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Items where Subject is "E - Macroeconomics and Monetary Economics > E3 - Prices, Business Fluctuations, and Cycles > E37 - Forecasting and Simulation: Models and Applications"

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Number of items at this level: 145.

A

Acuña, Andrés and Oyarzún, Carlos (2001): Money and Real Fluctuations: Calibrating a Cash in Advance Model for the Chilean Economy. Published in: Economía y Administración , Vol. 65, (December 2005): pp. 55-79.

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.

Alfaro, Rodrigo and Sagner, Andres (2010): Financial Forecast for the Relative Strength Index.

Aliyu, Shehu Usman Rano (2009): Oil Price Shocks and the Macroeconomy of Nigeria: A Non-linear Approach.

Aliyu, Shehu Usman Rano and Englama, Abwaku (2009): Is Nigeria Ready for Inflation Targeting?

Andreou, A. S. and Zombanakis, George A. and Likothanassis, S. D. and Georgakopoulos, E. (1998): Modeling And Forecasting Exchange-Rate Shocks. Published in: Proceedings of the 60th BNP/Applied Econometrics Association , Vol. 1, No. Special Issue on Financial Instruments and Emerging Markets (6. June 1998): pp. 1-29.

Arora, Vipin (2014): Estimates of the Price Elasticities of Natural Gas Supply and Demand in the United States.

Arora, Vipin and Lieskovsky, Jozef (2013): Natural Gas and U.S. Economic Activity.

Artiach, Miguel (2012): Leverage, skewness and amplitude asymmetric cycles.

Ayala, Alfonso (2011): Un modelo de predicción de crisis financieras en los mercados emergentes: 1970 – 2009.

B

Barnett, William A. and Duzhak, Evgeniya (2006): Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions.

Barnett, William A. and Duzhak, Evgeniya A. (2008): Empirical assessment of bifurcation regions within new Keynesian models.

Barnett, William A. and Eryilmaz, Unal (2012): Hopf bifurcation in the Clarida, Gali, and Gertler model.

Barnett, William A. and Eryilmaz, Unal (2012): An analytical and numerical search for bifurcations in open economy New Keynesian models.

Barnett, William A. and He, Susan (2009): Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right.

Belhadj, ARAM and Bouguezzi, WAJDI and Jedlane, NABIL (2009): A Common Monetary Policy For The Maghreb: The Winners and The Losers?

Bell, Peter N (2010): Introduction of the Profit Surface.

Bell, William Paul (2008): Adaptive interactive profit expectations using small world networks and runtime weighted model averaging. Published in: Biomedical Applications of Micro- and Nanoengineering IV and Complex Systems (Proceedings Volume) , Vol. 7270, (30. December 2008)

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.

Bilgili, Faik (2011): City price convergence in Turkey with structural breaks.

Boschi, Melisso and Girardi, Alessandro (2005): Does one monetary policy fit all? the determinants of inflation in EMU countries. Published in: Current Politics and Economics of Europe , Vol. 1/2, No. 19 (January 2008): pp. 31-62.

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)

Brissimis, Sophocles and Migiakis, Petros (2011): Inflation persistence and the rationality of inflation expectations.

Bruno, Giancarlo and Malgarini, Marco (2002): An Indicator of Economic Sentiment for the Italian Economy.

Buncic, Daniel and Melecky, Martin (2007): An estimated New Keynesian policy model for Australia.

C

Cavallari, Lilia (2012): Markups and Entry in a DSGE Model.

Chan, Joshua and Koop, Gary and Potter, Simon (2012): A new model of trend inflation.

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

Costa Junior, Celso Jose and Sampaio, Armando Vaz and Gonçalves, Flávio de Oliveria (2012): Income Transfer as Model of Economic Growth. Published in: Revista Economia & Tecnologia , Vol. 8, (2012): pp. 17-32.

Cruz, Christopher John and Mapa, Dennis (2013): An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models.

D

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

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.

D'Ecclesia, Rita Laura and Gallo, Crescenzio (2002): Price-caps and Efficient Pricing for the Electricity Italian Market. Published in: Quaderni del Dipartimento di Matematica Statistica, Informatica ed Applicazioni No. 5 (2002)

Dale, Charles (1990): From Kondratieff to Chaos: Some Perspectives on Long-Term and Short-Term Business Cycles. Published in: Futures Research Quarterly , Vol. 6, No. 4 (1990): pp. 71-83.

Dasgupta, Dipak and Dubey, R.N. and Sathish, R (2011): Domestic Wheat Price Formation and Food Inflation in India. Published in: Working Paper Series, MOF, India No. Working Paper No. 2, 2011 (15. May 2011): pp. 1-58.

Delavari, Majid and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2013): Does long memory matter in forecasting oil price volatility?

Doshchyn, Artur and Giommetti, Nicola (2013): Learning, Expectations, and Endogenous Business Cycles.

Durevall, Dick and Loening, Josef (2009): Ethiopia: Updated Inflation Forecasts.

Dybczak, Kamil and Melecky, Martin (2012): EU Fiscal Stance Vulnerability: Are the Old Members the Gold Members?

Dybczak, Kamil and Melecky, Martin (2011): Macroeconomic Shocks and the Fiscal Stance within the EU: A Panel Regression Analysis.

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

dong, congcong (2006): 世界经济长波导论:对危机与萧条的研究及预测.

E

Engemann, Kristie and Owyang, Michael T. and Wall, Howard J. (2011): Where is an oil shock?

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

Escañuela Romana, Ignacio (2011): Empirical Evidence on the Predictability of Stock Market Cycles: the Behaviour of the Dow Jones Index Industrial Average in the Stock Market Crises of 1929, 1987 and 2007.

Everts, Martin (2006): Duration of Business Cycles.

Everts, Martin (2006): Sectoral and Industrial Business Cycles.

Eyler, Robert and Sonora, Robert (2010): Is a National Monetary Policy Optimal?

F

Fabbri, Giorgio and Iacopetta, Maurizio (2007): Dynamic Programming, Maximum Principle and Vintage Capital.

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)

Farzanegan, Mohammad Reza (2012): Does the Iranian oil supply matter for the oil prices?

Firouzi Naeim, Peyman and Rahimzadeh, golnoush (2013): Inflation Skewness and Price Indexation.

Foresti, Pasquale (2006): Testing for Granger causality between stock prices and economic growth.

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

Freeman, Alan (1997): An endogenous profit rate cycle.

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

G

Gaglianone, Wagner Piazza and Pereira, Ana Luiza Louzada (2005): Um ensaio sobre expectativas da taxa de câmbio no Brasil. Published in: Revista Brasileira de Finanças , Vol. 1, No. 1 (2005): pp. 55-100.

Gao, Xu (2007): Business Cycle Accounting for the Chinese Economy.

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

Givens, Gregory and Salemi, Michael (2012): Inferring monetary policy objectives with a partially observed state.

Gogas, Periklis and Chionis, Dionisios and Pragkidis, Ioannis (2009): Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity.

Gutierrez Girault, Matias Alfredo (2008): Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System.

Guzman, Giselle (2007): Using sentiment surveys to predict GDP growth and stock returns. Published in: The Making of National Economic Forecasts No. Edward Elgar Publishing LTD (2009): pp. 319-351.

Guzman, Giselle C. (2010): The case for higher frequency inflation expectations.

Guzman, Giselle C. (2009): An inflation expectations horserace.

H

Haider, Adnan and Din, Musleh-ud and Ghani, Ejaz (2012): Monetary policy, informality and business cycle fluctuations in a developing economy vulnerable to external shocks.

Haider, Adnan and Hanif, Muhammad Nadeem (2007): Inflation Forecasting in Pakistan using Artificial Neural Networks.

Haider, Adnan and Safdar Ullah, Khan (2008): Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches. Published in: SBP Research Bulletin , Vol. 4, No. 1 (15. October 2008): pp. 31-60.

Harding, Don and Kam, Timothy (2001): Perspectives on Unemployment from a General Equilibrium Search Model.

Harding, Don and Song, Lei Lei and Tran, Duy (2001): Evaluation of the Australian Industry Group / PricewaterhouseCoopers - Performance of Manufacturing Index (Ai-PMI).

Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей. Дискретный случай.

He, Yijun and Barnett, William A. (2006): Existence of bifurcation in macroeconomic dynamics: Grandmont was right.

I

Ichiue, Hibiki and Kurozumi, Takushi and Sunakawa, Takeki (2011): Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy.

Isiklar, Gultekin and Lahiri, Kajal and Loungani, Prakash (2006): How quickly do forecasters incorporate news? Evidence from cross-country surveys. Published in: Journal of applied econometrics , Vol. 21, (2006): pp. 703-725.

J

Julio, Juan Manuel (2009): The HPD Fan ChartT With Data Revision.

K

Khundrakpam, Jeevan Kumar and George, Asish Thomas (2012): An Empirical Analysis of the Relationship between WPI and PMI-Manufacturing Price Indices in India. Published in: RBI WORKING PAPER SERIES , Vol. 2013, No. W P S (DEPR): 06 (July 2013): pp. 1-17.

Kim, Insu and Kim, Minsoo (2009): Irrational Bias in Inflation Forecasts.

Kitchen, John and Monaco, Ralph (2003): Real-Time Forecasting in Practice: The U.S. Treasury Staff's Real-Time GDP Forecast System. Published in: Business Economics , Vol. 38, No. 4 (October 2003): pp. 10-19.

Kitov, Ivan (2009): Apples and oranges: relative growth rate of consumer price indices.

Kitov, Ivan (2007): Exact prediction of inflation and unemployment in Canada.

Kitov, Ivan (2007): Inflation, unemployment, labor force change in European countries.

Kitov, Ivan (2006): The Japanese economy.

Kitov, Ivan and Kitov, Oleg (2012): Sustainable trends and periodicity in consumer price indices indicate that the era of low energy prices is approaching.

Kitov, Ivan and Kitov, Oleg (2009): Sustainable trends in producer price indices.

Kitov, Ivan and Kitov, Oleg (2009): A fair price for motor fuel in the United States.

Kitov, Ivan and Kitov, Oleg and Dolinskaya, Svetlana (2007): Modelling real GDP per capita in the USA: cointegration test.

Kitov, Ivan and Kitov, Oleg and Dolinskaya, Svetlana (2007): Relationship between inflation, unemployment and labor force change rate in France: cointegration test.

Kitov, Ivan and KItov, Oleg (2013): Inflation, unemployment, and labor force. Phillips curves and long-term projections for Japan.

Ko, Jun-Hyung (2011): Productivity shocks and housing market inflations in new Keynesian models.

Koop, Gary and Korobilis, Dimitris (2012): Large time-varying parameter VARs.

Korobilis, Dimitris (2011): Hierarchical shrinkage priors for dynamic regressions with many predictors.

Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection.

Kossov, Vladimir and Kossova, Elena (2013): The normal price. The case of the retail price of diesel fuel.

Kreiter, Zebulun and Paul, Tapas Kumar (2010): Deficit Financing and Inflation in Bangladesh: A Vector Autoregressive Analysis. Published in: The Jahangirnagar Economic Review , Vol. 21, (2010): pp. 9-26.

L

Lahiri, Kajal and Liu, Fushang (2005): ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts. Published in: Advances in Econometrics , Vol. 20, (2005): pp. 321-363.

Lanne, Markku and Nyberg, Henri and Saarinen, Erkka (2011): Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison.

Lehmann, Robert and Wohlrabe, Klaus (2013): Sectoral gross value-added forecasts at the regional level: Is there any information gain?

M

Mamatzakis, E and Remoundos, P (2010): Threshold Cointegration in BRENT crude futures market.

Marcelle, Chauvet and Simon, Potter (2007): Monitoring Business Cycles with Structural Breaks.

Melecky, Ales and Melecky, Martin (2012): Vliv makroekonomických šoků na dynamiku vládního dluhu: jak robustní je fiskální pozice České republiky?

Mendoza Lugo, Omar and Pedauga, Luis Enrique (2006): Efecto transferencia (pass-through) del tipo de cambio en los precios de bienes y servicios en Venezuela. Published in: Nueva Economía , Vol. XV, No. 26

Meyler, Aidan and Kenny, Geoff and Quinn, Terry (1998): Forecasting irish inflation using ARIMA models. Published in: Central Bank and Financial Services Authority of Ireland Technical Paper Series , Vol. 1998, No. 3/RT/98 (December 1998): pp. 1-48.

Meyler, Aidan and Rubene, Ieva (2009): Results of a special questionnaire for participants in the ECB Survey of Professional Forecasters (SPF).

Miguel, Belmonte and Gary, Koop and Dimitris, Korobilis (2011): Hierarchical shrinkage in time-varying parameter models.

Mukherjee, Deepraj and Kemme, David (2008): Evaluating inflation forecast models for Poland: Openness matters, money does not (but its cost does).

Mulraine, Millan L. B. (2005): Investment-Specific Technology Shocks in a Small Open Economy.

Mulraine, Millan L. B. (2006): Real Exchange Rate Dynamics With Endogenous Distribution Costs.

O

ODIA NDONGO, Yves Francis (2007): Les sources des fluctuations marcoéconomiques au Cameroun.

Odia Ndongo, Yves Francis (2006): Datation du Cycle du PIB Camerounais entre 1960 et 2003.

Olafsdottir, Katrin and Sigurdsson, Kari (2007): Hversu vel tekst til með verðbólguspár greiningardeilda?

Omay, Tolga (2008): The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey. Forthcoming in:

Osman, Mohammad and Jean Louis, Rosmy and Balli, Faruk (2008): Output gap and inflation nexus: the case of United Arab Emirates. Published in: International Journal of Economics and Business Research , Vol. 1, No. 1 (January 2009): pp. 118-135.

P

Pakos, Michal (2013): Long-Run Risk and Hidden Growth Persistence. Published in: Journal of Economic Dynamics and Control , Vol. 37, No. 9 (1. September 2013): 1911-1928.

Palma, Nuno (2013): Did Greenspan Open Pandora's Box? Testing the Taylor Hypothesis and Beyond.

Petreski, Marjan (2013): Assessing the forecasting power of the leading composite index in Macedonia.

Phillips, Kerk L. and Spencer, David E. (2010): Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions. Published in: Journal of Macroeconomics , Vol. 33, No. 4 (2011): pp. 582-594.

Q

Qin, Duo and He, Xinhua (2011): Globalisation effect on inflation in the great moderation era: new evidence from G10 countries.

Quinn, Terry and Kenny, Geoff and Meyler, Aidan (1999): Inflation Analysis: An Overview. Published in: Central Bank and Financial Services Authority of Ireland Technical Paper Series , Vol. 1999, No. 1/RT/1999 (March 1999): pp. 1-22.

R

Rapacciuolo, Ciro (2003): Un semplice modello univariato per la previsione a breve termine dell'inflazione italiana. Published in: CSC Working Paper No. n. 36 - 2003 (June 2003)

Razzak, Weshah and Bentour, E M (2009): Real Interest Rates, Bubbles and Monetary Policy in the GCC countries.

Rizvi, Syed Kumail Abbas and Naqvi, Bushra (2008): Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan.

Rizvi, Syed Kumail Abbas and Naqvi, Bushra (2009): Inflation Volatility: An Asian Perspective.

S

Shamiri, Ahmed and Shaari, Abu Hassan and Isa, Zaidi (2008): Comparing the accuracy of density forecasts from competing GARCH models.

Shin, Inyong and Kim, Hyunho and Yamamura, Eiji (2008): Technological Progress and the Future of Kuznets Curve's.

Sinha, Pankaj and Gupta, Sushant and Randev, Nakul (2010): Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession.

Skribans, Valerijs (2011): Development of System Dynamic Model of Latvia’s Economic Integration in the EU. Published in: Proceedings of the 29th International Conference of the System Dynamics Society (2011): pp. 1-16.

Skribans, Valerijs (2012): European Union Economy System Dynamic Model Development. Published in: Proceedings of the 30th International Conference of the System Dynamics Society (2012): pp. 3687-3697.

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

Sokolov, Yuri (2010): Business cycle effects on portfolio credit risk: A simple FX Adjustment for a factor model.

Sokolov, Yuri (2009): Interaction between market and credit risk: Focus on the endogeneity of aggregate risk.

Sokolov, Yuri (2012): Modeling risk in a dynamically changing world: from association to causation.

T

Tabata, Katsushi and Kawaguchi, Yuichiro (2013): Real estate prices in Japan and Lewis turning point.

Tausch, Arno (2013): The hallmarks of crisis. A new center-periphery perspective on long cycles.

V

Vitek, Francis (2006): Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach.

Vitek, Francis (2006): Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach.

W

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

Wong, Shirly Siew-Ling and Puah, Chin-Hong and Abu Mansor, Shazali and Liew, Venus Khim-Sen (2012): Early warning indicator of economic vulnerability.

Y

Yashkir, Olga and Yashkir, Yuriy (2013): Monitoring of Credit Risk through the Cycle: Risk Indicators. Forthcoming in:

Z

Zhang, Hewitt and Hu, Yannan and Hu, Bo (2012): House-price crash and macroeconomic crisis: a Hong Kong case study.

Zhang, Tongbin and Hu, Bo (2011): House-Price Crash and Macroeconomic Crisis: A Hong Kong Case Study.

This list was generated on Thu Apr 24 20:03:15 2014 CEST.
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