo, F. 1998 Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics by Kilian, L. 1998 Figure Skating and the Theory of Social Choice by Truchon, M. 1998 Forecasting Inflation from the Term Structure of Interest Rates by Hewarathna, R. & Silvapulle, P. 1998 Matching Procedures and Market Characteristics by Le Fol, G. & Gourieroux, C. 1998 Prediction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions by Guegan, D. & Tschernig, R. 1998 Analysis of Financial Risks in a GARCH Framework by Ahlstedt, M. 1998 On the Relationship of Optimal Memory to Steady States, Cycles, Chaos by Mitra, K. 1998 Forecasting (LOG) Volatility Models by Christodoulakis, G.A. & Satchell, S.E. 1998 Forecasting Volatility with Switching Persistence GARCH Models by Franses, P.H. & Neele, J. & van Dijk, D. 1998 Scenario de reference macroeconomique de 1998 du Systeme de projections des professions au Canada by Division des projections sur les professions et des etudes macroeconomiques 1998 Assessing the Fit of Simulated Multivariate Dynamic Models by Ortega, E. 1998 An Interptemporal Model of Rational Criminal Choice by Williams, J. & Sickles, R.C. 1998 On the Role of Social Capital in Youth Crime: A Dynamic Structural Approach by Williams, J. & Sickles, R.C. 1998 Risk Neutral Forecasting by Skouras, S. 1998 Early News Is Good News. The Effects of Market Opening on Market Volatility by Gallo, G.M. & Pacini, B. 1998 Improving garch volatility forecasts by Klaassen, F. [Downloadable!] 1998 Forecasting and Policy Analysis with a Dynamic CGE Model of Australia by Peter B. Dixon & Maureen T. Rimmer [Downloadable!] 1998 Monetary Policy Rules with Model and Data Uncertainty by Myles Callan & Eric Ghysels & Norman R. Swanson [Downloadable!] 1998 What Data Should Be Used to Price Options? by Mikhail Chernov & Eric Ghysels [Downloadable!] 1998 Extreme Observations and Diversification in Latin American Emerging Equity Markets by Raúl Susmel [Downloadable!] 1998 Assessing the Fit of Simulated Multivariate Dynamic Models by Eva Ortega 1998 Note Short-term predictability of German stock returns by Walter KrÄmer [Downloadable!] 1998 Equity and ecotax reform in the EU: achieving a 10 per cent reduction in CO2 emissions using excise duties by Terry Barker & Jonathan Köhler [Downloadable!] 1998 Modelling and forecasting UK public finances by Andrew Sentance & Stephen Hall & John O'Sullivan [Downloadable!] 1997 A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP by Clements, M.P. & Krolzig, H.-M. 1997 Statistical Time Series Analysis of Emission and Deposition of SO2 and NOx in Northeastern North America by Mariam, Yohannes & Barre, Mike [Downloadable!] 1997 Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy by ABDELKHALEK, Touhami & DUFOUR, Jean-Marie [Downloadable!] 1997 Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition by Snyder, R. & Inder, B. 1997 Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? by Kilian, L. 1997 Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures by Gredenhoff, Mikael & Karlsson, Sune 1997 Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market by Godby, R. & Stengos, T. & Wandsschneider, B. 1997 Simulaneous Search: Between Search and Walras by Kandel, E. & Simhon, A. 1997 Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets by Zeng, T. & Swanson, N.R. 1997 Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production by Chao, J.C. & Swanson, N.R. 1997 Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? by Kilian, L. 1997 Residual-Based Bootstrap Tests for Normality in Autoregressions by Kilian, L. & Demiroglu, U. 1997 Estimating Preferences under Risk: The Case of Racetrack Bettors by Jullien, B. & Salanie, B. 1997 Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market by Godby, R. & Stengos, T. & Wandsschneider, B. 1997 Mesures d'efficacite et evaluation de regroupements de bureaux distributeurs by Cazals, C. & de Rycke, M. & Florens, J.-P. 1997 Vector Autoregression Modelling and Forecasting Growth of South Korea by Ghatak, A. 1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics by Flam, S.D. & Evstigneev, I.V. 1997 Dating and Forecasting the Spanish Business Cycle by Lopez, H & Ortega, E & Ubide, A 1997 Comparing predictions and outcomes : theory and application to income changes by Das, M. & Dominitz, J. & Soest, A. van [Downloadable!] 1997 Variances and Covariances of Intemational Stock Returns: The International CAPM Revisited by Latha Ramchand & Raúl Susmel [Downloadable!] 1997 A Simple Regime-Switching Model for Stochastic Volatilities by Christopeit, Norbert & Axel Cron [Downloadable!] 1997 FDI, Policy Adjustment and Edogenous Growth: Multiplier Effects From a Small Dynamic Model for Taiwan 1959-1995 by Bende-Nabende, A. & Ford, J.L. 1997 The Impact of FDI on the Economic Growth of the ASEAN-5 Economies, 1970-94: A Comparative Dynamic Multiplier Analysis from a Small Model with Emphasis on Liberalisation by Bende-Nabende, A. & Ford, J.L. & Slater, J.R. 1997 The Impact of FDI and Regioanl Economic Integration on the Economic Growth of the ASEAN-5 Economies, 1970-1994: A Comparative Analysis from a Small Structural Model by Bende-Nabende, A. & Ford, J.L. & Slater, J.R. 1997 Canadian Policy Analysis Model: CPAM by Richard Black & David Rose [Downloadable!] 1997 A Markov Model for Risk Evaluation in Banking by Reboredo, J.C. 1996 Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio by Pin-Huang Chou [Downloadable!] 1996 VAR Priors: Success or lack of a decent macroeconomic theory? by Francisco F. R. Ramos [Downloadable!] 1996 VAR-ing the economy of the Netherlands by Jan Jacobs & Albert van der Horst, [Downloadable!] 1996 Business cycles and fiscal policy: Norway 1973-93 by Einar Bowitz and Stein Inge Hove [Downloadable!] 1996 Forecast Comparison in L2 by Bruce Mizrach [Downloadable!] 1996 A Quadratic Almost Ideal Demand System Estimated with Pooled regional Time Series: Approximates Aggregation with an Accounting for Age, Cohort, and Trend Effects by F.T. Denton & D.C. Mountain & B.G. Spencer 1996 Another Look at Swedish Business Cycles, 1861-1988 by Skalin, Joakim & Teräsvirta, Timo [Downloadable!] 1996 Stylized Facts of Daily Return Series and the Hidden Markov Model by Rydén, Tobias & Teräsvirta, Timo & Åsbrink, Stefan 1996 Resistant Modelling of Income Distributions and Inegality Measures by Maria-Pia Victoria-Feser & Elvezio Ronchetti 1996 Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches by Arranz, M. 1996 An introduction to stochastic Unit Root Processes by Granger, E.J. & Swanson, N.R. 1996 Analysis of Order Queues by Gourieroux, C. & Le Fol, G. & Meyer, B. 1996 The Social Costs of Rent Control Revisited by Glaeser, E.L. 1996 Reaching the planners: Generating detailed commodity Forecasts from a computable general equilibrium model by Philip D. Adams & Peter B.Dixon [Downloadable!] 1996 Long Memory in the Greek Stock Market by John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos [Downloadable!] 1996 Estimation of TAR Models by Bruce E. Hansen [Downloadable!] 1996 On some topological properties of stable measures (*) by Carsten Krabbe Nielsen 1996 Ergodic properties of conditional forecast functions of stable systems (☆) by Chin-Shan Chuang 1996 Information Problems for Policy Analysis and Forecasting by Robert S. Goldfarb & H. O. Stekler [Downloadable!] 1995 Forecasting Stock Market Averages to Enhance Profitable Trading Strategies by Haefke, Christian & Helmenstein, Christian [Downloadable!] 1995 Prediction Risk and the Forecasting of Stock Market Indexes by Haefke, Christian & Helmenstein, Christian [Downloadable!] 1995 Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models by Haefke, Christian & Helmenstein, Christian [Downloadable!] 1995 Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 1995 Money Growth and Inflation: Implications of Reducing the Bias of VAR Estimates by Brännström, Tomas 1995 GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments by Bertsched, I & Lechner, M 1995 If Nonlinear Models Cannot Forecast, What Use Are They? by Ramsey, James B. [Downloadable!] 1995 Models and Priors for Multivariate Stochastic Volatility by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi [Downloadable!] 1995 Un modelo macroeconométrico trimestral para la economía española by Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño 1995 Some macroeconomic implications of rising levels of government debt by Tiff Macklem [Downloadable!] 1995 The effect of foreign demand shocks on the Canadian economy: An analysis using QPM by Ben Hunt [Downloadable!] 1994 La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement by Buda, Rodolphe [Downloadable!] 1994 Comparing Predictive Accuracy by Francis X. Diebold & Robert S. Mariano [Downloadable!] 1994 The Predictive Ability of Several Models of Exchange Rate Volatility by Kenneth D. West & Dongchul Cho [Downloadable!] 1994 Numerical Aspects of Bayesian VAR-modeling by Kadiyala, K. Rao & Karlsson, Sune [Downloadable!] 1994 Japan's Persistent Trade Surplus: Policies for Adjustment by Byron Gangnes & F. Gerard Adams [Downloadable!] 1994 Multiregional and Intertemporal AGE Modelling via GEMPACK by W. Jill Harrison & K.R. Pearson [Downloadable!] 1994 Macroeconomic Policy and Methodological Misdirection in the National Income and Product Accounts by Martin Fleming & John Jordan & Kathleen Lang 1994 Economic and Psychological Theories of Forecast Bias and Learning: Evidence from U.S. Business Managers' Forecasts by Michael A. Anderson & Arthur H. Goldsmith [Downloadable!] 1994 The Bank of Canada's new Quarterly Projection Model (QPM): An introduction by Stephen Poloz & David Rose & Robert Tetlow [Downloadable!] 1993 Measurement Error in U.S. National Income and Product Accounts: Its Nature and Impact on Forecasts by John Jordan & Kathleen Lang & Martin Fleming 1992 A Comparative Analysis of East and West German Labor Markets: Before and After Unification by Alan Krueger & Jorn-Steffen Pischke [Downloadable!] 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection by Peter C.B. Phillips & Werner Ploberger [Downloadable!] Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy by Albrecht Ritschl & Ulrich Woitek [Downloadable!] Is more data better? by Kaushik Mitra [Downloadable!] Learning with Bounded Memory in Stochastic Models by Seppo Honkapohja & Kaushik Mitra [Downloadable!] The Use Of Spreads In Forecasting Medium Term U.K Interest Rates by B. Pesaran & G. Wright [Downloadable!] A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components by Arvid Raknerud [Downloadable!] Labour market dynamics in the euro area: A model-based sensitivity analysis by Alistair Dieppe & Jerome Henry & Peter Mc Adam [Downloadable!] Empirical Macromodels Under Test by Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike [Downloadable!] Le persone comuni fanno previsioni economiche seguendo logiche econometriche o meccanismi psicologici? by Maurizio Bovi [Downloadable!] Survey Data as Coincident or Leading Indicators by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti [Downloadable!] Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation? by Cecilia Frale [Downloadable!] Crude Oil Prices and the Euro-Dollar Exchange Rate: A Forecasting Exercise by Jesus Crespo Cuaresma & Andreas Breitenfellner [Downloadable!] Forecasting euro exchange rates: How much does model averaging help? by Jesus Crespo Cuaresma [Downloadable!] Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles by Jesus Crespo Cuaresma & Adusei Jumah & Sohbet Karbuz [Downloadable!] Further evidence on technical analysis and profitability of foreign exchange intervention by Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez [Downloadable!] On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market by Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero [Downloadable!] Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral [Downloadable!] Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] SAFE: A quarterly model of the Dutch economy for short-term analyses by CPB [Downloadable!] Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] Are Securitized Real Estate Returns more Predictable than Stock Returns? by Camilo Serrano & Martin Hoesli [Downloadable!] Identifying Fiscal Policy Shocks In Chile And Colombia by Jorge E. Restrepo & Hernán Rincón [Downloadable!] Un Pronóstico no Paramétrico de la Inflación Colombiana by Norberto Rodríguez N. & Patricia Siado C. [Downloadable!] A Leading Index for the Colombian Economic Activity by Luis Fernando Melo & Fabio Nieto & Mario Ramos [Downloadable!] How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth by Timothy Cogley [Downloadable!] Long-run forecasting in multicointegrated systems by Boris Siliverstovs & Tom Engsted & Niels Haldrup [Downloadable!] The Formation of Inflation Expectations under Changing Inflation Regimes by Christian M. Dahl & Niels L. Hansen [Downloadable!]
This page was last updated on 2009-11-8.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
