Dec 30 2025 Paul Carrillo-Maldonado , Jeniffer Rubio and Susana Herrero-Olarte   External vs. domestic factors to forecast the inflation in dollarized economy   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2025 Chih-hsiang Hsu   Forecasting returns and risk through implied volatility: A dual-threshold investment framework   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2025 Mamadou Michel Diakhate and Seydi Ababacar Dieng   From Prediction to Interpretability of Artificial Neural Networks: Application to Senegal's GDP Per Capita.   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2024 Georgios Garafas   From stocks to luxury watches: assessing the role of alternative economic indicators in macroeconomic forecasting.   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2023 Jamie Emerson   Education, employment, and labor force participation in the United States   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2023 Adam J. Check , Ming Chien Lo and Kwok Ping Tsang   Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2023 Karlyn Mitchell and Douglas K. Pearce   The Wall Street Journal panel of economists: How did they do in predicting economic growth in a time of pandemic?   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2022 Mamadou Michel Diakhate and Seydi Ababacar Dieng   Forecasting Senegalese quarterly GDP per capita using recurrent neural network   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2022 Jean-François Verne   Forecast the inflation rate in Lebanon: The use of the artificial neural networks method   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 30 2022 Yuta Kurose   Bayesian GARCH modeling for return and range   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2022 Xiaojie Xu and Yun Zhang   Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 20 2022 Stephen Bazen and Jean-marie Cardebat   Why have Bordeaux wine prices become so difficult to forecast ?   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 29 2021 Jaime Lara Lara and Fabian Mendez-Ramos   Poverty vulnerability: The role of poverty lines in the post-pandemic era   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 29 2021 Mikhail Stolbov , Maria Shchepeleva and Gazi Salah Uddin   Does global financial cycle drive systemic risk?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Juan G Brida , Bibiana Lanzilotta and Lucia I Rosich   On the empirical relations between producers expectations and economic growth   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Jeerawadee Pumjaroen and Tipat Sottiwan   How to obtain a better result of updating the I-O table from the MTT method   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 09 2021 Pål Børing , Arne Martin Fevolden and André Lynum   Skills for the future – forecasting firm competitiveness using machine learning methods and employer–employee register data   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2021 Dandan Liu and Michael A Ellis   FOMC forecasts and economic policy uncertainty   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 24 2020 Olivier Darne and Amelie Charles   Nowcasting GDP growth using data reduction methods: Evidence for the French economy   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 31 2020 Saakshi Jha and Sohini Sahu   Forecasting inflation for India with the Phillips Curve: Evidence from internet search data   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 07 2020 Garry L. Shelley , Anca Traian and William J. Trainor Jr.   Stock market "prediction" models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   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   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   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?   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   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 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   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 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   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   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 Kieran Burgess and Nicholas Rohde   Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data   Abstract  Contact Information  Citation  Full Text  -  Note   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   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   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   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   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   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 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   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   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 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   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   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   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   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   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