Items where Subject is "E47 - Forecasting and Simulation: Models and Applications"

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Alikhanov, Murat and Taylor, Leon (2013): An algorithm for estimating the volatility of the velocity of money.

Amador-Torres, Juan and Gómez González, Jose and Ojeda-Joya, Jair and Jaulin-Mendez, Oscar and Tenjo-Galarza, Fernando (2015): Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies.

Amarasekara, Chandranath (2008): The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka. Published in: Central Bank of Sri Lanka Staff Studies No. Volume 38 Numbers 1& 2 (2008): pp. 1-44.

Andreyev, Mikhail (2018): Дефицит бюджета и структурный профицит ликвидности как ключевые факторы развития финансового сектора России в 2018-2020 годах.

Anton, Roman (2015): Monetary Development and Transmission in the Eurosystem. Forthcoming in: Open Science No. Free Access (December 2015): pp. 1-216.

AsadUllah, Muhammad and Mujahid, Hira and I. Tabash, Mosab and Ayubi, Sharique and Sabri, Rabia (2020): Forecasting indian rupee/us dollar: arima, exponential smoothing, naïve, nardl, combination techniques. Published in: Academy of Accounting and Financial Studies Journal , Vol. 25, No. 3 (April 2021)

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

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

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

Barnett, William A. and Nguyen, Van H. (2021): Constructing Divisia monetary aggregates for Singapore.

Barnett, William A. and Tang, Biyan (2015): Chinese Divisia monetary index and GDP nowcasting.

Barrera, Carlos (2022): Characterizing the Anchoring Effects of Official Forecasts on Private Expectations.

Barrera Chaupis, Carlos (2016): Expectations' Dispersion & Convergence towards Central Banks' IR forecasts: Chile, Colombia, Mexico, Peru & United Kingdom, 2004-2014.

Beckmann, Joscha and Czudaj, Robert L. (2022): Perceived monetary policy uncertainty.

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

Belhadj, Aam (2009): Heterogeneity of the Maghreb: the results of optimized monetary rules. Published in: Global Business and Management Research: An International Journal , Vol. 1, No. 3 & 4 (2009): pp. 1-24.

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

Bonga, Wellington Garikai (2019): Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange.

Byrne, Joseph and Cao, Shuo and Korobilis, Dimitris (2015): Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.

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

Cebula, Richard (1997): An Empirical Analysis of the Impact of Federal Budget Deficits on Long-term Nominal Interest Rate Yields, 1973.2-1995.4, Using Alternative Expected Inflation Measures. Published in: Review of Financial Economics , Vol. 7, No. 1 (17 April 1998): pp. 55-64.

Cebula, Richard (1973): Macroeconomic Stability with a Positively Sloped IS Curve: A Further Examination. Published in: ZEITSCHRIFT FUR DIE GESAMTE STAATSWISSENSCHAFT , Vol. 130, No. 3 (30 July 1974): pp. 446-454.

Chang, Chia-Lin (2014): Modelling a Latent Daily Tourism Financial Conditions Index.

Charemza, Wojciech (2020): Central banks' voting contest.

Chatelain, Jean-Bernard and Ralf, Kirsten (2020): Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. Published in: Macroeconomic Dyanmics (18 January 2020): pp. 1-33.

Chatelain, Jean-Bernard and Ralf, Kirsten (2017): A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables.

Chatelain, Jean-Bernard and Ralf, Kirsten (2019): A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables. Published in: Economics Bulletin , Vol. 4, No. 39 (25 October 2019): pp. 2429-2440.

Chatelain, Jean-Bernard and Ralf, Kirsten (2014): Stability and Identification with Optimal Macroprudential Policy Rules.

Chatelain, Jean-Bernard and Ralf, Kirsten (2020): The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks. Published in: Economics Bulletin , Vol. 2, No. 40 (24 June 2020): pp. 1797-1803.

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

Coenen, Gunter and Vetlov, Igor (2009): Extending the NAWM for the import content of exports.

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

Csávás, Csaba and Erhart, Szilárd and Naszódi, Anna and Pintér, Klára (2012): Changing central bank transparency in Central and Eastern Europe during the financial crisis. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 73-89.

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

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

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

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Evans, Olaniyi (2013): The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach.

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Fantazzini, Dean and Kolodin, Nikita (2020): Does the hashrate affect the bitcoin price? Forthcoming in: Journal of Risk and Financial Management (2020)

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)

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Golmohammadpoor Azar, Kamran (2024): USD/IRR Prediction by ARIMA model and Stochastic Simulation (1403 Hijri Year).

Grilli, Luca and Santoro, Domenico (2020): Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach.

Guy, Kester and Lowe, Shane (2012): Tracing the Liquidity Effects on Bank Stability in Barbados.

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

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

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HA, JONGRIM and Kim, Dohan and Kose, Ayhan M. and Prasad, Eswar (2024): Resolving Puzzles of Monetary Policy Transmission in Emerging Markets.

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

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

Hasui, Kohei (2013): The non-negative constraint on the nominal interest rate and the effects of monetary policy.

Hegadekatti, Kartik and S G, Yatish (2017): The Programmable Economy: Envisaging an Entire Planned Economic System as a Single Computer through Blockchain Networks. Published in: Economic Growth eJournal , Vol. 09, No. 58 (11 July 2017)

Hännikäinen, Jari (2016): When does the yield curve contain predictive power? Evidence from a data-rich environment.

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Ifrim, Adrian (2014): Estimation of the Basic New Keynesian Model for the Economy of Romania.

Ismael, Mohanad and Sadeq, Tareq (2016): Does Phillips Exist in Palestine? An Empirical Evidence.

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Jackson, Emerson Abraham (2020): Understanding SLL / US$ exchange rate dynamics in Sierra Leone using Box-Jenkins ARIMA approach.

Jiménez Polanco, Miguel A. and Ramírez de León, Francisco A. (2016): Un Indicador de Condiciones Financieras para la República Dominicana. Published in: Documento de Trabajo Banco Central de la República Dominicana No. 2016-02 (1 December 2016)

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

Katsafados, Apostolos and Anastasiou, Dimitris (2022): Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?

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

Khazri, Afifa (2001): Impact des chocs monétaires sur les variations du salaire réel.

Kim, Hyeongwoo and Ko, Kyunghwan (2018): Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach.

Kim, Hyeongwoo and Shi, Wen (2018): Forecasting Financial Vulnerability in the US: A Factor Model Approach.

Kim, Hyeongwoo and Shi, Wen and Kim, Hyun Hak (2018): Forecasting Financial Stress Indices in Korea: A Factor Model Approach.

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

Kuzmin, Anton (1971): A Structural Model of Exchange Rate Dynamics. Published in: Review of Business and Economics Studies , Vol. 2, No. 3 (2014): 86- 92.

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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.

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. (2017): Investment in capital markets.

Levieuge, Grégory and Lucotte, Yannick (2012): A simple empirical measure of central banks' conservatism.

Levieuge, Grégory and Lucotte, Yannick (2012): A simple empirical measure of central banks' conservatism.

Lin, William and Tsai, Shih-Chuan and Sun, David (2008): Price informativeness and predictability: how liquidity can help. Published in: Applied Economics , Vol. 17, No. 43 (July 2011): pp. 2199-2217.

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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.

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

Mansur, Alfan (2016): Kebijakan Moneter dan Volatilitas Pasar Keuangan. Published in: Buku Akselerasi dan Inklusivitas Sektor Keuangan : Jalan Menuju Kesejahteraan Rakyat , Vol. 1, No. 1 (4 November 2016): pp. 73-91.

Mapa, Dennis S. and Paz, Nino Joseph I. and Eustaquio, John D. and Mindanao, Miguel Antonio C. (2014): Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model.

Matkovskyy, Roman (2012): The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model.

Medel, Carlos (2015): Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile.

Medel, Carlos A. (2015): A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62.

Medel, Carlos A. (2015): Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach.

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

Molintas, Dominique Trual (2021): Black Scholes Model.

Mutu, Simona and Breşfelean, Vasile Paul and Göndör, Mihaela (2011): The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies. Published in: Proceedings of the 13th International Conference on Finance and Banking No. ISBN 978-80-7248-753-0 (2012)

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NEIFAR, MALIKA (2020): Stock Market Volatility Analysis: A Case Study of TUNindex.

NYONI, THABANI (2019): An ARIMA analysis of the Indian Rupee/USD exchange rate in India.

NYONI, THABANI (2019): ARIMA modeling and forecasting of Consumer Price Index (CPI) in Germany.

NYONI, THABANI (2019): ARIMA modeling and forecasting of inflation in Egypt (1960-2017).

NYONI, THABANI (2019): Analyzing CPI dynamics in Italy.

NYONI, THABANI (2019): Demystifying inflation dynamics in Rwanda: an ARMA approach.

NYONI, THABANI (2019): Forecasting Australian CPI using ARIMA models.

NYONI, THABANI (2019): Forecasting CPI in Sweden.

NYONI, THABANI (2019): Forecasting UK consumer price index using Box-Jenkins ARIMA models.

NYONI, THABANI (2019): Forecasting consumer price index in Norway: An application of Box-Jenkins ARIMA models.

NYONI, THABANI (2019): Forecasting inflation in Burkina Faso using ARMA models.

NYONI, THABANI (2019): Inflation dynamics in Jamaica: Evidence from the ARMA methodology.

NYONI, THABANI (2019): Inflation dynamics in Niger unlocked: An ARMA approach.

NYONI, THABANI (2019): Modeling and forecasting CPI in Iran: A univariate analysis.

NYONI, THABANI (2019): Modeling and forecasting CPI in Mauritius.

NYONI, THABANI (2019): Modeling and forecasting CPI in Myanmar: An application of ARIMA models.

NYONI, THABANI (2019): Modeling and forecasting inflation in Burundi using ARIMA models.

NYONI, THABANI (2019): Modeling and forecasting inflation in Lesotho using Box-Jenkins ARIMA models.

NYONI, THABANI (2019): Modeling and forecasting inflation in Philippines using ARIMA models.

NYONI, THABANI (2019): Modeling and forecasting inflation in Tanzania using ARIMA models.

NYONI, THABANI (2019): Predicting CPI in France.

NYONI, THABANI (2019): Predicting CPI in Panama.

NYONI, THABANI (2019): Predicting CPI in Singapore: An application of the Box-Jenkins methodology.

NYONI, THABANI (2019): Predicting consumer price index in Saudi Arabia.

NYONI, THABANI (2019): Predicting inflation in Senegal: An ARMA approach.

NYONI, THABANI (2019): Predicting inflation in Sri Lanka using ARMA models.

NYONI, THABANI (2019): Predicting inflation in the Kingdom of Bahrain using ARIMA models.

NYONI, THABANI (2019): Prediction of Inflation in Algeria using ARIMA models.

NYONI, THABANI (2019): Time series modeling and forecasting of the consumer price index in Belgium.

NYONI, THABANI (2019): Time series modeling and forecasting of the consumer price index in Japan.

NYONI, THABANI (2019): Uncovering inflation dynamics in Morocco: An ARIMA approach.

NYONI, THABANI (2019): Understanding CPI dynamics in Canada.

NYONI, THABANI (2019): Understanding inflation dynamics in the United States of America (USA): A univariate approach.

NYONI, THABANI (2019): Understanding inflation patterns in Thailand: An ARMA approach.

NYONI, THABANI (2019): Understanding inflation trends in Finland: A univariate approach.

NYONI, THABANI (2019): Understanding inflation trends in Israel: A univariate approach.

NYONI, THABANI and MUTONGI, CHIPO (2019): Modeling and forecasting inflation in The Gambia: an ARMA approach.

NYONI, THABANI and MUTONGI, CHIPO and NYONI, MUNYARADZI and HAMADZIRIPI, OSCAR HAPANYENGWI (2019): Understanding inflation dynamics in the Kingdom of Eswatini: a univariate approach.

NYONI, THABANI and NATHANIEL, SOLOMON PRINCE (2018): Modeling rates of inflation in Nigeria: an application of ARMA, ARIMA and GARCH models.

Ngomba Bodi, Francis Ghislain and Bikai, Landry (2019): Les prévisions conditionnelles sont-elles plus précises que les prévisions inconditionnelles dans les projections de croissance et d’inflation en zone CEMAC ?

Ngomba Bodi, Francis Ghislain and Onomo, Julie (2018): Analyse du multiplicateur monétaire en zone CEMAC.

Nizar, Muhammad Afdi and Purnomo, Kuntarto (2011): POTENSI PENERIMAAN PAJAK DARI UNDERGROUND ECONOMY DI INDONESIA. Published in: Kajian Ekonomi dan Keuangan , Vol. 15, No. 2 (2011): pp. 1-35.

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.

Nyoni, Thabani (2018): Modeling and Forecasting Naira / USD Exchange Rate In Nigeria: a Box - Jenkins ARIMA approach.

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Ojo, Marianne (2024): Inflationary impacts since the Global Pandemic Crisis: the potential of forecasting techniques and technologies. Published in: Journal of Economics Letters (June 2024)

Olalude, Gbenga Adelekan and Olayinka, Hammed Abiola and Ankeli, Uchechi Constance (2020): Modelling and forecasting inflation rate in Nigeria using ARIMA models. Published in: KASU Journal of Mathematical Sciences , Vol. 1, No. 2 (6 January 2021): pp. 127-143.

Ozili, Peterson K (2024): Inflation-targeting monetary policy framework in Nigeria: The Success Factors. Forthcoming in:

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PINSHI, Christian P. (2022): Inflation-Forecast Targeting: A New Framework for Monetary Policy?

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

Pincheira, Pablo and Hardy, Nicolas (2021): The Mean Squared Prediction Error Paradox.

Pincheira, Pablo and Hardy, Nicolas (2018): The predictive relationship between exchange rate expectations and base metal prices.

Pincheira, Pablo and Hardy, Nicolas and Bentancor, Andrea and Henriquez, Cristóbal and Tapia, Ignacio (2021): Forecasting Base Metal Prices with an International Stock Index.

Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.

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

Pincheira, Pablo and Selaive, Jorge and Nolazco, Jose Luis (2017): Forecasting Inflation in Latin America with Core Measures.

Podshivalov, Georgii Gordon (2022): Predicting a recession with ensemble forecasting: the Fisher Knight recession indicator.

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R, Pazhanisamy and Sri, Thomas Mathew (2024): Globalisation of Indian Rupee in the New World Economic Order.

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

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

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.

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Tweneboah Senzu, Emmanuel (2021): Eco-currency: Proposition of a monetary policy design for a unitary currency program of a frailty economic zone. Published in: Eliva Publication No. Book (Chapter 8); pp.162-179 (5 January 2022): pp. 1-24.

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Yondonjamts, Batsukh and Nyamdash, Batsaikhan (2014): Optimization issues of sectoral outputs in economic output.

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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.