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Empirical Modeling in Economics
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Cited by:
- Francesco Guala & Andrea Salanti, 2002. "On the Robustness of Economic Models," Working Papers (-2012) 0208, University of Bergamo, Department of Economics.
- Trino-Manuel Niguez & Javier Perote, 2004.
"Forecasting the density of asset returns,"
STICERD - Econometrics Paper Series
479, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Niguez, Trino-Manuel & Perote, Javier, 2004. "Forecasting the density of asset returns," LSE Research Online Documents on Economics 6845, London School of Economics and Political Science, LSE Library.
- Pablo Pincheira Brown & Nicolás Hardy, 2024.
"Correlation‐based tests of predictability,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1835-1858, September.
- Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
- Luisanna Onnis & Patrizio Tirelli, 2010. "Challenging the popular wisdom. New estimates of the unobserved economy," Working Papers 184, University of Milano-Bicocca, Department of Economics, revised Apr 2010.
- Gebhard Kirchgässner & Jürgen Wolters, 2010.
"The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 221-253, March.
- Gebhard Kirchgässner & Jürgen Wolters, 2009. "The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," University of St. Gallen Department of Economics working paper series 2009 2009-30, Department of Economics, University of St. Gallen.
- Gebhard Kirchgässner & Jürgen Wolters, 2010. "The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," CESifo Working Paper Series 2928, CESifo.
- Gebhard Kirchgässner & Jürgen Wolters, 2009. "The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," CREMA Working Paper Series 2009-30, Center for Research in Economics, Management and the Arts (CREMA).
- Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2012.
"Evaluation of Macroeconomic Models for Financial Stability Analysis,"
Chapters, in: The Challenge of Financial Stability, chapter 3, pages 32-58,
Edward Elgar Publishing.
- Gunnar Bardsen & Kjersti-Gro Lindquist & Dimitrios P.Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," OFRC Working Papers Series 2006fe01, Oxford Financial Research Centre.
- Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006. "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers 2006-FE-01, University of Oxford, Department of Economics.
- Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper Series 6806, Department of Economics, Norwegian University of Science and Technology.
- Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper 2006/01, Norges Bank.
- Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013. "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 17-45.
- Gunnar Bardsen & Eilev Jansen & Ragnar Nymoen, 2002.
"Model Specification and Inflation Forecast Uncertainty,"
Annals of Economics and Statistics, GENES, issue 67-68, pages 495-517.
- Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2000. "Model Specification and Inflation Forecast Uncertainty," Working Paper Series 1302, Department of Economics, Norwegian University of Science and Technology, revised 29 Jan 2002.
- repec:onb:oenbwp:y::i:58:b:1 is not listed on IDEAS
- Asongu, Simplice A. & Nwachukwu, Jacinta C., 2017.
"Quality of Growth Empirics: Comparative gaps, benchmarking and policy syndromes,"
Journal of Policy Modeling, Elsevier, vol. 39(5), pages 861-882.
- Asongu, Simplice & Nwachukwu, Jacinta, 2017. "Quality of Growth Empirics: Comparative Gaps, Benchmarking and Policy Syndromes," MPRA Paper 83072, University Library of Munich, Germany.
- Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "Quality of Growth Empirics: Comparative Gaps, Benchmarking and Policy Syndromes," Research Africa Network Working Papers 17/034, Research Africa Network (RAN).
- Simplice Asongu & Jacinta C. Nwachukwu, 2017. "Quality of Growth Empirics: Comparative Gaps, Benchmarking and Policy Syndromes," Working Papers of the African Governance and Development Institute. 17/034, African Governance and Development Institute..
- Raffaella Giacomini & Halbert White, 2006.
"Tests of Conditional Predictive Ability,"
Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
- Giacomini, Raffaella & White, Halbert, 2003. "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series qt5jk0j5jh, Department of Economics, UC San Diego.
- Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, University Library of Munich, Germany.
- Raffaella Giacomini & Halbert White, 2003. "Tests of conditional predictive ability," Boston College Working Papers in Economics 572, Boston College Department of Economics.
- Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014.
"Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 196-210.
- Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014. "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers 201404, University of California at Riverside, Department of Economics.
- Francesco Audrino & Dominik Colagelo, 2007. "Forecasting Implied Volatility Surfaces," University of St. Gallen Department of Economics working paper series 2007 2007-42, Department of Economics, University of St. Gallen.
- Ha, Soo Jung & Hewings, Geoffrey & McGregor, Peter G & Swales, J Kim & Turner, Karen, 2010. "Econometric estimation of Armington import elasticities and their system-wide impact in a regional CGE model of the Illinois economy," Stirling Economics Discussion Papers 2010-19, University of Stirling, Division of Economics.
- Shan (Victor) Jiang, "undated". "Immigration, Information, and Trade Margins," Working Papers 2007-16, Department of Economics, University of Calgary, revised 31 Oct 2007.
- Mircea ASANDULUI, 2012. "On forecasting stock options volatility: evidence from London international financial futures and options exchange," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, vol. 0, pages 505-511, May.
- Florian Knobloch & Hector Pollitt & Unnada Chewpreecha & Vassilis Daioglou & Jean-Francois Mercure, 2017. "Simulating the deep decarbonisation of residential heating for limiting global warming to 1.5C," Papers 1710.11019, arXiv.org, revised May 2018.
- Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017.
"Robust Forecast Comparison,"
Econometric Theory, Cambridge University Press, vol. 33(6), pages 1306-1351, December.
- Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.
- Lall Ramrattan & Michael Szenberg, 2004. "The Sensitivity Analysis of the FHA Technique of Housing Market Analysis: The Effect of Ratios and Variables, and Their Perturbations on Family and Elderly Demand Estimates," The American Economist, Sage Publications, vol. 48(1), pages 61-88, March.
- Skrove Falch, Nina & Nymoen, Ragnar, 2011.
"The accuracy of a forecast targeting central bank,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-36.
- Falch, Nina Skrove & Nymoen, Ragnar, 2011. "The accuracy of a forecast targeting central bank," Economics Discussion Papers 2011-6, Kiel Institute for the World Economy (IfW Kiel).
- Feige, Edgar L., 2015.
"Reflections on the meaning and measurement of Unobserved Economies: What do we really know about the “Shadow Economy”?,"
MPRA Paper
68466, University Library of Munich, Germany.
- Feige, Edgar L., 2016. "Reflections on the meaning and measurement of Unobserved Economies: What do we really know about the "Shadow Economy"," MPRA Paper 69271, University Library of Munich, Germany, revised 01 Feb 2016.
- Luisanna Onnis & Patrizio Tirelli, 2011. "Institutions, policies and economic development. What are the causes of the shadow economy?," Working Papers 206, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
- Hsiang-Ke Chao, 2007. "A structure of the consumption function," Journal of Economic Methodology, Taylor & Francis Journals, vol. 14(2), pages 227-248.
- T. C. Mills & K. D. Patterson, 2015. "Modelling The Trend: The Historical Origins Of Some Modern Methods And Ideas," Journal of Economic Surveys, Wiley Blackwell, vol. 29(3), pages 527-548, July.
- McCauley, Joseph L., 2004. "What Economists can learn from physics and finance," MPRA Paper 2240, University Library of Munich, Germany.
- Simplice A. Asongu & Ndemaze Asongu, 2018.
"Comparative determinants of quality of growth in developing countries,"
International Journal of Happiness and Development, Inderscience Enterprises Ltd, vol. 4(1), pages 65-89.
- Asongu, Simplice & Asongu, Ndemaze, 2017. "Comparative Determinants of Quality of Growth in Developing Countries," MPRA Paper 80650, University Library of Munich, Germany.
- Simplice A. Asongu & Ndemaze Asongu, 2017. "Comparative Determinants of Quality of Growth in Developing Countries," Research Africa Network Working Papers 17/013, Research Africa Network (RAN).
- Simplice Asongu & Ndemaze Asongu, 2017. "Comparative Determinants of Quality of Growth in Developing Countries," Working Papers of the African Governance and Development Institute. 17/013, African Governance and Development Institute..
- Katherine O. Baer, 2013. "What International Experience Can Tell Us About the Potential Challenges of Administering a U.S. Vat," National Tax Journal, National Tax Association;National Tax Journal, vol. 66(2), pages 447-478, June.
- Domingues, Patrick, 2011. "Civil War Exposure And School Enrolment:Evidence From The Mozambican Civil War," NEPS Working Papers 1/2011, Network of European Peace Scientists.
- Gozde Es POLAT & Onur POLAT, 2021. "Fiscal sustainability analysis in EU countries: a dynamic macro-panel approach," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 12, pages 219-241, June.
- Simplice A. Asongu & Jacinta C. Nwachukwu, 2015.
"Welfare Spending and Quality of Growth in Developing Countries: Evidence from Hopefuls, Contenders and Best Performers,"
Research Africa Network Working Papers
15/022, Research Africa Network (RAN).
- Asongu, Simplice, 2015. "Welfare Spending and Quality of Growth in Developing Countries: Evidence from Hopefuls, Contenders and Best Performers," MPRA Paper 68312, University Library of Munich, Germany.
- Simplice Asongu, 2015. "Welfare Spending and Quality of Growth in Developing Countries: Evidence from Hopefuls, Contenders and Best Performers," Working Papers of the African Governance and Development Institute. 15/022, African Governance and Development Institute..
- Michael Keane & Elena Capatina & Shiko Maruyama, 2019.
"Health Shocks and the Evolution of Earnings over the Life-Cycle,"
Discussion Papers
2018-14a, School of Economics, The University of New South Wales.
- Michael Keane & Elena Capatina & Shiko Maruyama, 2020. "Health Shocks and the Evolution of Earnings over the Life-Cycle," Discussion Papers 2018-14b, School of Economics, The University of New South Wales.
- McCauley, Joseph L., 2005. "Making dynamic modeling effective in economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 1-9.
- Michael P. Clements & David F. Hendry, 2005. "Evaluating a Model by Forecast Performance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 931-956, December.
- Bardsen, Gunnar & Eitrheim, Oyvind & Jansen, Eilev S. & Nymoen, Ragnar, 2005. "The Econometrics of Macroeconomic Modelling," OUP Catalogue, Oxford University Press, number 9780199246502.
- Mohammad Hossien Pourkazemi & Mohammad Naser Sherafat & Delfan Azari, 2015. "Modeling Iran`s Underground Economy: A Fuzzy Logic Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 19(1), pages 91-106, Winter.
- Bernt P. Stigum, 2015. "Introduction," Introductory Chapters, in: Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics, Princeton University Press.
- McCauley, Joseph L., 2004. "Making dynamic modelling effective in economics," MPRA Paper 2130, University Library of Munich, Germany.
- Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2022.
"Economic theories and macroeconomic reality,"
Journal of Monetary Economics, Elsevier, vol. 126(C), pages 105-117.
- Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2021. "Economic theories and macroeconomic reality," Discussion Papers 56/2021, Deutsche Bundesbank.
- H. Sonmez Atesoglu & John Smithin, 2008. "Canadian monetary policy and the US federal funds rate," Applied Economics Letters, Taylor & Francis Journals, vol. 15(11), pages 899-904.
- Yang Yang & Tae-Hwy Lee, 2004. "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings 512, Econometric Society.
- Evans, Edward A., 2003.
"Bridging the Communication Gap Between Economists and Biological Scientists in the Management of Invasive Species,"
Monographs,
University of Florida, International Agricultural Trade and Policy Center, number 15704.
- Evans, Edward A., 2003. "Bridging the Communication Gap Between Economists and Biological Scientists in the Management of Invasive Species," 39th Annual Meeting, July 13-18, 2003, Grenada, West Indies 256592, Caribbean Food Crops Society.
- Chen, Bin & Hong, Yongmiao, 2014.
"A unified approach to validating univariate and multivariate conditional distribution models in time series,"
Journal of Econometrics,
Elsevier, vol. 178(P1), pages 22-44.
- Bin Chen & Yongmiao Hong, 2013. "A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Bashlakova, Volga & Bashlakov, Henadzi, 2021. "The study of the shadow economy in modern conditions: Theory, methodology, practice," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 468-480.
- David Hendry, 2011. "Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 19-32.
- Mircea ASANDULUI, 2012. "A Multi-Horizon Comparison Of Volatility Forecasts: An Application To Stock Options Traded At Euronext Exchange Amsterdam," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 179-190, December.
- Roberto Dell’Anno, 2010. "Institutions and human development in the Latin American informal economy," Constitutional Political Economy, Springer, vol. 21(3), pages 207-230, September.
- Mauro Costantini & Claudio Lupi, 2005. "Stochastic convergence among European economies," Economics Bulletin, AccessEcon, vol. 3(38), pages 1-17.
- Eilev S. Jansen, 2002. "Statistical Issues in Macroeconomic Modelling," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(2), pages 193-213, June.
- Mustapha Ammari & Ghizlane Lakhnat, 2017. "Default-implied Asset Correlation: Empirical Study for Moroccan Companies," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 415-425.
- repec:ebl:ecbull:v:3:y:2005:i:38:p:1-17 is not listed on IDEAS
- Castle, Jennifer L. & Hendry, David F., 2014.
"Model selection in under-specified equations facing breaks,"
Journal of Econometrics, Elsevier, vol. 178(P2), pages 286-293.
- David Hendry & Jennifer L. Castle, 2010. "Model Selection in Under-specified Equations Facing Breaks," Economics Series Working Papers 509, University of Oxford, Department of Economics.
- Schneider, Friedrich, 2005.
"Shadow economies around the world: what do we really know?,"
European Journal of Political Economy, Elsevier, vol. 21(3), pages 598-642, September.
- Friedrich Schneider, 2004. "Shadow Economies around the World: What do we really know?," IAW Discussion Papers 16, Institut für Angewandte Wirtschaftsforschung (IAW).
- Lee, Tae-Hwy & Yang, Yang, 2006. "Bagging binary and quantile predictors for time series," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 465-497.
- Warne, Anders & Coenen, Günter & Christoffel, Kai, 2010. "Forecasting with DSGE models," Working Paper Series 1185, European Central Bank.
- Nymoen, Ragnar, 2005. "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum 22/2005, Oslo University, Department of Economics.
- N/A, 2004. "Franco Modigliani: 1918–2003, in Memoriam," The American Economist, Sage Publications, vol. 48(1), pages 3-8, March.
- Rodolphe Buda, 2015. "Data Checking and Econometric Software Development: A Technique of Traceability by Fictive Data Encoding," Computational Economics, Springer;Society for Computational Economics, vol. 46(2), pages 325-357, August.
- Amuedo-Dorantes, Catalina & Pozo, Susan, 2004. "Workers' Remittances and the Real Exchange Rate: A Paradox of Gifts," World Development, Elsevier, vol. 32(8), pages 1407-1417, August.
- G. Emmanuel Guindon & Paul Contoyannis, 2012. "A Second Look At Pharmaceutical Spending As Determinants Of Health Outcomes In Canada," Health Economics, John Wiley & Sons, Ltd., vol. 21(12), pages 1477-1495, December.