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Items where Subject is "E - Macroeconomics and Monetary Economics > E4 - Money and Interest Rates > E47 - Forecasting and Simulation: Models and Applications"

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Number of items at this level: 65.


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.

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


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

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.

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


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.

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

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.


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.


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


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)


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.


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.

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


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.


Jean-Bernard, Chatelain and Kirsten, Ralf (2017): Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy.

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)


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

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

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.


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.


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.

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.

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)


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.


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

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


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


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.


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


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.

This list was generated on Tue Aug 15 20:09:52 2017 CEST.
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