May 18 2013 Michael R Frenkel and Jan C Rülke   Is the ECB's monetary benchmark still alive?   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 29 2013 Periklis Gogas , Theophilos Papadimitriou and Elvira Takli   Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 04 2013 Meichi Huang   Housing bubble implications: The perspective of housing price predictability   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 04 2013 Kieran Burgess and Nicholas Rohde   Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 30 2013 Nicholas Herro and James Murray   Dynamics of Monetary Policy Uncertainty and the Impact on the Macroeconomy   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 14 2013 Terence t. l. Chong and Xiaolei Wang   Can analyst predict stock market crashes?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 23 2012 Tara M. Sinclair , H. O. Stekler and Warren Carnow   A new approach for evaluating economic forecasts   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 02 2012 Christian Pierdzioch , Jan C Rülke and Georg Stadtmann   Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 08 2011 Georg Stadtmann , Christian Pierdzioch and Jan Ruelke   Scattered Fiscal Forecasts   Abstract  Contact Information  Citation  Full Text  -  Note   May 12 2011 João Caldeira and Luiz Furlani   Break-even inflation rate and the risk premium: an alternative approach to the VAR models in forecasting the CPI   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 03 2011 Christophe Rault   Long-run strong-exogeneity   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 16 2010 Peter Tillmann   Do FOMC members believe in Okun's Law?   Abstract  Contact Information  Citation  Full Text  -  Note   May 27 2010 Julien Chevallier   A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 10 2010 Dominique Guégan and Patrick Rakotomarolahy   A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 20 2010 Hamid Baghestani   Predicting the direction of change in aggregate demand growth and its components   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 16 2009 Jui-Cheng Hung , Ren-Xi Ni and Matthew C. Chang   The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 05 2009 Hamid Baghestani   A Comparison of U.S. Housing Starts Forecasts   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 07 2009 Markku Lanne   Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 19 2008 Stephen Haynes and Joe Stone   A disaggregate approach to economic models of voting in U.S. presidential elections: forecasts of the 2008 election   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 29 2008 Sandrine LARDIC , Karine MICHALON and François DOSSOU   Can earnings forecasts be improved by taking into account the forecast bias?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 22 2008 Laurent Ferrara and Dominique Guégan   Business surveys modelling with Seasonal-Cyclical Long Memory models   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 04 2008 Yasuhiko Nakamura   On Forecasting Recessions via Neural Nets   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 20 2007 Kevin Aretz and David Peel   Some implications of a quartic loss function   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 06 2006 Jonas Andersson   Searching for the DGP when forecasting - Is it always meaningful for small samples?   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 25 2006 Diego Nocetti and William T. Smith   Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post?   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 17 2004 Valerie Mignon and Gilles Dufrenot   Modeling the French Consumption Function Using SETAR Models   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 18 2004 Joao Ricardo Faria   Small departures from rationality magnify fluctuations   Abstract  Contact Information  Citation  Full Text  -  Note