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Forecasting Non-Stationary Economic Time Series
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Cited by:
- Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers 05-44, Bank of Canada.
- Corielli, Francesco & Marcellino, Massimiliano, 2006.
"Factor based index tracking,"
Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2215-2233, August.
- Francesco Corielli & Massimiliano Marcellino, "undated". "Factor Based Index Trading," Working Papers 209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marcellino, Massimiliano & Corielli, Francesco, 2002. "Factor Based Index Tracking," CEPR Discussion Papers 3265, C.E.P.R. Discussion Papers.
- Camille Logeay & Sven Schreiber, 2006.
"Testing the effectiveness of the French work-sharing reform: a forecasting approach,"
Applied Economics, Taylor & Francis Journals, vol. 38(17), pages 2053-2068.
- Camille Logeay & Sven Schreiber, 2005. "Testing the effectiveness of the French work-sharing reform: a forecasting approach," IMK Working Paper 03-2005, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Miguel Arranz & Alvaro Escribano, 2006.
"Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(1), pages 179-208, June.
- Arranz, Miguel A., 1998. "Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test," DES - Working Papers. Statistics and Econometrics. WS 4552, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Sørensen, Nils Karl, 2002. "Modelling and seasonal forecasting of monthly hotel nights in Denmark," ERSA conference papers ersa02p114, European Regional Science Association.
- Hendry, David F. & Clements, Michael P., 2003.
"Economic forecasting: some lessons from recent research,"
Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
- David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
- Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
- Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society.
- David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007.
"Learning, Structural Instability, and Present Value Calculations,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 253-288.
- Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006. "Learning, structural instability and present value calculations," Discussion Paper Series 1: Economic Studies 2006,27, Deutsche Bundesbank.
- Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006. "Learning, Structural Instability and Present Value Calculations," Cambridge Working Papers in Economics 0602, Faculty of Economics, University of Cambridge.
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," IEPR Working Papers 06.42, Institute of Economic Policy Research (IEPR).
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," CESifo Working Paper Series 1650, CESifo.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, structural instability and present value calculations," Computing in Economics and Finance 2006 529, Society for Computational Economics.
- Duncan, Roberto & Martínez-García, Enrique, 2019.
"New perspectives on forecasting inflation in emerging market economies: An empirical assessment,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 1008-1031.
- Roberto Duncan & Enrique Martínez García, 2018. "New Perspectives on Forecasting Inflation in Emerging Market Economies: An Empirical Assessment," Globalization Institute Working Papers 338, Federal Reserve Bank of Dallas.
- Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
- Pinto, Jeronymo Marcondes & Marçal, Emerson Fernandes, 2019. "Cross-validation based forecasting method: a machine learning approach," Textos para discussão 498, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- David F. Hendry, 2002.
"Forecast Failure, Expectations Formation and the Lucas Critique,"
Annals of Economics and Statistics, GENES, issue 67-68, pages 21-40.
- David Hendry, 2000. "Forecast Failure, Expectations Formation, and the Lucas Critique," Economics Papers 2002-W8, Economics Group, Nuffield College, University of Oxford.
- John G. Fernald, 2005.
"Trend breaks, long-run restrictions, and the contractionary effects of technology improvements,"
Working Paper Series
2005-21, Federal Reserve Bank of San Francisco.
- Fernald, John, 2006. "Trend Breaks, Long-Run Restrictions and the Contractionary Effects of Technology Improvements," CEPR Discussion Papers 5631, C.E.P.R. Discussion Papers.
- Davide Ciferri & Maria Chiara D’Errico & Paolo Polinori, 2020.
"Integration and convergence in European electricity markets,"
Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(2), pages 463-492, July.
- Bollino, Carlo Andrea & Ciferri, Davide & Polinori, Paolo, 2013. "Integration and Convergence in European Electricity Markets," MPRA Paper 44704, University Library of Munich, Germany.
- Carlo Andrea Bollino & Davide Ciferri & Paolo Polinori, 2013. "Integration and convergence in European electricity markets," Quaderni del Dipartimento di Economia, Finanza e Statistica 114/2013, Università di Perugia, Dipartimento Economia.
- Gary Koop & Simon M. Potter, 2009.
"Prior Elicitation In Multiple Change-Point Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 751-772, August.
- Gary Koop & Simon M. Potter, 2004. "Prior elicitation in multiple change-point models," Staff Reports 197, Federal Reserve Bank of New York.
- Gary Koop & Simon M. Potter, 2007. "Prior Elicitation in Multiple Change-point Models," Working Paper series 17_07, Rimini Centre for Economic Analysis.
- Gary Koop & Simon M. Potter, 2004. "Prior Elicitation in Multiple Change-point Models," Discussion Papers in Economics 04/26, Division of Economics, School of Business, University of Leicester.
- Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2011.
"Are The Baltic Countries Ready To Adopt The Euro? A Generalized Purchasing Power Parity Approach,"
Manchester School, University of Manchester, vol. 79(3), pages 429-454, June.
- Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach," CESifo Working Paper Series 2359, CESifo.
- Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi, 2002. "Real-time GDP forecasting in the euro area," Temi di discussione (Economic working papers) 456, Bank of Italy, Economic Research and International Relations Area.
- Massimiliano Marcellino, "undated".
"Instability and non-linearity in the EMU,"
Working Papers
211, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marcellino, Massimiliano, 2002. "Instability and Non-Linearity in the EMU," CEPR Discussion Papers 3312, C.E.P.R. Discussion Papers.
- Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis, 2008.
"Parameter instability and forecasting performance: a Monte Carlo study,"
International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 1(1), pages 1-20.
- Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004. "Parameter Instability and Forecasting Performance. A Monte Carlo Study," Economics Series 160, Institute for Advanced Studies.
- Luis Fernando Melo Velandia & Martha Alicia Misas Arango, 2004.
"Modelos Estructurales de Inflación en Colombia: Estimación a través de Mínimos Cuadrados Flexibles,"
Borradores de Economia
3244, Banco de la Republica.
- Luis Fernando Melo & Martha Misas A., 2004. "Modelos Estructurales de Inflación en Colombia: Estimación a Través de Mínimos Cuadrados Flexibles," Borradores de Economia 283, Banco de la Republica de Colombia.
- Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2003.
"Macroeconomic forecasting in the Euro area: Country specific versus area-wide information,"
European Economic Review, Elsevier, vol. 47(1), pages 1-18, February.
- Massimiliano Marcellino & James H. Stock & Mark W. Watson, "undated". "Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information," Working Papers 201, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2008.
"Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change,"
CEPR Discussion Papers
6706, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Working Papers 334, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Economics Working Papers ECO2008/17, European University 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.
- Haldrup, Niels & Nielsen, Morten Orregaard, 2006.
"A regime switching long memory model for electricity prices,"
Journal of Econometrics, Elsevier, vol. 135(1-2), pages 349-376.
- Niels Haldrup & Morten O. Nielsen, 2004. "A Regime Switching Long Memory Model for Electricity Prices," Economics Working Papers 2004-2, Department of Economics and Business Economics, Aarhus University.
- D. Kuang & B. Nielsen & J. P. Nielsen, 2008.
"Forecasting with the age-period-cohort model and the extended chain-ladder model,"
Biometrika, Biometrika Trust, vol. 95(4), pages 987-991.
- D. Kuang & Bent Nielsen & J. P. Nielsen, 2008. "Forecasting with the age-period-cohort model and the extended chain-ladder model," Economics Papers 2008-W09, Economics Group, Nuffield College, University of Oxford.
- Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010.
"Forecasting with equilibrium-correction models during structural breaks,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 25-36, September.
- Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2008. "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers 408, University of Oxford, Department of Economics.
- Roberto Tatiwa Ferreira & Herman Bierens & Ivan Castelar, 2005.
"Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models,"
Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 6(3), pages 261-292.
- Roberto Tatiwa Ferreira & Luiz Ivan de Melo Castelar, 2005. "Forecasting Quarterly Brazilian Gdp Growth Rate With Linear And Nonlinear Diffusion Index Models," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 029, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Böckers, Veit & Heimeshoff,Ulrich & Müller, Andrea, 2012. "Pull-forward effects in the German car scrappage scheme: A time series approach," DICE Discussion Papers 56, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Banerjee, Anindya & Marcellino, Massimiliano, 2006.
"Are there any reliable leading indicators for US inflation and GDP growth?,"
International Journal of Forecasting, Elsevier, vol. 22(1), pages 137-151.
- Anindya BANERJEE & Massimiliano MARCELLINO, 2002. "Are There Any Reliable Leading Indicators for US Inflation and GDP Growth?," Economics Working Papers ECO2002/21, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino, 2003. "Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?," Working Papers 236, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
- J. James Reade & Ulrich Volz, 2009.
"Too Much to Lose, or More to Gain? Should Sweden Join the Euro?,"
Economics Series Working Papers
442, University of Oxford, Department of Economics.
- J James Reade & Ulrich Volz, 2010. "Too Much to Lose, or More to Gain? Should Sweden Join the Euro?," Discussion Papers 10-13, Department of Economics, University of Birmingham.
- Gary M. Koop & Simon M. Potter, 2004.
"Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points,"
Discussion Papers in Economics
04/31, Division of Economics, School of Business, University of Leicester.
- Gary Koop & Simon M. Potter, 2004. "Forecasting and estimating multiple change-point models with an unknown number of change points," Staff Reports 196, Federal Reserve Bank of New York.
- Neil Shephard & Kevin Sheppard, 2010.
"Realising the future: forecasting with high-frequency-based volatility (HEAVY) models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 197-231.
- Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," OFRC Working Papers Series 2009fe02, Oxford Financial Research Centre.
- Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Series Working Papers 438, University of Oxford, Department of Economics.
- Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Papers 2009-W03, Economics Group, Nuffield College, University of Oxford.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Todd E. Clark & Michael W. McCracken, 2002. "Forecast-based model selection in the presence of structural breaks," Research Working Paper RWP 02-05, Federal Reserve Bank of Kansas City.
- Michael Artis & Anindya Banerjee & Massimiliano Marcellino, "undated".
"Factor forecasts for the UK,"
Working Papers
203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO, 2001. "Factor Forecasts for the UK," Economics Working Papers ECO2001/15, European University Institute.
- Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers.
- Giordani, Paolo & Kohn, Robert, 2008.
"Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 66-77, January.
- Giordani, Paolo & Kohn, Robert, 2006. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series 196, Sveriges Riksbank (Central Bank of Sweden).
- Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002. "US dollar/Euro exchange rate: a monthly econometric model for forecasting," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 480-501.
- Jeronymo Marcondes Pinto & Emerson Fernandes Marçal, 2023. "An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching," Empirical Economics, Springer, vol. 65(4), pages 1729-1759, October.
- Vitek, Francis, 2006. "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 797, University Library of Munich, Germany.
- Massimiliano Marcellino & Grayham E. Mizon, 2001.
"Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 359-370.
- Massimiliano Marcellino & Grayham E. Mizon, "undated". "Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994," Working Papers 188, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Naser, Hanan, 2016. "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, vol. 56(C), pages 75-87.
- Terasvirta, Timo, 2006.
"Forecasting economic variables with nonlinear models,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457,
Elsevier.
- Teräsvirta, Timo, 2005. "Forecasting economic variables with nonlinear models," SSE/EFI Working Paper Series in Economics and Finance 598, Stockholm School of Economics, revised 29 Dec 2005.
- Jennifer Castle & David Hendry, 2007. "Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation," Economics Series Working Papers 309, University of Oxford, Department of Economics.
- Marcellino, M. & Mizon, G.E., 2001. "Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994," Discussion Paper Series In Economics And Econometrics 0106, Economics Division, School of Social Sciences, University of Southampton.
- Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011. "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers 11-023/4, Tinbergen Institute.
- Guillaume Chevillon, 2004.
"A Comparison of Multi-step GDP Forecasts for South Africa,"
Documents de Travail de l'OFCE
2004-13, Observatoire Francais des Conjonctures Economiques (OFCE).
- Guillaume Chevillon, 2004. "A Comparison of Multi-step GDP Forecasts for South Africa," Economics Series Working Papers 212, University of Oxford, Department of Economics.
- Mandalinci, Zeyyad, 2017.
"Forecasting inflation in emerging markets: An evaluation of alternative models,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 1082-1104.
- Zeyyad Mandalinci, 2015. "Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models," CReMFi Discussion Papers 3, CReMFi, School of Economics and Finance, QMUL.
- Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004.
"Forecasting economic and financial time-series with non-linear models,"
International Journal of Forecasting, Elsevier, vol. 20(2), pages 169-183.
- Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
- Janine Aron & John Muellbauer, 2002.
"Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa,"
IMF Staff Papers, Palgrave Macmillan, vol. 49(Special i), pages 185-213.
- Janine Aron & John Muellbauer, 2002. "Interest rate effects on output: evidence from a GDP forecasting model for South Africa," CSAE Working Paper Series 2002-04, Centre for the Study of African Economies, University of Oxford.
- Muellbauer, John & Aron, Janine, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," CEPR Discussion Papers 3595, C.E.P.R. Discussion Papers.
- Chevillon, Guillaume & Hendry, David F., 2005.
"Non-parametric direct multi-step estimation for forecasting economic processes,"
International Journal of Forecasting, Elsevier, vol. 21(2), pages 201-218.
- Guillaume Chevillon & David F. Hendry, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers 2004-W12, Economics Group, Nuffield College, University of Oxford.
- David Hendry & Guillaume Chevillon, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Series Working Papers 196, University of Oxford, Department of Economics.
- Pesaran, M. Hashem & Timmermann, Allan, 2005.
"Small sample properties of forecasts from autoregressive models under structural breaks,"
Journal of Econometrics, Elsevier, vol. 129(1-2), pages 183-217.
- Allan Timmermann & M. Hashem Pesaran, 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series 990, CESifo.
- Pesaran, M. Hashem & Timmermann, Allan, 2004. "Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks," CEPR Discussion Papers 4401, C.E.P.R. Discussion Papers.
- Pesaran, M.H. & Timmermann, A., 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics 0331, Faculty of Economics, University of Cambridge.
- Guillaume Chevillon, 2007.
"Direct Multi‐Step Estimation And Forecasting,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 746-785, September.
- Guillaume Chevillon, 2005. "Direct multi-step estimation and forecasting," Documents de Travail de l'OFCE 2005-10, Observatoire Francais des Conjonctures Economiques (OFCE).
- Hubrich, Kirstin, 2005.
"Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?,"
International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
- Hubrich, Kirstin, 2003. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 247, European Central Bank.
- Kirstin Hubrich, 2004. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004 230, Society for Computational Economics.
- Heather M. Anderson & Chin Nam Low, 2006.
"Random Walk Smooth Transition Autoregressive Models,"
Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 247-281,
Emerald Group Publishing Limited.
- Heather M. Anderson & Chin Nam Low, 2004. "Random Walk Smooth Transition Autoregressive Models," Monash Econometrics and Business Statistics Working Papers 22/04, Monash University, Department of Econometrics and Business Statistics, revised May 2005.
- Øyvind Eitrheim & Eilev S. Jansen & Ragnar Nymoen, 2002.
"Progress from forecast failure -- the Norwegian consumption function,"
Econometrics Journal, Royal Economic Society, vol. 5(1), pages 40-64, June.
- Eitrheim,O. & Jansen,E.S. & Nymoen,R., 2000. "Progress from forecast failure : the Norwegian consumption function," Memorandum 32/2000, Oslo University, Department of Economics.
- Daniele Antonucci & Alessandro Girardi, 2005. "Structural changes and deviations from the PPP within the Euro Area," ISAE Working Papers 57, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Piero Ferri & Anna Maria Variato, 2007. "Macro Dynamics in a Model with Uncertainty," Working Papers (-2012) 0704, University of Bergamo, Department of Economics.
- Kapetanios, G. & Pagan, A. & Scott, A., 2007.
"Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling,"
Journal of Econometrics, Elsevier, vol. 136(2), pages 565-594, February.
- G. Kapetanios & A. Pagan & A. Scott, 2005. "Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling," CAMA Working Papers 2005-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alasdair Scott & George Kapetanios & Adrian Pagan, 2005. "Making a match: combining theory and evidence in policy-oriented macroeconomic modelling," Computing in Economics and Finance 2005 462, Society for Computational Economics.
- Robert A. Yaffee, 2010. "Forecast evaluation with Stata," United Kingdom Stata Users' Group Meetings 2010 10, Stata Users Group.
- Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002.
"A Markov-switching vector equilibrium correction model of the UK labour market,"
Empirical Economics, Springer, vol. 27(2), pages 233-254.
- Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon, "undated". "A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market," Working Papers 185, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- David Hendry & Maozu Lu & Grayham E. Mizon, 2001. "Model Identification and Non-unique Structure," Economics Papers 2002-W10, Economics Group, Nuffield College, University of Oxford.
- Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"Exploring the international linkages of the euro area: a global VAR analysis,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004. "Exploring the International Linkages of the Euro Area: A Global VAR Analysis," IEPR Working Papers 04.6, Institute of Economic Policy Research (IEPR).
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," CESifo Working Paper Series 1425, CESifo.
- Dées, Stéphane & di Mauro, Filippo & Pesaran, Hashem & Smith, Vanessa, 2005. "Exploring the international linkages of the euro area: a global VAR analysis," Working Paper Series 568, European Central Bank.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Computing in Economics and Finance 2006 47, Society for Computational Economics.
- Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Cambridge Working Papers in Economics 0518, Faculty of Economics, University of Cambridge.
- O. De Bandt & E. Michaux & C. Bruneau & A. Flageollet, 2007.
"Forecasting inflation using economic indicators: the case of France,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 1-22.
- Bruneau, C. & De Bandt, O. & Flageollet, A. & Michaux, E., 2003. "Forecasting Inflation using Economic Indicators: the Case of France," Working papers 101, Banque de France.
- Roberto Ricciuti, 2008.
"The quest for a fiscal rule: Italy, 1861–1998,"
Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 2(3), pages 259-274, October.
- Ricciuti, Roberto, 2007. "The quest for a fiscal rule: Italy, 1861-1998," POLIS Working Papers 86, Institute of Public Policy and Public Choice - POLIS.
- Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000.
"Cointegration analysis in the presence of structural breaks in the deterministic trend,"
Econometrics Journal, Royal Economic Society, vol. 3(2), pages 216-249.
- Bent Nielsen, 2000. "Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend," Econometric Society World Congress 2000 Contributed Papers 1494, Econometric Society.
- Reade, J. James & Volz, Ulrich, 2011.
"Leader of the pack? German monetary dominance in Europe prior to EMU,"
Economic Modelling, Elsevier, vol. 28(1-2), pages 239-250, January.
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