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JEL Classification: E47 - Forecasting and Simulation

Number of items at this level: 23.

Balfoussia, Hiona; Brissimis, Sophocles and Delis, Manthos D (2011): The theoretical framework of monetary policy revisited. Unpublished.

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 Unpublished.

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 Unpublished.

Zaman, Gheorghe and Georgescu, George (2011): Sovereign risk and debt sustainability: warning levels for Romania. Published in: Non-Linear Modelling in Economics. Beyond Standard Economics (March 2011): pp. 234-270.

Mandler, Martin (2010): Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policy. Unpublished.

Harin, Alexander (2010): Theorem of existence of ruptures in probability scale. Preliminary short version. Unpublished.

Cinquegrana, Giuseppe and Sarno, Domenico (2010): The yield curve and the prediction on the business cycle: a VAR analysis for the European Union. Unpublished.

Das, Rituparna (2010): Forecasting Money Supply in India: Remaining Policy Issues. Unpublished.

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 Unpublished.

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 Unpublished.

KAMGNA, Severin Yves; TINANG, Nzesseu Jules and TSOMBOU, Kinfak Christian (2009): Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC. Unpublished.

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 Unpublished.

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 Unpublished.

Kelly, Logan J (2008): The Stock of Money and Why You Should Care. Unpublished.

Haider, Adnan and Khan, Safdar Ullah (2008): A Small Open Economy DSGE Model for Pakistan. Unpublished.

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

Mandler, Martin (2006): Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy. Unpublished.

Reinhart, Carmen (2002): Default, currency crises, and sovereign credit ratings. Published in: World Bank Economic Review , Vol. 16, No. 2 (2002): pp. 151-170.

Novak, Branko and Matić, Branko (2002): STRUKTURELLE VERÄNDERUNGEN IN DER WIRTSCHAFT DER REPUBLIKEN KRAOATIEN UND BUNDESREPUBLIK DEUTSCHLAND. Published in: XXIII. Wissenschaftliches Symposium, Strukturelle Veränderungen in der Wirtschaft der Republiken Kroatien und Bundesrepublik Deutschland (10. October 2002): pp. 31-51.

Bandholz, Harm; Clostermann, Joerg and Seitz, Franz (2007): Explaining the US Bond Yield Conundrum. Unpublished.

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

Carretta, Alessandro and Mattarocci, Gianluca (2005): The performance evaluation of hedge funds: a comparison of different approaches using European data. Unpublished.

Cotter, John and Dowd, Kevin (2006): U.S. Core Inflation: A Wavelet Analysis. Unpublished.

This list was generated on Wed Feb 8 22:42:19 2012 CET.
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