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Munich Personal RePEc Archive

Items where Subject is "C53 - Forecasting and Prediction Methods ; Simulation Methods"

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Number of items at this level: 865.

A

AMMOURI, Bilel and TOUMI, Hassen and ISSAOUI, Fakhri and ZITOUNA, Habib (2015): Forecasting Inflation in Tunisia into instability: Using Dynamic Factors Model a two-step based on Kalman filtering.

Abdullah, Muhammad and Gul, Zarro and Waseem, Faiza and Islam, Tanweer (2021): The State of Pakistan’s Economy and the Ineffectiveness of Monetary Policy.

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.

Acevedo Rueda, Rafael Alexis (2009): Eficiencia gerencial: propuesta metodológica para su medición y evaluación en el sector eléctrico de Venezuela. Published in: Visión Gerencial , Vol. 1, No. 9 (June 2010): pp. 18-29.

Adekunle, Wasiu and Bekoe, William and Badmus, Sheriff and Anagun, Michael and Alimi, Wasiu (2021): Nexus Between Fiscal Discipline And The Budget Process In Africa: Evidence From Nigeria.

Adeniyi, Isaac Adeola (2020): Bayesian Generalized Linear Mixed Effects Models Using Normal-Independent Distributions: Formulation and Applications. Forthcoming in: AStA-Advances in Statistical Analysis

Ahec Šonje, Amina and Katarina, Bacic (2006): A composite leading indicator for a small transition economy: the case of Croatia.

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:

Ahumada, Hildegart and Espina, Santos and Navajas, Fernando H. (2020): COVID-19 with uncertain phases: estimation issues with an illustration for Argentina.

Aknouche, Abdelhakim and Gouveia, Sonia and Scotto, Manuel (2023): Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs.

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2020): On an integer-valued stochastic intensity model for time series of counts.

Aknouche, Abdelhakim and Francq, Christian (2019): Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models.

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?

Aliyu, Shehu Usman Rano and Aminu, Abubakar Wambai (2018): Economic regimes and stock market performance in Nigeria: Evidence from regime switching model.

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.

Anastasiou, Dimitris and Drakos, Konstantinos and Kapopoulos, Panayotis (2022): Predicting international tourist arrivals in Greece with a novel sector-specific business leading indicator.

Andres, Antonio Rodriguez and Otero, Abraham and Amavilah, Voxi Heinrich (2021): Evaluation of technology clubs by clustering: A cautionary note. Forthcoming in: Applied Economics (2021)

Andres, Antonio Rodriguez and Otero, Abraham and Amavilah, Voxi Heinrich (2021): Using Deep Learning Neural Networks to Predict the Knowledge Economy Index for Developing and Emerging Economies. Published in: Expert Systems with Applications , Vol. 184, No. https://doi.org/10.1016/j.eswa.2021.115514 (1 December 2021)

Andrianady, Josué R. (2023): Crunching the Numbers: A Comparison of Econometric Models for GDP Forecasting in Madagascar.

Andrianady, Josué R. (2023): Comparing Econometric Models for Forecasting GDP in Madagascar.

Andriantomanga, Zo (2023): The role of survey-based expectations in real-time forecasting of US inflation.

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

Angelidis, Timotheos and Benos, Alexandros and Degiannakis, Stavros (2007): A Robust VaR Model under Different Time Periods and Weighting Schemes. Published in: Review of Quantitative Finance and Accounting , Vol. 2, No. 28 (2007): pp. 187-201.

Angelidis, Timotheos and Benos, Alexandros and Degiannakis, Stavros (2004): The Use of GARCH Models in VaR Estimation. Published in: Statistical Methodology , Vol. 2, No. 1 (2004): pp. 105-128.

Angelidis, Timotheos and Degiannakis, Stavros (2005): Modeling Risk for Long and Short Trading Positions. Published in: Journal of Risk Finance , Vol. 3, No. 6 (2005): pp. 226-238.

Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: Intra-day versus inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.

Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: intra-day vs. inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.

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 and Dufays, Arnaud and Ordás Criado, Carlos (2023): Linking Frequentist and Bayesian Change-Point Methods.

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.

Arikha, Dahlia (2022): Strategi Pembangunan Ekonomi Islam M. Umer Chapra.

Armstrong, J. Scott (1978): Forecasting with Econometric Methods: Folklore Versus Fact. Published in: Journal of Business No. 51 (1978): pp. 549-564.

Armstrong, J. Scott (1988): Review of Ravi Batra, The Great Depression of 1990. Published in: International Journal of Forecasting No. 4 (1988): pp. 493-495.

Armstrong, J. Scott (1983): Strategic Planning and Forecasting Fundamentals.

Armstrong, J. Scott and Brodie, Roderick J. (1999): Forecasting for Marketing. Published in: Quantitative Methods in Marketing : pp. 92-120.

Armstrong, J. Scott and C., Michael (1972): A Comparative Study of Methods for Long-Range Market Forecasting. Published in: Management Science No. 19 (1972): pp. 211-221.

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, Rob (2023): Uniform Confidence/Certainty Estimation.

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.

Asante Gyamerah, Samuel and Ngare, Philip and Ikpe, Dennis (2018): A Levy Regime-Switching Temperature Dynamics Model for Weather Derivatives. Published in: International Journal of Stochastic Analysis , Vol. 2018, No. 8534131 (10 June 2018): pp. 1-16.

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

Asongu, Simplice and Nnanna, Joseph (2019): Foreign aid, instability and governance in Africa. Published in: Politics & Policy , Vol. 44, No. 4 (August 2019): pp. 807-848.

Asongu, Simplice and Nwachukwu, Jacinta (2016): Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries. Forthcoming in: Journal of Economic Issues

Asongu, Simplice A and Nwachukwu, Jacinta C. (2015): Foreign aid instability and bundled governance dynamics in Africa.

Athanasopoulos, George and Hyndman, Rob J. and Kourentzes, Nikolaos and Petropoulos, Fotios (2015): Forecasting with Temporal Hierarchies.

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

BLINOV, Sergey (2017): Использование взаимосвязи между ВВП и денежной массой для экономического прогнозирования.

BLINOV, Sergey (2017): Economic Forecasting Based on the Relationship between GDP and Real Money Supply.

Bakker, Bas and Ghazanchyan, Manuk and Ho, Alex and Nanda, Vibha (2020): The Lack of Convergence of Latin-America Compared with CESEE: Is Low Investment to Blame?

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 Chauvet, Marcelle and Leiva-Leon, Danilo and Su, Liting (2016): Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates.

Barnett, William and Chauvet, Marcelle and Leiva-Leon, Danilo and Su, Liting (2016): The credit-card-services augmented Divisia monetary aggregates.

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

Barnett, William and Park, Sohee (2021): Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates.

Barnett, William and Su, Liting (2016): Risk adjustment of the credit-card augmented Divisia monetary aggregates.

Barrera-Chaupis, Carlos (2014): La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012.

Bartolucci, Francesco and Pennoni, Fulvia and Vittadini, Giorgio (2015): Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies.

Bastianin, Andrea and Galeotti, Marzio and Manera, Matteo (2016): Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers.

Bastos, João A. (2019): Forecasting the capacity of mobile networks. Forthcoming in: Telecommunication Systems

Bazhenov, Timofey and Fantazzini, Dean (2019): Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. Published in: Russian Journal of Industrial Economics , Vol. 1, No. 12 (2019): pp. 79-88.

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. Published in: International Journal of Economics and Management Science , Vol. 3, No. 1 (22 February 2014): pp. 1-12.

Bentour, El Mostafa (2015): A ranking of VAR and structural models in forecasting.

Berg, Tim Oliver (2015): Multivariate Forecasting with BVARs and DSGE Models.

Bersimis, Sotirios and Degiannakis, Stavros and Georgakellos, Dimitrios (2017): Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting. Published in: Journal of Applied Statistics , Vol. 1, No. 44 (2017): pp. 89-118.

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.

Bespalova, Olga (2018): Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA.

Bessler, David and Kibriya, Shahriar and Chen, Junyi and Price, Ed (2014): On Forecasting Conflict in Sudan: 2009-2012.

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.

Bhadury, Soumya and Ghosh, Saurabh and Gopalakrishnan, Pawan (2021): In quest for policy 'silver bullets' towards triggering a v-shaped recovery.

Bhadury, Soumya and Ghosh, Saurabh and Kumar, Pankaj (2019): Nowcasting GDP Growth Using a Coincident Economic Indicator for India.

Bhatt, Vipul and Kishor, Kundan and Marfatia, Hardik (2017): Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument.

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.

Bilgili, Faik (2001): ARIMA ve VAR Modellerinin Tahmin Başarılarının Karşılaştırılması. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 17 (2001): pp. 37-53.

Bilgili, Faik (2002): VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması. Published in: Dokuz Eylül University, Faculty of Economics and Administrative Sciences Journal , Vol. 17, No. 1 : pp. 185-211.

Bilgili, Faik and Doğan, İbrahim and H. Tülüce, Nadide and Kuşkaya, Sevda (2014): The impact of biomass, geothermal and hydroelectric energy consumption on industrial production: A threshold cointegration model with regime shifts.

Bisio, Laura and Moauro, Filippo (2017): Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts. Forthcoming in: Statistica Neerlandica

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.

Boer, Lukas and Pescatori, Andrea and Stuermer, Martin (2021): Energy Transition Metals.

Bonga-Bonga, Lumengo and Mwamba, Muteba (2015): A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models.

Bonino-Gayoso, Nicolás and García-Hiernaux, Alfredo (2019): TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables.

Bovi, Maurizio (2019): A Time-Varying Expectations Formation Mechanism. Published in: Economia Politica No. 4 (December 2019)

Bradrania, Reza and Pirayesh Neghab, Davood (2021): State-dependent asset allocation using neural networks. Published in: European Journal of Finance , Vol. 28, No. 11 (12 August 2021): pp. 1130-1156.

Brahmana, Rayenda Khresna (2022): Do Machine Learning Approaches Have the Same Accuracy in Forecasting Cryptocurrencies Volatilities?

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.

Breitenstein, Miriam and Anke, Carl-Philipp and Nguyen, Duc Khuong and Walther, Thomas (2019): Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry.

Brkic, Sabina and Hodzic, Migdat and Dzanic, Enis (2017): Fuzzy Logic Model of Soft Data Analysis for Corporate Client Credit Risk Assessment in Commercial Banking. Forthcoming in: Fifth Scientific Conference with International Participation “Economy of Integration” ICEI 2017 (December 2017)

Brkic, Sabina and Hodzic, Migdat and Dzanic, Enis (2018): Soft Data Modeling via Type 2 Fuzzy Distributions for Corporate Credit Risk Assessment in Commercial Banking. Forthcoming in:

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.

Bucci, Andrea (2019): Cholesky-ANN models for predicting multivariate realized volatility.

Bucci, Andrea (2017): Forecasting realized volatility: a review.

Bucci, Andrea (2019): Realized Volatility Forecasting with Neural Networks.

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.

Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014): On the Sources of Uncertainty in Exchange Rate Predictability.

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:

bailek, Alexandra (2018): Economic Impact Analysis of Hospital Readmission Rate and Service Quality Using Machine Learning. Published in:

C

CERQUA, AUGUSTO and LETTA, MARCO (2020): Local economies amidst the COVID-19 crisis in Italy: a tale of diverging trajectories.

CHIKHI, Mohamed (2011): Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie. Published in: Recherches Economiques et Managériales , Vol. 9, (June 2011): pp. 1-15.

CHIKHI, Mohamed and Benguesmi, Tarek (2013): تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA.

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.

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

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

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Fantazzini, Dean (2024): Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets. Forthcoming in: Journal of Risk and Financial Management (2024)

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Fantazzini, Dean (2020): Discussing copulas with Sergey Aivazian: a memoir. Forthcoming in: Model Assisted Statistics and Applications : pp. 1-14.

Fantazzini, Dean (2016): The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? Forthcoming in: Energy Policy (2016)

Fantazzini, Dean (2020): Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries. Forthcoming in: Applied Econometrics (2020): 1 -20.

Fantazzini, Dean and Calabrese, Raffaella (2021): Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure. Published in: Journal of Risk and Financial Management , Vol. 11, No. 14 (2021)

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

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Fantazzini, Dean and Nigmatullin, Erik and Sukhanovskaya, Vera and Ivliev, Sergey (2016): Everything you always wanted to know about bitcoin modelling but were afraid to ask. Forthcoming in: Applied Econometrics (2016)

Fantazzini, Dean and Pushchelenko, Julia and Mironenkov, Alexey and Kurbatskii, Alexey (2021): Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg. Published in: Forecasting , Vol. 4, No. 3 (2021): pp. 774-804.

Fantazzini, Dean and Shangina, Tamara (2019): The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. Forthcoming in: Applied Econometrics

Fantazzini, Dean and Toktamysova, Zhamal (2015): Forecasting German Car Sales Using Google Data and Multivariate Models. Forthcoming in: International Journal of Production Economics (2015)

Fantazzini, Dean and Zimin, Stephan (2019): A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. Forthcoming in: Journal of Industrial and Business Economics

Fasano, Augusto and Rebaudo, Giovanni and Durante, Daniele and Petrone, Sonia (2021): A closed-form filter for binary time series. Published in: Statistics and Computing , Vol. 31, : pp. 1-21.

Feng, Bo and Partridge, Mark and Rembert, Mark (2016): The Perils of Modelling How Migration Responds to Climate Change.

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.

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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.

Frank, Luis (2024): Proyección del Consumo Privado de Argentina por medio de un Modelo de Corrección de Errores.

Fries, Sébastien (2018): Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds.

Fries, Sébastien and Zakoian, Jean-Michel (2017): Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles.

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.

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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.

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G.K., Chetan Kumar and K.B., Rangappa and S., Suchitra (2021): Analyzing Interlinkages between Financial and Real Estate Sector in the aftermath of COVID-19's Second wave: An Econometric Approach using VECM model. Published in: Towards Excellence , Vol. 13, No. December 2021 (1 December 2021): pp. 692-705.

G.K., Chetan Kumar and K.B., Rangappa and S., Suchitra (2022): Analyzing the Impact of Companies’ Investment on Skill Upgradation in Improving their Resilience amidst COVID-19. Published in: ATMANIRBHAR BHARAT : Opportunities and Challenges , Vol. 1, No. 1 (2022): pp. 24-37.

G.K., Chetan Kumar and K.B., Rangappa and S., Suchitra (2022): Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model. Published in: Theoretical and Applied Economics , Vol. 29, No. No. 2 / 2022 (631), Summer (20 June 2022): pp. 151-164.

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

Raputsoane, Leroi (2018): Quantifying economic recovery from the recent global financial crisis.

Rashid, Abdul and Husain, Fazal (2012): On the modeling of exchange rate: some evidence from Pakistan. Forthcoming in: International Review of Applied Financial Issues and Economics

Razzak, Weshah (2020): The Dynamic of COVID-19 New Infections under Different Stringent Policies.

Razzak, Weshah (2022): The Ownership of Oil, Democracy, and Iraq’s Past, Present, and Future.

Regnard, Nazim and Zakoian, Jean-Michel (2010): A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices.

Rendón, Stephanie (2013): Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN.

Renfro, Charles G (2009): Building and Using a Small Macroeconometric Model: Klein Model I as an Example.

Rodríguez, Carlos A. (2004): A P* Model of Inflation in Puerto Rico. Published in: American Review of Political Economy , Vol. 2, No. 2 (September 2004): pp. 16-41.

Rosenthal, Dale W.R. (2008): Modeling trade direction. Published in: Journal of Financial Econometrics , Vol. 10, No. 2 (2012): pp. 390-415.

Rossi, Barbara and Wang, Yiru (2019): Vector autoregressive-based Granger causality test in the presence of instabilities. Published in: The Stata Journal , Vol. 19, No. 4 (December 2019): pp. 883-899.

Ruja, Catalin (2014): Macro Stress-Testing Credit Risk in Romanian Banking System.

Rumyantsev, Mikhail I. (2007): К проблеме формализации бизнес-процессов коммерческого банка. Published in: Kultura narodov Prichernomor’ya [Culture of the peoples of Prichernomorye] No. 120 (2007): pp. 137-141.

Rumyantsev, Mikhail I. (2008): Структурно-морфологический анализ бизнес-процессов коммерческого банка. Published in: Informatsionnye tekhnologii modelirovaniya i upravleniya [Information technologies of modeling and control] No. 9 (52) (2008): pp. 997-1005.

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Sabaj, Ernil and Kahveci, Mustafa (2018): Forecasting tax revenues in an emerging economy: The case of Albania.

Salisu, Afees and Salisu, Sulaiman and Salisu, Subair (2023): A news-based economic policy uncertainty index for Nigeria.

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)

Sarmidi, Tamat (2008): Exchange Rates Predictability in Developing Countries.

Shah, Syed Sibghatullah (2019): On Trust Dynamics of Economic Growth.

Shepherd, Ben (2011): When are adaptive expectations rational? A generalization.

Silva Lopes, Artur (2024): Assessing Income Convergence with a Long-Run Forecasting Approach: Some New Results.

Sinha, Pankaj and Sharma, Aastha and Singh, Harsh Vardhan (2012): Prediction for the 2012 United States Presidential Election using Multiple Regression Model.

Sinha, Pankaj and Singhal, Anushree and Sondhi, Kriti (2012): Economic scenario of United States of America before and after 2012 U.S. Presidential Election.

Sinha, Pankaj and Thomas, Ashley Rose and Ranjan, Varun (2012): Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models.

Sinha, Pankaj and Verma, Aniket and Shah, Purav and Singh, Jahnavi and Panwar, Utkarsh (2020): Prediction for the 2020 United States Presidential Election using Linear Regression Model.

Situngkir, Hokky (2006): Value at Risk yang memperhatikan sifat statistika distribusi return. Published in:

Skribans, Valerijs (2011): Разработка модели системной динамики для энергетического сектора в Латвии. Published in: Материалы 9-ой международной конференции Государственное управление в XXI веке: Традиции и инновации , Vol. Часть, (2011): pp. 540-552.

Skribans, Valerijs (2009): Влияние Трудовой Эмиграции на Рынок Труда в Латвии. Published in: Economics and Management: Current Issues and Perspectives , Vol. 15, No. 2 (19 November 2009): pp. 250-258.

Skribans, Valerijs (2010): Модель жилищного строительства в постсоциалистических странах на примере Латвии. Published in: Экономика, оценка и управление недвижимостью и природными ресурсами: материалы Междунар. науч.-практ. конф. (2010): pp. 58-66.

Skribans, Valerijs (2009): Būvniecības nozares prognozēšanas modelis. Published in: RTU zinātniskie raksti , Vol. 18, No. 3 (2009): pp. 68-82.

Skribans, Valerijs (2003): Construction demand: a model of research and forecast for Latvia from 2002 to 2025. Published in: LU raksti (2003): pp. 90-105.

Skribans, Valerijs (2010): Construction industry forecasting system dynamic model. Published in: Proceedings of the 28th International Conference of the System Dynamics Society (2010): pp. 1-12.

Skribans, Valerijs (2010): Darbaspēka migrācijas ietekme uz darba tirgu Latvijā. Published in: LU raksti , Vol. 758, (2010): pp. 189-200.

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 (2010): Development of the Latvian energy sector system dynamic model. Published in: Proceedings of the 7th EUROSIM Congress on Modelling and Simulation , Vol. Vol.2:, (2010): pp. 1-8.

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 (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.

Skrypnik, Dmitriy (2016): BUDGET POLICY AND ECONOMIC GROWTH IN RUSSIA. OPTIMAL BUDGET RULE.

Skrypnik, Dmitriy (2016): A Macroeconomic Model of the Russian Economy. Published in: "Economics and the Mathematical Methods" , Vol. 3, (September 2016)

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)

Soh, Ann-Ni (2020): A Review on the Leading Indicator Approach towards Economic Forecasting.

Spelta, Alessandro and Pecora, Nicolò and Flori, Andrea and Pammolli, Fabio (2018): Transition drivers and crisis signaling in stock markets.

Spiliotis, Evangelos and Petropoulos, Fotios and Kourentzes, Nikolaos and Assimakopoulos, Vassilios (2018): Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption.

Stacey, Brian (2016): A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity.

Stephensen, Peter and Markeprand, Tobias (2013): SBAM: An algorithm for pair matching.

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

Sucarrat, Genaro (2020): Identification of Volatility Proxies as Expectations of Squared Financial Return.

Svetunkov, Ivan and Boylan, John Edward (2017): Multiplicative state-space models for intermittent time series.

Svetunkov, Ivan and Kourentzes, Nikolaos (2015): Complex Exponential Smoothing.

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

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Tamayo, Adrian (2016): Determining Statistical Pattern on the Drug-Related Killing in Philippines Using ARIMA and Poisson Techniques. Forthcoming in: Journal of Drug Issues , Vol. Vol 46, No. Vol. 46, No. 4 (29 August 2016): pp. 1-13.

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.

Thomadakis, Apostolos (2016): Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence.

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.

Tinoco, Marcos (2020): Modelando la volatilidad del diferencial TED: Una evaluación de pronósticos de modelos con heterocedasticidad condicional.

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?

Tonnerre, Antoine (2017): Merger Simulations in the American Airline Industry.

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.

Tóth, Peter (2014): Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP.

Tóth, Peter (2017): Nowcasting Slovak GDP by a Small Dynamic Factor Model. Forthcoming in: Ekonomický časopis / Journal of Economics , Vol. 65, No. 2 (2017)

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.

Urbina, Jilber (2016): Crecimiento del crédito en Nicaragua, ¿Crecimiento natural o boom crediticio? Published in: Revista de Economía y Finanzas , Vol. III, (November 2016): pp. 91-110.

Urbina, Jilber (2013): Financial Spillovers Across Countries: Measuring shock transmissions.

V

VINTU, Denis (2021): GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation. Published in: European Journal of Economic Studies , Vol. 1, No. 2021. 10 (23 April 2021): pp. 29-44.

Valdivia Coria, Joab Dan and Valdivia Coria, Daney David (2019): Construcción de una Bolivia artificial: Efectos de la Política Económica desde 2006.

Valerio Mendoza, Octasiano and Borsi, Mihály Tamás and Comim, Flavio (2021): Human capital dynamics in China: Evidence from a club convergence approach.

Van, Germinal (2020): Property Rights and Economic Growth in Africa: An Econometric Analysis.

Van, Germinal G. (2020): Modeling and Forecasting Economic Growth in Sub-Saharan Africa in the Post-Covid Era.

Vasios, Michalis and Payne, Richard and Nolte, Ingmar (2015): Profiting from Mimicking Strategies in Non-Anonymous Markets.

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.

Voisin, Elisa and Hecq, Alain (2019): Forecasting bubbles with mixed causal-noncausal autoregressive models.

Vîntu, Denis (2020): Relegating - The GDP Structural Modelling Strategy, The Dynamics in Time-Series Data: Short-Run Shocks, Disequilibrium Shocks and Innovative Shocks to Nuisance. Published in: International Scientific Conference "Economic and Social Implications of the COVID-19 Pandemic: Analysis, Forecasts and Consequences Mitigation Strategies". , Vol. I, No. 2020 (23 October 2020): pp. 51-53.

Vîntu, Denis and Negotei, Ioana-Alina (2018): Analysis of Financial Stability: The Construction of a New Composite Financial Stability Index for Euro Area. Published in: Ovidius University Annals Economic Sciences Series , Vol. XVIII, No. 1 (July 2018): pp. 264-270.

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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.

Wohlrabe, Klaus and Bührig, Pascal (2015): Forecasting Revisions of German Industrial Production.

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

Y

Yang, Linge (2024): Shaping the USDA Agriculture Innovation Agenda: Addressing Agricultural Nonpoint Source Pollution from A Point Source Perspective.

Yang, Bill Huajian (2017): Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure. Forthcoming in: Journal of Risk Model Validation (September 2017)

Yang, Bill Huajian (2019): Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy. Forthcoming in: International Journal of Machine Learning and Computing

Yang, Bill Huajian (2019): Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models. Forthcoming in: International Journal of Machine Learning and Computing

Yang, Bill Huajian (2017): Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component.

Yang, Bill Huajian (2017): Smoothing Algorithms by Constrained Maximum Likelihood. Forthcoming in: Journal of Risk Model Validation (September 2017)

Yang, Bill Huajian and Wu, Biao and Cui, Kaijie and Du, Zunwei and Fei, Glenn (2019): IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses. Forthcoming in: The Journal of Risk Model Validation

Yang, Bill Huajian and Yang, Jenny and Yang, Haoji (2020): Modeling Portfolio Loss by Interval Distributions. Published in: Big Data and Information Analytics , Vol. 5, No. 1 (4 August 2020): pp. 1-13.

Yang, Zixiu and Fantazzini, Dean (2022): Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading. Forthcoming in: Information

Yeboah Asuamah, Samuel (2015): An econometric investigation of forecasting liquefied petroleum gas in Ghana.

Youssef, Jamile and Ishker, Nermeen and Fakhreddine, Nour (2021): GDP Forecast of the Biggest GCC Economies Using ARIMA.

Yılmaz, Engin (2015): Forecasting tourist arrivals to Turkey. Published in: Tourism: An International Interdisciplinary Journal , Vol. 64, No. 4 (28 December 2015): pp. 435-445.

Z

Zafar, Raja Fawad and Qayyum, Abdul and Ghouri, Saghir Pervaiz (2015): Forecasting Inflation using Functional Time Series Analysis.

Zeng, Xiangyu and Zeng, Zhezhao (2015): Modeling and Applied Research in Sustainable Development. Forthcoming in: Ecological Economy , Vol. 12, No. 163 (2015): pp. 28-39.

Zeynalov, Ayaz (2017): Forecasting Tourist Arrivals in Prague: Google Econometrics.

Zeynalov, Ayaz (2014): Nowcasting Tourist Arrivals to Prague: Google Econometrics.

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.

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