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Items where Subject is "C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C53 - Forecasting and Prediction Methods; Simulation Methods"

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Number of items at this level: 409.

A

Abounoori, Abbas Ali and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Financial Time Series Forecasting by Developing a Hybrid Intelligent System. Published in: European Journal of Scientific Research , Vol. 98, No. 4 (4. March 2013): pp. 10-20.

Abounoori, Abbas Ali and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Financial Time Series Forecasting by Developing a Hybrid Intelligent System. Published in: European Journal of Scientific Research , Vol. 98, No. 4 (4. March 2013): pp. 529-541.

Ahmadzadeh Mashinchi, Sina (2010): The impact of the global economic crisis on non-oil operations of ports in Iran. Published in: Middle East Journal of Scientific Research (ISI Indexed) , Vol. 9, No. 5 (15. November 2011): pp. 596-601.

Ahoniemi, Katja and Lanne, Markku (2007): Joint Modeling of Call and Put Implied Volatility. Published in:

Albers, Scott (2013): Foundations of the economic and social history of the United States: Apologia.

Albers, Scott (2013): Foundations of the economic and social history of the United States: Metaphysical.

Albers, Scott (2012): Predicting crises: Five essays on the mathematic prediction of economic and social crises. Published in: Middle East Studies On-line Journal , Vol. Volume, No. Issue 6 (8. August 2011): pp. 199-253.

Albers, Scott and Albers, Andrew L. (2013): Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works.

Albers, Scott and Albers, Andrew L. (2011): The Golden Mean, the Arab Spring and a 10-step analysis of American economic history. Published in: The Middle East Studies Online Journal , Vol. 3, No. 6 (3. August 2011): pp. 199-253.

Albers, Scott and Albers, Andrew L. (2012): On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev wave.

Albu, Lucian-Liviu (2003): Estimating contribution of factors to long-term growth in Romania. Published in: Revue Roumaine des Sciences Economiques , Vol. 48, No. 2 : pp. 197-206.

Albu, Lucian-Liviu and Roudoi, Andrei (2003): Scenarios of economic development in Romania - medium to long-term forecasting models. Published in: Romanian Journal of Economic Forecasting , Vol. 4, No. 5 (December 2003): pp. 64-77.

Albulescu, Claudiu Tiberiu (2009): Forecasting credit growth rate in Romania: from credit boom to credit crunch?

Alper, C. Emre and Fendoglu, Salih and Saltoglu, Burak (2008): Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets.

Amiri, Arshia and Bakhshoodeh, Mohamad and Najafi, Bahaeddin (2011): Forecasting seasonality in prices of potatoes and onions: challenge between geostatistical models, neuro fuzzy approach and Winter method.

Amiri, Arshia and Ventelou, Bruno (2011): Forecasting the role of public expenditure in economic growth Using DEA-neural network approach.

Andrle, Michal (2008): The Role of Trends and Detrending in DSGE Models.

Ardakani, Omid and Kishor, N. Kundan (2014): Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics.

Ardia, David (2003): Fear Trading.

Ardic, Oya Pinar and Ergin, Onur and Senol, G. Bahar (2008): Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies.

Ari, Ali (2008): An Early Warning Signals Approach for Currency Crises: The Turkish Case.

Ari, Ali and Dagtekin, Rustem (2007): Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle. Published in: Région et Développement No. 26 (2007): pp. 35-50.

Armstrong, J. Scott and Graefe, Andreas (2009): Predicting Elections from Biographical Information about Candidates.

Armstrong, J. Scott and Green, Kesten C. and Jones, Randall J. and Wright, Malcolm (2008): Predicting elections from politicians’ faces.

Armstrong, J. Scott and Green, Kesten C. and Soon, Willie (2007): Polar Bear Population Forecasts: A Public-Policy Forecasting Audit.

Arnold Cote, K. Nicole and Smith, Wm. Doyle and Fullerton, Thomas M., Jr. (2010): Municipal Non-Residential Real Property Valuation Forecast Accuracy. Published in: International Journal of Business & Economics Perspectives , Vol. 6, No. 1 (22. March 2011): pp. 56-77.

Arora, Vipin (2013): Comparisons of Chinese and Indian Energy Consumption Forecasting Models.

Asongu, Simplice (2014): On foreign aid distortions to governance.

Ayub, Mehar (1998): A simulation model of corporate finances: A study of the companies listed on Karachi stock exchange. Published in: Conference Proceedings, International Institute of Forecasting, Georgia Institute of Technology, Atlanta (2001) , Vol. 1, No. 2001 (2001): pp. 1-55.

B

Balli, Faruk and Elsamadisy, Elsayed (2010): Modelling the Currency in Circulation for the State of Qatar.

Bandyopadhyay, Arindam (2007): Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio.

Bandyopadhyay, Arindam (2007): Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio.

Baptista, Ricardo F. de F. and Valls Pereira, Pedro L. (2008): Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa. Forthcoming in: Revista Brasileira de Finanças , Vol. 6, No. 2 (2008)

Barnett, William and Ghosh, Taniya (2013): Bifurcation Analysis of an Endogenous Growth Model.

Beja Jr., Edsel (2014): Income growth and happiness: Reassessment of the Easterlin Paradox.

Beneki, Christina and Eeckels, Bruno and Leon, Costas (2009): Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach.

Benkovskis, Konstantins (2005): Econometric analysis and forecasting of Latvia's balance of payments.

Bentour, El Mostafa (2013): Oil Prices, Drought Periods and Growth Forecasts in Morocco. Forthcoming in:

Berster, Peter and Gelhausen, Marc Christopher and Wilken, Dieter (2009): Business Aviation in Germany: An empirical and model-based analysis. Published in: Proceedings of the 13th Air Transport Research Society (ATRS) World Conference 2009 in Abu Dhabi, United Arab Emirates (2009): pp. 1-19.

Bessonovs, Andrejs (2010): Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā. Published in: Scientific Papers University of Latvia , Vol. Vol. 7, (2010): pp. 22-33.

Bessonovs, Andrejs (2011): GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy.

Bezemer, Dirk J (2009): “No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1984): Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS. Published in: Annales de l'INSEE No. 54 (1984): pp. 31-62.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1985): Effectiveness versus reliability of policy actions under government budget constraint: the case of France.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1986): Forecasts and constraints on policy actions: the reliability of alternative instruments.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1988): A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions. Published in: Atti del Dodicesimo Convegno A.M.A.S.E.S. No. Palermo, 14-16 Settembre 1988 (14. September 1988): pp. 185-217.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio and Panattoni, Lorenzo (1987): Forecast variance in simultaneous equation models: analytic and Monte Carlo methods. Published in: INSEE, Paris, France No. Paper presented at the Seminaire d'Econometrie de Malinvaud (February 1987): pp. 1-19.

Bianchi, Carlo and Calzolari, Giorgio (1982): Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods. Published in: Evaluating the reliability of macro-economic models No. Ed. by G.C.Chow and P.Corsi, John Wiley & Sons, Ltd. (1982): pp. 251-277.

Bianchi, Carlo and Calzolari, Giorgio (1979): Simulation of a nonlinear econometric model. Published in: Simulation of Systems '79, ed. by L. Dekker, G. Savastano, and G. C. Vansteenkiste (1980): pp. 105-113.

Bianchi, Carlo and Calzolari, Giorgio (1983): Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results. Published in: Time Series Analysis: Theory and Practice, ed. by O.D.Anderson No. Amsterdam: North Holland (1983): pp. 177-198.

Bianchi, Carlo and Calzolari, Giorgio and Cleur, Eugene M. (1978): Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy. Published in: Compstat 1978, Proceedings in Computational Statistics No. Ed. by L. C. A. Corsten, and J. Hermans. Vienna: Physica Verlag (1978): pp. 348-354.

Bianchi, Carlo and Calzolari, Giorgio and Cleur, Eugene M. and Gambetta, Guido and Stagni, Anna and Sterbenz, Frederic (1978): Stochastic simulation and dynamic properties of the new version of the Italian model.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): Monte Carlo methods in econometrics: a package for the stochastic simulation. Published in: Paper presented at the Congres Europeen des Statisticiens. Universite Scientifique et Medicale de Grenoble, (September 1976): pp. 1-10.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1979): On the restricted reduced form of the Klein-I model: revised computations to complete "A note on the numerical results by Goldberger, Nagar and Odeh", Econometrica, 47 (1979). Published in: IBM Italy Technical Report No. G513-3575 (May 1979): pp. 1-17.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): Simulation properties of alternative methods of estimation: an application to a model of the Italian economy. Published in: Compstat 1976, Proceedings in Computational Statistics No. Ed. by J. Gordesch, and P. Naeve. Vienna: Physica Verlag (1976): pp. 407-415.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1979): Some results on the stochastic simulation of a nonlinear model of the Italian economy. Published in: Models and Decision Making in National Economies No. ed. by J. M. L. Janssen, L. F. Pau, and A. Straszak. Amsterdam: North-Holland (1979): pp. 411-418.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1981): Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix. Published in: Dynamic Modelling and Control of National Economies (IFAC) No. Ed. by J. M. L. Janssen, L. F. Pau, and A. J. Straszak. Oxford: Pergamon Press (1981): pp. 311-316.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1979): A package for analytic simulation of econometric models. Published in: Optimization Techniques: Proceedings of the 9th IFIP Conference on Optimization Techniques. Warsaw, September 4-8, 1979 (September 1980): pp. 404-413.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Sartori, Franco and Specioso, Isidoro (1974): Aggiornamento del modello al 1974 e nuove simulazioni. Published in: Il Modellaccio , Vol. 4, No. A cura di Giorgio Fua'. Milano: Franco Angeli (1977): pp. 162-188.

Bianchi, Carlo and Calzolari, Giorgio and Weihs, Claus (1986): Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models.

Boainain, Pedro G. and Valls Pereira, Pedro L. (2009): “Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro.

Branimir, Jovanovic and Magdalena, Petrovska (2010): Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting. Published in: National Bank of the Republic of Macedonia Working Paper (August 2010)

Breiding, Torsten (2006): Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit.

Bruno, Giancarlo (2012): Consumer confidence and consumption forecast: a non-parametric approach.

Bruno, Giancarlo (2008): Forecasting Using Functional Coefficients Autoregressive Models.

Bruno, Giancarlo (2009): Non-linear relation between industrial production and business surveys data.

Bruno, Giancarlo and Lupi, Claudio (2003): Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data.

Buda, Rodolphe (2008): Estimation de l'emploi régional et sectoriel salarié français : application à l'année 2006.

Buda, Rodolphe (2010): Estimations de l'emploi régional salarié français détaillé au 31.12.2007 et agrégé au 31.12.2008.

Buda, Rodolphe (1994): La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement.

Buncic, Daniel (2009): Understanding forecast failure in ESTAR models of real exchange rates.

Buncic, Daniel (2009): Understanding forecast failure of ESTAR models of real exchange rates.

Buncic, Daniel (2008): A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006).

Buss, Ginters (2010): A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle.

Bušs, Ginters (2009): Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach.

Bušs, Ginters (2009): Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn.

Bušs, Ginters (2010): Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia.

Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014): Exchange Rate Predictability in a Changing World.

Bystrov, Victor (2013): A factor-augemented model of markup on mortgage loans in Poland.

Bławat, Bogusław (2012): CRI RMI - Nowy model oceny ryzyka wystąpienia trudności finansowych firm. Forthcoming in:

C

Cabrera-Castellanos, Luis F. (2005): Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones. Published in: Revista Portal , Vol. Vol. I, No. 2 (December 2005)

Cadogan, Godfrey (2010): Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance.

Cadogan, Godfrey (2010): Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach.

Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies , Vol. XI, No. Nº1 (2004): pp. 3-21.

Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies , Vol. XI, No. Nº1 (2004): pp. 3-21.

Caiado, Jorge and Vieira, Aníbal and Bonito, Ana and Reis, Carlos and Fernandes, Francisco (2006): Previsão da eficácia ofensiva do futebol profissional: Um caso Português. Forthcoming in: Gestin (2006)

Caleiro, António (2014): De novo acerca da sazonalidade nos nascimentos em Portugal.

Calzolari, Giorgio (1987): La varianza delle previsioni nei modelli econometrici. Published in: CLEUP Editore - Padova - Italy , Vol. 3, No. Serie didattica (November 1987): pp. 1-230.

Calzolari, Giorgio (1979): Stochastic simulation experiments on Model 5 of Bonn University. Published in: Institut fuer Gesellschafts- u. Wirtschaftswissenschaften der Universitaet Bonn No. 102 (August 1979): pp. 1-28.

Calzolari, Giorgio (1979): The deterministic simulation bias in the Klein-Goldberger model. Published in: Institut fuer Gesellschafts- u. Wirtschaftswissenschaften der Universitaet Bonn No. 100 (July 1979): pp. 1-6.

Calzolari, Giorgio and Panattoni, Lorenzo (1988): Il problema della coerenza delle previsioni nei modelli econometrici non lineari. Published in: Atti della XXXIV Riunione Scientifica della Societa' Italiana di Statistica No. Siena: Nuova Immagine Editrice, Vol 2/1 (April 1988): pp. 271-278.

Caporin, Massimiliano and Fontini, Fulvio (2014): The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises.

Caporin, Massimiliano and Kolokolov, Aleksey and Renò, Roberto (2014): Multi-jumps.

Cayton, Peter Julian A. and Mapa, Dennis S. (2012): Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology.

Chan, Tze-Haw and Lye, Chun Teck and Hooy, Chee-Wooi (2010): Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?

Chandan, Sharma and Bhanumurthy, N R (2010): Estimating Infrastructural Investment Needs for India.

Chang, Chia-Lin and Franses, Philip Hans and McAleer, Michael (2013): Are Forecast Updates Progressive?

Chen, Nan-Kuang and Chen, Shiu-Sheng and Chou, Yu-Hsi (2013): Further evidence on bear market predictability: The role of the external finance premium.

Chen, Shiu-Sheng (2013): Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks. Forthcoming in:

Chen, Shu-Ling and Jackson, John D. and Kim, Hyeongwoo and Resiandini, Pramesti (2012): What Drives Commodity Prices?

Christian, Mueller-Kademann (2009): Puzzle solver.

Chumacero, Romulo (2007): Altitude or hot air?

Chun, So Yeon and Shapiro, Alexander and Uryasev, Stan (2011): Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Forthcoming in:

Cipollini, Andrea and Missaglia, Giuseppe (2007): Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling.

Cooper, Russel and Madden, Gary G (2008): Estimating components of ICT expenditure: a model-based approach with applicability to short time-series. Published in: Applied Economics , Vol. 10, No. 1 (2008)

Courtioux, Pierre (2008): How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case.

Czinkota, Thomas (2012): Zeitpunktsignale zum aktiven Portfoliomanagement.

D

D'Agostino, A and Surico, P (2007): Does global liquidity help to forecast US inflation? Forthcoming in:

D'Agostino, A and Whelan, K (2007): Federal Reserve Information During the Great Moderation. Forthcoming in: Journal of the European Economic Association

D'Agostino, Antonello and McQuinn, Kieran and O'Brien, Derry (2011): Nowcasting Irish GDP.

D'Agostino, Antonello and McQuinn, Kieran and Whelan, Karl (2011): Are some forecasters really better than others?

D'Amuri, Francesco and Marcucci, Juri (2009): "Google it!" Forecasting the US unemployment rate with a Google job search index.

De Pooter, Michiel and Ravazzolo, Francesco and van Dijk, Dick (2006): Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information.

Delavari, Majid and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2012): Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting? Published in: International Journal of Economics and Financial Issues , Vol. 3, No. 2 (10. April 2013): pp. 447-465.

Demiralay, Sercan and Ulusoy, Veysel (2014): Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models.

Dicembrino, Claudio and Trovato, Giovanni (2013): Structural Breaks, Price and Income Elasticity, and Forecast of the Monthly Italian Electricity Demand.

Dimitris, Korobilis (2013): Forecasting with Factor Models: A Bayesian Model Averaging Perspective.

Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending?

Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending? The Euro Area Case.

Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text).

Dobrescu, Emilian (2001): Evoluţia macromodelului economiei româneşti de tranzitie. Published in: Oeconomica , Vol. 11, No. 4 (2002): pp. 49-84.

Dobrescu, Emilian (2001): Macromodel estimations for the Romanian "pre-accession economic programme. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. Supplement 1 (2002): pp. 5-38.

Dobrescu, Emilian (2001): Updated scenarios for the Romanian economy medium-term dynamics. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. 9 (2002): pp. 5-16.

Doran, Justin and Fingleton, Bernard (2012): Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis. Forthcoming in: Papers in Regional Science

Doretti, Marco (2012): Modelli di scoring per il rischio paese.

Dragomirescu-Gaina, Catalin and Elia, Leandro and Weber, Anke (2014): A fast-forward look at tertiary education attainment in Europe 2020.

Dávila-Pérez, Javier and Nuñez-Mora, Jose Antonio and Ruiz-Porras, Antonio (2007): Volatilidad del Precio de la Mezcla Mexicana de Exportación.

da Silva Filho, Tito Nícias Teixeira (2005): Is there too much certainty when measuring uncertainty.

de Silva, Ashton (2008): Forecasting macroeconomic variables using a structural state space model.

de Silva, Ashton J (2010): Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches.

du Jardin, Philippe (2008): Bankruptcy prediction and neural networks: The contribution of variable selection methods. Published in: Proceedings of the Second European Symposium on Time Series Prediction (Estsp 2008), Helsinki University of Technology, Porvoo, Finland, (2008): pp. 271-284.

du Jardin, Philippe (2009): Bankruptcy prediction models: How to choose the most relevant variables? Published in: Bankers, Markets & Investors No. 98 (January 2009): pp. 39-46.

du Jardin, Philippe (2012): The influence of variable selection methods on the accuracy of bankruptcy prediction models. Published in: Bankers, Markets & Investors No. 116 (January 2012): pp. 20-39.

E

Ege, Yazgan and Huseyin, Kaya (2010): Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?

El Bouhadi, Abdelhamid and Achibane, Khalid (2009): The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?

El Montasser, Ghassen and Boufateh, Talel and Issaoui, Fakhri (2013): The seasonal KPSS test when neglecting seasonal dummies: a Monte Carlo analysis.

Ermişoğlu, Ergun and Akcelik, Yasin and Oduncu, Arif (2013): GDP Growth and Credit Data.

Estrada, Fernando and Mutascu, Mihai and Tiwari, Aviral (2011): Estabilidad política y tributación.

F

Fagan, Stephen and Gencay, Ramazan (2008): Liquidity-Induced Dynamics in Futures Markets.

Faghih, Nezameddin and Faghih, Ali (2008): Nyquist Frequency in Sequentially Sampled Data.

Falnita, Eugen and Sipos, Ciprian (2007): A multiple regression model for inflation rate in Romania in the enlarged EU. Published in: Economic integration, competition and cooperation (1. August 2007)

Fantazzini, Dean and Geraskin, Petr (2011): Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask. Forthcoming in: European Journal of Finance

Feng, Dai and Yuan-Zheng, Zhong (2006): The Stochastic Advance-Retreat Course: An Approach to Analyse Social-Economic Evolution.

Ferreira Filipe, Sara and Grammatikos, Theoharry and Michala, Dimitra (2014): Forecasting Distress in European SME Portfolios.

Fildes, Robert and Madden, Gary and Tan, Joachim (2007): Optimal forecasting model selection and data characteristics. Published in: Applied Financial Economics No. 17 (2007): pp. 1251-1264.

Filippou, Miltiades and Zervopoulos, Panagiotis (2011): Developing a short-term comparative optimization forecasting model for operational units’ strategic planning.

Francesco, D'Amuri (2009): Predicting unemployment in short samples with internet job search query data.

Francisco, Ramirez (2011): Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana.

Franco, Ray John Gabriel and Mapa, Dennis S. (2014): The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach.

Fry, J. M. (2009): Bubbles and contagion in English house prices.

Fry, J. M. (2010): Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices.

Fry, J. M. (2010): Gaussian and non-Gaussian models for financial bubbles via econophysics.

Fry, John (2012): Exogenous and endogenous crashes as phase transitions in complex financial systems.

Fuerst, Franz (2006): Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach.

Fullerton, Thomas M., Jr. and Kelley, Brian W. (2006): Borderplex Economic Outlook: 2006 – 2008. Published in: Business Report SR06-2 No. 2 (31. October 2006): pp. 1-23.

Fullerton, Thomas M., Jr. and Tinajero, Roberto (2005): Borderplex Economic Outlook: 2005-2007. Published in: Business Report SR05-2 No. 2 (25. November 2005): pp. 1-21.

G

Gabrielsen, A. and Zagaglia, Paolo and Kirchner, A. and Liu, Z. (2012): Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.

Galimberti, Jaqueson K. (2012): A tutorial note on the properties of ARIMA optimal forecasts.

Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process.

Gelhausen, Marc Christopher (2008): Airport Choice in a Constraint World: Discrete Choice Models and Capacity Constraints. Published in: Proceedings of the Air Transport Research Society World Conference 2008 (July 2008): pp. 1-16.

Gelhausen, Marc Christopher (2006): Airport and Access Mode Choice in Germany: A Generalized Neural Logit Model Approach. Published in: Proceedings of the 2006 European Transport Conference (2006): pp. 1-32.

Gelhausen, Marc Christopher (2006): Flughafen- und Zugangsverkehrsmittelwahl in Deutschland - Ein verallgemeinerter Nested Logit-Ansatz. Published in: Proceedings of Deutscher Luft- und Raumfahrtkongress 2006 (2006): pp. 529-538.

Gelhausen, Marc Christopher (2007): Passengers' Airport Choice. Published in: Proceedings of the Aachen Aviation Convention (AAC) 2007 (2007): pp. 41-51.

George, Michael (2007): Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach.

Ghent, Andra (2006): Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?

Giles, David E..A. and Tedds, Lindsay M. and Werkneh, Gugsa (2002): The Canadian Underground and Measured Economies: Granger Causality Results. Published in: Applied Economics , Vol. 18, No. 34 (2002): pp. 2347-2352.

Giovanis, Eleftherios (2008): Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis.

Giovanis, Eleftherios (2008): Neuro-Fuzzy approach for the predictions of economic crisis.

Giovanis, Eleftherios (2008): Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization.

Giovanis, Eleftherios (2008): A panel data analysis for the greenhouse effects in fifteen countries of European Union.

Giovanis, eleftheios (2008): A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods.

Gogas, Periklis and Pragkidis, Ioannis (2010): The interest rate spread as a forecasting tool of greek industrial production. Forthcoming in: International Journal of Business Policy and Economics

Gomez-Sorzano, Gustavo (2007): Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019.

Gomez-Sorzano, Gustavo (2006): Scenarios for sustainable peace in colombia by year 2019.

Gomez-Sorzano, Gustavo (2006): The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019.

Gomez-Sorzano, Gustavo (2006): A model of cyclical terrorist murder in Colombia, 1950-2004. Forecasts 2005-2019.

Gomez-Sorzano, Gustavo (2006): A structural model for corporate profit in the U.S. industry.

Grady, Patrick (1996): Official Economic Forecasting: the Relevance of the Canadian Experience for Transitional Economies.

Grady, Patrick (1985): The state of the art in Canadian macroeconomic modelling.

Grady, Patrick and Stephenson, Donald R. (1975): Some Macroeconomic Effects of Tax Reform and Indexing. Published in: Canadian Journal of Economics , Vol. Vol. X, (August 1977): pp. 379-392.

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Racoceanu, Constantin (2006): Method of the exponential adjustement using directly the terms of the empiric series in the analysis of the dynamics of the textile confections production. Published in: Competitiveness and stability in the knowledge-based economy, Craiova, Romania , Vol. 2006, No. International conference (20. October 2006): pp. 266-267.

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Rao, B. Bhaskara and Rao, Gyaneshwar (2007): Structural breaks and energy efficiency in Fiji.

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Sarfaraz, Leyla and Afsar, Amir (2005): بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي. Published in: Tarbiat Modaress Economic Reasearch Journal No. 16 (2007)

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Skribans, Valerijs (2010): Investments model development with the system dynamic method. Published in: Social Research, Economics and Management: Current Issues and Perspectives , Vol. 2 (18), (2010): pp. 104-114.

Skribans, Valerijs (2009): Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku. Published in: LU raksti No. 743. sējums (2009): pp. 189-200.

Skribans, Valerijs (2010): Latvia’s incoming in European Union economic effect estimation. Published in: BUSINESS, MANAGEMENT AND EDUCATION 2010 No. Contemporary Regional Issues Conference Proceedings (2010)

Skribans, Valerijs (2003): Latvijas būvniecības nozares attīstības prognoze.

Skribans, Valerijs (2010): Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde. Published in: RTU zinātniskie raksti , Vol. 26, No. 4 (2010): pp. 34-40.

Skribans, Valerijs (2010): Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana. Published in: RTU zinātniskie raksti , Vol. 20, No. 3: Ekonomika un uzņēmējdarbiba (2010): pp. 108-116.

Slavescu, Ecaterina and Panait, Iulian (2012): Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry. Forthcoming in: Ovidius University Annals - Economic Sciences Series , Vol. 12, No. 1 (2012)

Su, Dongwei and He, Xingxing (2010): A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China.

Sánchez Navarro, Dennis (2013): Análisis de elasticidades en el mercado automotor colombiano (2009 - 2011) mediante un modelo logit anidado.

T

Teneng, Dean (2012): Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian.

Teneng, Dean (2013): Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes.

Tierney, Heather L.R. (2009): Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data.

Tierney, Heather L.R. (2009): Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation.

Tierney, Heather L.R. (2013): Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence.

Tierney, Heather L.R. (2013): Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence.

Tierney, Heather L.R. (2011): Forecasting and tracking real-time data revisions in inflation persistence.

Tierney, Heather L.R. (2010): Real-Time Data Revisions and the PCE Measure of Inflation.

Tierney, Heather L.R. (2010): Real-Time Data Revisions and the PCE Measure of Inflation.

Todd, Prono (2009): Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model.

Todd, Prono (2009): Using skewness to estimate the semi-strong GARCH(1,1) model.

Tommaso, Proietti and Helmut, Luetkepohl (2011): Does the Box-Cox transformation help in forecasting macroeconomic time series?

Tsyplakov, Alexander (2011): Evaluating density forecasts: a comment.

Tsyplakov, Alexander (2013): Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments.

Tsyplakov, Alexander (2010): Revealing the arcane: an introduction to the art of stochastic volatility models.

Tsyplakov, Alexander (2014): Theoretical guidelines for a partially informed forecast examiner.

U

UNGUREANU, Laura (2008): The Cyclicity as Evolution Form of Economic Activities.

Ubilava, David and Helmers, C Gustav (2012): Forecasting ENSO with a smooth transition autoregressive model.

V

Visser, Marcel P. (2008): Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure.

Voineagu, Vergil and Caragea, Nicoleta and Pisica, Silvia (2013): Estimating International Migration on the Base of Small Area Techniques.

W

Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen.

Weber, Patrick (2012): Timing asset market peaks: the role of the liquidity risk cycle of the banking system.

Weron, Rafal (2009): Forecasting wholesale electricity prices: A review of time series models. Published in: Financial Markets: Principles of Modelling, Forecasting and Decision-Making , Vol. FindEc, (2009): pp. 71-82.

Weron, Rafal and Misiorek, Adam (2008): Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. Forthcoming in: International Journal of Forecasting

Weron, Rafal and Misiorek, Adam (2007): Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? Published in: Prace Naukowe Akademii Ekonomicznej we Wroclawiu , Vol. 1076, (2007): pp. 472-480.

Weron, Rafal and Misiorek, Adam (2006): Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market. Published in: Proceedings of the Modern Electric Power Systems MEPS'06 International Symposium, September 6-8, 2006, Wrocław, Poland (2006): pp. 34-38.

Wilken, Dieter and Berster, Peter and Gelhausen, Marc Christopher (2005): Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003. Published in: Proceedings of the 9th Air Transport Research Society World Congress (2005): pp. 1-29.

Wintenberger, Olivier and Cai, Sixiang (2011): Parametric inference and forecasting in continuously invertible volatility models.

Wolters, Maik Hendrik (2012): Evaluating point and density forecasts of DSGE models.

Z

Zhu, Ke and Li, Wai Keung (2014): A new Pearson-type QMLE for conditionally heteroskedastic models.

zhang, zhichao and Xie, Li and lu, xiangyun and zhang, zhuang (2014): Determinants of financial distress in u.s. large bank holding companies.

This list was generated on Mon Sep 22 20:07:55 2014 CEST.
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