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| Dec 30 2025 |
Paul Carrillo-Maldonado , Jeniffer Rubio and Susana Herrero-Olarte |
| |
External vs. domestic factors to forecast the inflation in dollarized economy |
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Abstract Contact Information Citation Full Text - Note |
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| 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. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2025 |
Adonias Costa Filho |
| |
The role of breakevens in trend inflation in Brazil |
| |
Abstract Contact Information Citation Full Text - Note |
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| 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 |
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| Sep 30 2024 |
Mardoqueo Arteaga |
| |
Credit market expectations and the business cycle: evidence from a textual analysis approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2024 |
Sabina Crowe , Michael Gmeiner and Sebastian Ille |
| |
Can patterns of household purchases predict the outcome of US presidential elections? |
| |
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 |
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| Jun 30 2023 |
Chun-Hung Kuo and Hiroaki Miyamoto |
| |
Public investment and labor market flexibility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2023 |
Sofiane El Ouardi |
| |
Leading indicators of sovereign defaults in middle- and low-income countries: the role of foreign exchange reserve ratios in times of pandemic. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2023 |
Christian Pierdzioch |
| |
A bootstrap test of the time-varying efficiency of German growth forecasts |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Yee - Ee Chia , Ricky Chee - Jiun Chia and Mohd Ashari Bakri |
| |
COVID-19 and stock liquidity: Evidence from top 30 Kuala Lumpur composite index |
| |
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 |
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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 |
Valdeir Monteiro , Paulo Matos and Cristiano Silva |
| |
Modeling Brazilian federal government fiscal reaction in the time-frequency domain |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| 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 |
| |
| Jun 30 2022 |
Xiaoguang Liu , Jian Yu , Tsun se Cheong and Michal Wojewodzki |
| |
Transitional Dynamics and Spatial Convergence of House-Price-to-Income Ratio in Urban China |
| |
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 18 2021 |
Sinda Hadhri |
| |
Fear of the Coronavirus and Cryptocurrencies' returns |
| |
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 |
| |
| Sep 17 2021 |
Keshmeer Makun and Tiru K. Jayaraman |
| |
COVID- 19 impact on remittances and economic growth in three transitional countries in ASEAN: evidence from nonlinear analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 18 2021 |
Jing Li |
| |
On Estimating Risk Premium With Flexible Fourier Form |
| |
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 |
| |
| Mar 10 2021 |
Helder Ferreira de Mendonça and Pedro Mendes Garcia |
| |
Does the central banker type affect inflation expectations? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 24 2020 |
Ba Chu and Shafiullah Qureshi |
| |
Predicting the COVID-19 pandemic in Canada and the US |
| |
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 |
| |
| Apr 15 2020 |
Lumengo Bonga-Bonga and Mathias mandla Manguzvane |
| |
Assessing the extent of contagion of sovereign credit risk among BRICS countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| 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? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 28 2016 |
Khaled Guesmi , Nabila BOUKEF JLASSI , Ahmed Atil and Imen Haouet |
| |
On the Influence of Oil Prices on Financial Variables |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| 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 |
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| Oct 17 2007 |
Matei Demetrescu |
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Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 20 2007 |
Kevin Aretz and David Peel |
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Some implications of a quartic loss function |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2006 |
Jonas Andersson |
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Searching for the DGP when forecasting - Is it always meaningful for small samples? |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 25 2006 |
Diego Nocetti and William T. Smith |
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Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post? |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 10 2006 |
Shyh-Wei Chen |
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Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 29 2005 |
Jonas Andersson |
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Testing for Granger causality in the presence of measurement errors |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 04 2005 |
John C. Bernard and William Schulze |
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The next new thing: curiosity and the motivation to purchase novel products |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 23 2005 |
Kian-Ping Lim and Melvin J. Hinich |
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Cross-temporal universality of non-linear dependencies in Asian stock markets |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 17 2004 |
Valerie Mignon and Gilles Dufrenot |
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Modeling the French Consumption Function Using SETAR Models |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 18 2004 |
Joao Ricardo Faria |
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Small departures from rationality magnify fluctuations |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2002 |
Konstantin A. Kholodilin |
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Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 19 2002 |
Konstantin Kholodilin |
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Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators |
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Abstract Contact Information Citation Full Text - Note |
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