Items where Subject is "E17 - Forecasting and Simulation: Models and Applications"

A

Ackon, Kwabena Meneabe (2020): Fiscal Policy Innovations In Advanced Economies. Forthcoming in:

Ahmed, Waqas and Rehman, Muhammad and Malik, Jahanzeb (2013): Quarterly Bayesian DSGE Model of Pakistan Economy with Informality. Forthcoming in: Central Bank of Sri Lanka Research Conference Proceedings No. 2013

Akhter, Tahsina (2013): Short-Term Forecasting of Inflation in Bangladesh with Seasonal ARIMA Processes.

Albers, Scott (2013): Of Jane Austen and the secret life of econometric quantities, or as otherwise entitled on Okun's Law and the 'multiplicative inverse surprise'.

Albers, Scott (2019): An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox.

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

Arce, Rafael de and Mahia, Ramón (2003): Un Modèle d’Equilibre pour la Determination des Effets Nationaux de la Creation d’une Zone de Libre Echange Agricole Euro-Mediterraneenne. Published in: Femise Reports No. 2003 (December 2003)

Arend, Mario and Norambuena, Vivian (2005): Análisis para Chile del efecto de un shock adverso de términos de intercambio sobre el tipo de cambio y la cuenta corriente.

Aristovnik, Aleksander and Berčič, Boštjan (2007): Fiscal Sustainability in Selected Transition Countries. Published in: Journal of Economics , Vol. 55, No. 7 (2007): pp. 659-675.

Arora, Vipin (2013): Aggregate impacts of recent U.S. natural gas trends.

Arslan, Mesut Murat (2005): Derivation and Estimation of a Phillips Curve with Sticky Prices and Sticky Information.

Attar, M. Aykut (2013): Growth and Demography in Turkey: Economic History vs. Pro-Natalist Rhetoric.

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Barnett, William A. and Seck, Ousmane (2006): Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?

Bell, William Paul (2009): Network Averaging: a technique for determining a proxy for the dynamics of networks.

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

Bos, Frits and Teulings, Coen (2013): Short and long-term forecasting by the Netherlands Bureau for Economic Policy Analysis (CPB): science, witchcraft, or practical tool for policy? Published in: OECD Journal on Budgeting , Vol. 1, No. 2013 (2013): pp. 45-56.

Buiter, Willem (2009): The unfortunate uselessness of most ’state of the art’ academic monetary economics. Published in: VoxEY (6 March 2009)

Buldyrev, Sergey V. and Pammolli, Fabio and Riccaboni, Massimo and Yamasaki, Kazuko and Fu, Dongfeng and Matia, Kaushik and Stanley, H. Eugene (2006): A Generalized Preferential Attachment Model for Business Firms Growth Rates: II. Mathematical Treatment. Published in: The European Physical Journal B , Vol. 57, No. 2 (May 2007): pp. 131-138.

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

Błażejowski, Marcin and Kwiatkowski, Jacek and Gazda, Jakub (2019): Sources of Economic Growth: A Global Perspective. Published in: Sustainability , Vol. 11, No. 1 (8 January 2019): pp. 1-14.

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Capistran, Carlos and Chiquiar, Daniel and Hernandez, Juan R. (2017): Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. Published in: International Journal of Central Banking No. December (December 2019): pp. 207-254.

Carbajal-De-Nova, Carolina (2018): Money Neutrality: An Empirical Assessment for Mexico. Published in: Journal of Research in Business, Economics and Management , Vol. 11, No. 4 (19 October 2018): pp. 2208-2216.

Cebula, Richard (1972): Deficit Spending, Expectations, and Fiscal Policy Effectiveness. Published in: Public Finance/Finances Publiques , Vol. 28, No. 3-4 (10 December 1973): pp. 362-370.

Chatterjee, Sidharta (2014): Equilibrium Models of Macroeconomic Science: What to Look For in (DSGE) Models?

Che, Natasha Xingyuan (2009): Sectoral Structural Change in a Knowledge Economy.

Che, Natasha Xingyuan (2009): Sectoral Structural Change in a Knowledge Economy.

Chirwa, Themba (2016): Interpreting sustainable development goals for 2030: implications for Malawi.

Coppola, Gianluigi (2013): Macro Models: An App for Macroeconomic Models. User Manual 2.1.

Corbu, Ion (2023): Decizia, factor determinant în procesele manageriale și în activitatea de cercetare. Published in: https://www.academia.edu/101585174/Decizia_factor_determinant_%C3%AEn_procesele_manageriale_%C8%99i_%C3%AEn_activitatea_de_cercetare (11 May 2023)

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Di Domenico, Lorenzo (2021): Stability and determinants of the public debt-to-GDP ratio: an Input Output – Stock Flow Consistent approach.

Di Domenico, Lorenzo (2021): Stability and determinants of the public debt-to-GDP ratio: an Input Output – Stock Flow Consistent approach.

Diagne, Youssoupha S and Diop, Mouhamadou M (2007): Quelles solutions à la hausse continue de la facture publique pétrolière : maintien des appuis à la consommation ou libre fixation des prix par le marché ? Published in: website www.dpee.sn

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

Dmitriy, Skrypnik (2020): Инфраструктура и экономический рост. «Бюджетный маневр» в России.

Dobrescu, Emilian (2018): A New Version (2018) of the Romanian Macromodel - Aggregate System. Published in: Romanian , Vol. 21, No. 4 (2018): pp. 5-20.

Doojav, Gan-Ochir and Bayarjargal, Ariun-Erdene (2017): Stress testing the household sector in Mongolia. Published in: Asia-Pacific Development Journal , Vol. 24, No. 2 (December 2017): pp. 23-52.

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

del Río, Fernando and Lores, Francisco-Xavier (2023): Accounting for Spanish economic development 1850-2019.

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

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Ekinci, Mehmet Fatih (2019): Intuitive and Reliable Estimates of Output Gap and Real Exchange Rate Cycles for Turkey.

Ekong, Christopher N. and Onye, Kenneth U. (2017): Application of Garch Models to Estimate and Predict Financial Volatility of Daily Stock Returns in Nigeria. Published in: International Journal of Managerial Studies and Research (IJMSR) , Vol. 5, No. 8 (August 2017): pp. 18-34.

El-Baz, Osama (2016): Investigating the Trajectory of Egypt’s Potential Output: Pre and Post the Arab Spring. Forthcoming in:

Elmrabet, Maissa and Boulila, Ghazi (2018): Causality deficit-inflation: Wavelet Transform.

Elshennawy, Abeer and Robinson, Sherman and Willenbockel, Dirk (2013): Climate Change and Economic Growth: An Intertemporal General Equilibrium Analysis for Egypt.

Estrada, Fernando (2014): Estabilidad política y tributación.

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Fajar, Muhammad (2019): An application of hybrid forecasting singular spectrum analysis – extreme learning machine method in foreign tourists forecasting. Published in: Jurnal Matematika MANTIK , Vol. 5, No. 2 (31 October 2019): pp. 60-68.

Fajar, Muhammad and Hartini, Sri (2020): Comparison of ARIMA, SSA, and ARIMA – SSA hybrid model performance in Indonesian economic growth forecasting. Published in: The 2020 Asia-Pacific Statistics Week (16 June 2020)

Fajar, Muhammad and Hartini, Sri (2017): Inflation forecasting by hybrid singular spectrum analysis – multilayer perceptrons neural network method, case of Indonesia. Forthcoming in:

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

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.

Fu, Dongfeng and Pammolli, Fabio and Buldyrev, Sergey V. and Riccaboni, Massimo and Matia, Kaushik and Yamasaki, Kazuko and Stanley, H. Eugene (2005): The Growth of Business Firms: Theoretical Framework and Empirical Evidence. Published in: Proceedings of the National Academy of Sciences , Vol. 102, No. 52 (19 December 2005): pp. 18801-18806.

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Garnitz, Johanna and Lehmann, Robert and Wohlrabe, Klaus (2017): Forecasting GDP all over the World: Evidence from Comprehensive Survey Data.

Gauvin, Ludovic and Rebillard, Cyril (2013): Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model.

Gnidchenko, Andrey (2011): Моделирование технологических и институциональных эффектов в макроэкономическом прогнозировании.

Goyal, Ashima (1998): Labour Market Institutions, Real Wages and Macroeconomic Outcomes. Published in: The Indian Journal of Labour Economics , Vol. 42, No. 4 (October 1999): pp. 767-783.

Grady, Patrick (2011): A Critique of “Macroeconomic Impacts of Canadian Immigration… Using the Focus Model” (Dungan, Fang and Gunderson, 2010).

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

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

Guénette, Justin Damien and Kose, M. Ayhan and Sugawara, Naotaka (2022): Is a Global Recession Imminent?

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Harashima, Taiji (2024): Numerical Simulation of Economic Depression.

Harashima, Taiji (2023): Numerical Simulation of an Endogenously Growing Economy and Its Balanced Growth Path.

Harashima, Taiji (2023): Numerical Simulations of How Economic Inequality Increases in Democratic Countries.

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

Harin, Alexander (2009): General correcting formula of forecasting?

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

Harin, Alexander (2009): Ruptures in the probability scale? Calculation of ruptures’ dimensions.

Harin, Alexander (2008): Solution of the Ellsberg paradox by means of the principle of uncertain future.

Hibbs, Douglas A. (2010): The 2010 Midterm Election for the US House of Representatives.

Huseynov, Salman and Mammadov, Fuad (2016): A small scale forecasting and simulation model for Azerbaijan (FORSAZ).

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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.

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Janßen-Timmen, Ronald and Moos, Waike (2004): The economic importance of cross-sectional technologies: An input-output approach.

Jong, Meng-Chang (2020): Empirical Review on Tourism Demand and COVID-19.

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Kakarot-Handtke, Egmont (2014): The Synthesis of Economic Law, Evolution, and History.

Karapanagiotidis, Paul (2012): Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility.

Kazumasa, Oguro and Junichiro, Takahata and Manabu, Shimasawa (2009): Child Benefit and Fiscal Burden: OLG Model with Endogenous Fertility.

Kitov, Ivan (2007): Comparison of personal income inequality estimates based on data from the IRS and Census Bureau.

Kitov, Ivan (2007): Modeling the evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005.

Kitov, Ivan (2008): Modeling the evolution of age-dependent Gini coefficient for personal incomes in the U.S. between 1967 and 2005.

Kitov, Ivan (2020): Race and gender income inequality in the USA: black women vs. white men.

Kitov, Ivan and Kitov, Oleg (2015): Gender income disparity in the USA: analysis and dynamic modelling.

Kitov, Ivan and Kitov, Oleg (2015): How universal is the law of income distribution? Cross country comparison.

Kitov, Ivan and Kitov, Oleg (2013): The dynamics of personal income distribution and inequality in the United States.

Kitsak, Maksim and Havlin, Shlomo and Paul, Gerald and Riccaboni, Massimo and Pammolli, Fabio and Stanley, H. Eugene (2007): Betweenness Centrality of Fractal and Non-Fractal Scale-Free Model Networks and Tests on Real Networks. Published in: Physical Review E , Vol. 75, No. 5 (31 May 2007): 056115.

Knoben, J. and Kerkhofs, M. and Graafland, J.J. (2004): Evaluation of Dutch election programs: The impact of parameter uncertainty. Published in: Tijdschrift voor Economie en Management , Vol. 1, No. 51 (2006): pp. 47-72.

Konov, Joshua Ioji / JK (2013): Enhancing Markets (i.e. Economies) Transmissionability to Optimize Monetary Policies’ Effect.

Korobilis, Dimitris (2014): Data-based priors for vector autoregressions with drifting coefficients.

Kowal, Pawel (2007): Higher order approximations of stochastic rational expectations models.

Kuriakose, Francis (2022): Initial conditions and cross-country macroeconomic impact during Covid-19.

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Lahiri, Kajal and Sheng, Xuguang (2009): Learning and heterogeneity in GDP and inflation forecasts. Published in: International Journal of Forecasting No. 26 (2010): pp. 265-292.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Digital waves in economics.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): General information product theory in economics science.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2016): Precise measurement of macroeconomic variables in time domain using three dimensional wave diagrams.

Lee, Sangdon (2024): The inescapable structure of economic inequality: K with r and Y with g, where r > g.

Lee, Chin and M., Azali (2005): Exchange rate misalignments in ASEAN-5 countries. Published in: Labuan Bulletin of International Business & Finance , Vol. 3, No. 1 (2005): pp. 11-31.

Lehmann, Robert and Wohlrabe, Klaus (2015): Looking into the Black Box of Boosting: The Case of Germany.

Lehmann, Robert and Wohlrabe, Klaus (2015): The role of component-wise boosting for regional economic forecasting.

Li, Xi Hao and Gallegati, Mauro (2015): Sectoral Imbalance in Two-Sector Economy with Mobility Constraint and Firm Migration.

Lord, Montague (2000): Macroeconomic Dynamics of Egypt: An Integrated Approach to Trade and Exchange Rate Policy Reforms.

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MAO TAKONGMO, Charles Olivier (2019): Keynesian Models, Detrending, and the Method of Moments.

Madden, Gary G and Coble-Neal, Grant (2005): Forecasting international bandwidth capability. Published in: Journal of Forecasting No. 24 (2005): pp. 299-309.

Medel, Carlos and Camilleri, Gilmour and Hsu, Hsiang-Ling and Kania, Stefan and Touloumtzoglou, Miltiadis (2015): Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis.

Mehmood, Sultan (2013): Terrorism and the macroeconomy: Evidence from Pakistan. Forthcoming in: Defense and Peace Economics

Mellacher, Patrick (2020): COVID-Town: An Integrated Economic-Epidemiological Agent-Based Model.

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

Muhammad Aamir, Shahzad (2017): Price Forecasting Model for Perishable Commodities: A Case of Tomatoes in Punjab, Pakistan.

Mustapha, Nazeem and Djolov, George (2010): The development and production of GDP flash estimates in a newly industrialised country: the case of South Africa.

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Obregon, Carlos (2021): Keynes Today. Published in:

Ogawa, Shogo and Sasaki, Hiroaki (2020): Numerical Analysis of the Disequilibrium Monetary Growth Model: Secular Stagnation, Slow Convergence, and Cyclical Fluctuations.

Olenev, Nicholas (2006): Параллельные вычисления в математическом моделировании региональной экономики // Параллельные вычислительные технологии - 2007. Труды первой международной научной конференции. Челябинск: Изд-во Южно-Уральского государственного университета, 2007. C.140-151. Published in: (29 January 2007): pp. 140-151.

Olkhov, Victor (2023): Theoretical Economics as Successive Approximations of Statistical Moments.

Olkhov, Victor (2018): The Business Cycle Model Beyond General Equilibrium.

Olkhov, Victor (2016): Finance, risk and economic space. Published in: ACRN Oxford Journal of Finance and Risk Perspectives , Vol. 5, No. 1 (March 2016): pp. 209-221.

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Pammolli, Fabio and Fu, Dongfeng and Buldyrev, Sergey V. and Riccaboni, Massimo and Matia, Kaushik and Yamasaki, Kazuko and Stanley, H. Eugene (2006): A Generalized Preferential Attachment Model for Business Firms Growth Rates: I. Empirical Evidence. Published in: The European Physical Journal B , Vol. 57, No. 2 (16 May 2007): pp. 127-130.

Paunić, Alida (2015): 2008 Crises in Economies of Balkan Countries.

Pincheira, Pablo (2017): A Power Booster Factor for Out-of-Sample Tests of Predictability.

Pincheira, Pablo and Neumann, Federico (2018): Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile.

purba, martin and Nababan, Ade (2019): PERAMALAN PASAR BARANG DAN PASAR UANG YANG TERJADI DI INDONESIA KAJIAN PADA MODEL MUNDELL-FLEMING. Published in: Journal Of Economics and Business , Vol. 1, No. 1 (September 2019): pp. 92-103.

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RAPELANORO, Nady (2017): Global excess liquidity spillovers and monetary policy in emerging economies.

Ramaharo, Franck M. and Rasolofomanana, Gerzhino H. (2023): Nowcasting Madagascar's real GDP using machine learning algorithms.

Ramaharo, Franck M. (2022): The 2019 Merged model for Madagascar.

Ramaharo, Franck M. (2022): A simple macroeconomic framework for Madagascar.

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

Ruiz, Juan (2004): Causas y consecuencias de la evolución reciente del precio del petróleo. Published in: Banco de España, Boletín Económico (Bank of Spain, Economic Bulletin) No. December (December 2004): pp. 29-45.

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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.

Skribans, Valerijs (2010): Разработка модели макроэкономического равновесия с использованием метода системной динамики. Published in: Государственное управление в ХХI веке: традиции и инновации: Материалы 8-ой международной конференции факультета государственного управле , Vol. 2, (2010): pp. 31-44.

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): 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.

Skribans, Valerijs (2011): Makroekonomiskā aprites modeļa izstrādāšana izmantojot sistēmdinamikas metodi. Published in: RTU Zinātniskie raksti , Vol. 2, No. 14 (2011): pp. 46-55.

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

Suchánek, Petr and Slaninova, Kateřina and Bucki, Robert (2010): Business intelligence as the support of decision-making processes in e-commerce systems environment. Published in: Proceedings of the Workshop: Methods and Applications of Artificial Intelligence No. ISBN 978-83-62466-02-3 (November 2010): pp. 5-20.

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Taguchi, Hiroyuki and Lar, Ni (2015): Long-term projection of Myanmar economy by macro econometric model. Published in: Chapter VII, Progress report on the potentials on the Indochina economic zone (March 2015): pp. 134-165.

Tweneboah Senzu, Emmanuel (2021): Theoretically proposed policy instrument to address the negative effect of inflationary inflow into positive macroeconomic growth: The case study of the Sierra Leone economy. Published in: Eliva Publication: ISBN:978-1-63648-597-3 No. Book, Chapter (2), pp.27-47 (5 January 2022): pp. 1-28.

Tweneboah Senzu, Emmanuel (2020): Theoretically proposed policy instrument to resolve the negative effect of inflation flow into a positive macroeconomic growth: the case of Sierra Leone economy.

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van de Coevering, Clement and Foster, Daniel and Haunit, Paula and Kennedy, Cathal and Meagher, Sarah and Van den Berg, Jennie (2006): Estimating economic and social welfare impacts of pension reform. Published in: Department for Work and Pensions Technical Working Paper (29 November 2006)

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Wagner, Liam and Ross, Ian and Foster, John and Hankamer, Ben (2016): Trading Off Global Fuel Supply, CO2 Emissions and Sustainable Development. Published in: PLoS ONE , Vol. 3, No. 11 (9 March 2016): pp. 1-17.

Wayne, James J. (2014): Human Behavior Paradox and a Social Science Interpretation of Quantum Mechanics.

Wayne, James J. (2014): A Scientific Macroeconomic Model Derived from Fundamental Equation of Economics.

Wong, Chi Shing (2012): A Quantitative Study of Hong Kong's Fiscal Policy.

Wong, Shirly Siew-Ling and Abu Mansor, Shazali and Puah, Chin-Hong and Liew, Venus Khim-Sen (2012): Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator.

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Yamasaki, Kazuko and Matia, Kaushik and Buldyrev, Sergey V. and Fu, Dongfeng and Pammolli, Fabio and Riccaboni, Massimo and Stanley, H. Eugene (2004): Preferential attachment and growth dynamics in complex systems. Published in: Physical Review E , Vol. 74, No. 3 (21 September 2006): 0351031-0351034.

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

Yu, Ge (2003): Comparing Expectations and Outcomes: Application to UK Data.

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

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

Zubarev, Andrey and Kirillova, Maria (2022): Оценивание влияния внешних шоков на российскую экономику с помощью модели GVAR.

Zubarev, Andrey and Kirillova, Maria (2021): Эконометрическая оценка влияния шоков на рынке нефти на макроэкономические показатели Российской Федерации с помощью GVAR моделирования.