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Dec 08 2019 Arne Steinkraus
  Estimating Treatment Effects With Artificial Neural Nets – A Comparison to Synthetic Control Method
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 12 2019 Adam J. Check , Anna K Nolan and Tyler C. Schipper
  Forecasting GDP Growth using Disaggregated GDP Revisions
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 31 2019 Valdir Domeneghetti and Fabiano Guasti Lima
  Strategic direction re-evaluation of bank ratings in Brazil
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 28 2019 Jin-Kyu Jung , Michael Frenkel and Jan-Christoph Rülke
  On the consistency of central banks´ interest rate forecasts
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 16 2019 Young-Ro Yoon
  Strategic Information Disclosure to be imitated under Informational and Payoff Externality
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 18 2019 Marcelo de C. Griebeler
  Strategically reported inflation expectation: a cheap-talk approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 13 2018 Rafael C Gatsios , Fabiano G Lima and Vinícius M Magnani
  The impact of IFRS adoption on the accuracy and dispersion of analysts' forecasts in the Brazilian stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 21 2018 Muhammad Shahbaz , Naceur Khraief , Mantu Kumar Mahalik and Saleheen Khan
  Are Fluctuations in Military Spending Transitory or Permanent? International Evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 01 2017 Artem Meshcheryakov and Stoyu I Ivanov
  Investor's sentiment in predicting the Effective Federal Funds Rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 27 2017 Daniel A. P. Uhr , Julia G. Z. Uhr and Regis A. Ely
  A synthetic control approach on Chile's transition to democracy
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 31 2017 Afees A. Salisu , Kazeem O. Isah and Idris Ademuyiwa
  Testing for asymmetries in the predictive model for oil price-inflation nexus
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 16 2017 Ralf Dewenter and Ulrich Heimeshoff
  Predicting Advertising Volumes Using Structural Time Series Models: A Case Study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 25 2017 Jin Ho Kim and Herman O Stekler
  Evaluating a long-run forecast: The World Bank poverty forecasts
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 10 2016 Manel Hamdi , Chaker Aloui and Santosh kumar Nanda
  Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 10 2016 Valeriya V. Lakshina and Andrey M. Silaev
  Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?
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Nov 28 2016 Khaled Guesmi , Nabila BOUKEF JLASSI , Ahmed Atil and Imen Haouet
  On the Influence of Oil Prices on Financial Variables
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Jul 08 2016 Ishuan Li , Robert Simonson , Guncha Babajanova and Matthew Tuomala
  Smartphone Diffusion and Consumer Price Comparison Shopping Behavior: Implications for the Marketplace Fairness Act
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 08 2016 Andreza A Palma
  Natural interest rate in Brazil: further evidence from an AR-trend-bound model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 22 2016 Dirk Ulbricht
  It is not structural breaks that earn average forecasts their fame
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 11 2016 G P Girish and Aviral Kumar Tiwari
  A comparison of different univariate forecasting models forSpot Electricity Price in India
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 17 2016 Yoshimasa Uematsu and Shinya Tanaka
  Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 18 2015 Joao Tovar Jalles
  How Quickly is News Incorporated in Fiscal Forecasts?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 18 2015 Scott W Hegerty
  Employment Cycle Co-Movements and Economic Integration Between Milwaukee and Chicago
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 24 2015 Luisa Bisaglia and Margherita Gerolimetto
  Forecasting integer autoregressive processes of order 1: are simple AR competitive?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 24 2015 Ons Jedidi and Jean Sébastien Pentecote
  Robust Signals for Banking Crises
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 08 2015 Manel Hamdi and Chaker Aloui
  Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 01 2015 António Afonso and Jorge Silva
  The track record of fiscal forecasting in the EU
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 01 2015 Rachida Hennani and Michel Terraza
  Contributions of a noisy chaotic model to the stressed Value-at-Risk
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 29 2015 Dimitrios P. Louzis
  The economic value of flexible dynamic correlation models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Paul Hubert
  Policy implications of learning from more accurate central bank forecasts
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2015 Sartaj Rasool Rather , Sunil Paul and S. Raja Sethu Durai
  Inflation forecasting and the distribution of price changes
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 11 2015 Prateek Sharma and Swati Sharma
  Forecasting gains of robust realized variance estimators: evidence from European stock markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 11 2015 Nicolas Vaillant and Véronique Flambard
  Economic conditions and confidence: Do changes in the consumption level affect the dynamics of confidence?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 24 2014 Nicholas Mangee
  Stock Prices, the Business Cycle and Contingent Change: Evidence from Bloomberg News Market Wraps
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 06 2014 Florian Huber
  Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 26 2014 Josh Stillwagon
  Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 26 2014 Marcelo Griebeler
  Models for forecasting exchange rate volatility: a comparison between developed and emerging countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 08 2014 Jens J. Krüger
  A multivariate evaluation of German output growth and inflation forecasts
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 25 2014 Utku Akseki , Abdurrahman Nazif Çatık and Barış Gök
  A regime-dependent investigation of the impact of macroeconomic variables on the housing market activity in Turkey
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 04 2014 Aviral Kumar Tiwari , Claudiu T Albulescu and Phouphet Kyophilavong
  A comparison of different forecasting models of the international trade in India
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 04 2013 Viktor Manahov and Robert Hudson
  New Evidence of Technical Trading Profitability
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 19 2013 Vipin Arora
  Comparisons of Chinese and Indian Energy Consumption Forecasting Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 25 2013 Cesar Sobrino and Ellis Heath
  Currency Area and Non-synchronized Business Cycles between the US and Puerto Rico
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
Apr 11 2013 Yanfeng Wei
  Commodity prices, manufactured goods prices and inflation: evidence from Japan
  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
 
Dec 03 2012 Matthias Hartmann and Helmut Herwartz
  Consolidation first - About twin deficits and the causal relation between fiscal budget and current account imbalances
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 11 2012 Henri Nyberg , Markku Lanne and Erkka Saarinen
  Does noncausality help in forecasting economic time series?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 05 2012 Carmine Trecroci
  Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
 
Jul 03 2012 João Caldeira , Guilherme Moura and André A.P. Santos
  Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 26 2012 Yoichi Tsuchiya
  Is the Purchasing Managers' Index useful for assessing the economy's strength? A directional analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 26 2012 Jens Boysen-Hogrefe
  A note on predicting recessions in the euro area using real M1
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes
  Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 04 2012 Sergey Krylov
  Methodological Approach to Company Cash Flows Target-Oriented Forecasting Based on Financial Position Analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 25 2012 Jaqueson K. Galimberti and Sergio da Silva
  An empirical case against the use of genetic-based learning classifier systems as forecasting devices
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 09 2012 Makram El-Shagi
  Protect and survive? Did capital controls help shield emerging markets from the crisis?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 28 2011 Dean Fantazzini
  Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis
  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
 
Aug 23 2011 Jun-hyung Ko and Hiroshi Morita
  Fiscal Policy under the Debt Feedback Rule: The Case of Japan
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 20 2011 Ozlem Goktas and Aycan Hepsag
  Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 05 2011 Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy
  Nonlinear prediction of Malaysian exchange rate with monetary fundamentals
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 18 2011 Aviral Kumar Tiwari
  A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
 
Aug 26 2010 Tatiana Cesaroni
  Estimating potential output using business survey data in a svar framework
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 19 2010 Sylvain M. Prado
  Macroeconomics of the New and the Used Car Markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 16 2010 Dean Fantazzini
  Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 15 2010 Julien Chevallier
  Volatility forecasting of carbon prices using factor models
  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
 
May 18 2010 Henri Nyberg
  Testing an autoregressive structure in binary time series models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2010 Oreste Napolitano and Alberto Montagnoli
  The European Unemployment Gap and the Role of Monetary Policy
  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
 
Aug 24 2009 Sylvain M. Prado
  The European used-car market at a glance: Hedonic resale price valuation in automotive leasing industry
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 04 2009 Jim Lee
  Food and Energy Prices in Core Inflation
  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
 
Oct 14 2008 Gueorgui I. Kolev
  Forecasting aggregate stock returns using the number of initial public offerings as a predictor
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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
 
Jun 02 2008 Olivier Darne
  Using business survey in industrial and services sector to nowcast GDP growth:The French case
  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 05 2008 Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang
  Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 04 2008 Yasuhiko Nakamura
  On Forecasting Recessions via Neural Nets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 17 2007 Matei Demetrescu
  Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy?
  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
 
Aug 10 2006 Shyh-Wei Chen
  Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 29 2005 Jonas Andersson
  Testing for Granger causality in the presence of measurement errors
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 04 2005 John C. Bernard and William Schulze
  The next new thing: curiosity and the motivation to purchase novel products
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 23 2005 Kian-Ping Lim and Melvin J. Hinich
  Cross-temporal universality of non-linear dependencies in Asian stock markets
  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
 
Nov 06 2002 Konstantin A. Kholodilin
  Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 19 2002 Konstantin Kholodilin
  Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators
  Abstract  Contact Information  Citation  Full Text  -  Note