Items where Subject is "F47 - Forecasting and Simulation: Models and Applications"

JEL Classification (53211)
- F - International Economics (8417)
  - F4 - Macroeconomic Aspects of International Trade and Finance (1836)
    - F47 - Forecasting and Simulation: Models and Applications (105)

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Jump to: A | B | C | D | E | G | H | I | J | K | L | M | N | O | P | R | S | T | V | W | Y | Z

Number of items at this level: 105.

A

Ahec Šonje, Amina (1999): Leading Indicators of Currency and Banking Crises: Croatia and the World. Published in: Croatian Economic Survey , Vol. 1, No. 4 (1 June 2002): pp. 273-313.

Ahec Šonje, Amina and Babić, Ante (2002): Measuring and predicting currency disturbances in Croatia: the “signals” approach. Published in: Ekonomski pregled , Vol. 54, No. 1-2 (February 2003): pp. 3-37.

Ahec Šonje, Amina and Babić, Ante and Mlinarević, Katarina (2003): Determinants of currency disturbances in transition economies of Central and Eastern Europe. Published in: Croatian Economic Survey No. 6 (April 2004): pp. 97-138.

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.

Andreou, A. and Georgakopoulos, E. and Likothanassis, S. and Zombanakis, George A. (1998): Testing Currency Predictability Using An Evolutionary Neural Network Model. Published in: Proceedings of the International Conference on Forecasting Financial Markets, BNP/Imperial College , Vol. 1, No. 1 (15 May 1998): pp. 1-23.

Arce, Rafael de and Mahia, Ramón (2000): A Euro-Mediterranean Agricultural Trade Agreement: Benefits for the South and Costs for the EU.

Arduini, Tiziano and De Arcangelis, Giuseppe and Del Bello, Carlo Leone (2011): Currency Crises During the Great Recession: Is This Time Different?

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.

Aristovnik, Aleksander (2006): How sustainable are current account deficits in selected transition economies? Published in: Journal of Economics , Vol. 55, No. 1 (2007): pp. 19-39.

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.

Arora, Vipin and Lieskovsky, Jozef (2013): Natural Gas and U.S. Economic Activity.

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)

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.

Ayala, Alfonso (2011): Un modelo de predicción de crisis financieras en los mercados emergentes: 1970 – 2009.

Ayodele Idowu, Mr (2021): Econometric Modelling and Forecasting Foreign Direct Investment Inflows in Nigeria: ARIMA Model Approach.

B

BOUSALAM, Issam and HAMZAOUI, Moustapha and ZOUHAYR, Otman (2016): Forecasting Daily Stock Volatility Using GARCH-CJ Type Models with Continuous and Jump Variation.

Bagchi, Bhaskar and Chatterjee, Susmita (2016): Effect of fall in crude oil price on stock indices and exchange rates of India and China.

Bagsic, Cristeta and Paul, McNelis (2007): Output Gap Estimation for Inflation Forecasting: The Case of the Philippines. Published in: BSP Working Paper Series No. 2007-01 (August 2007): pp. 1-32.

Barón Ortegón, Brayan Alexander (2018): Cointegration of Economic growth and External balance in Colombia: 1963-2016.

Bayari, Celal (2020): The Neoliberal Globalization Link to the Belt and Road Initiative: The State and State-Owned-Enterprises in China [alternative title: Bilateral and Multilateral Dualities of the Chinese State in the Construction of the Belt and Road Initiative].

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.

Beltramo, Theresa (2010): Changes in Bilateral Trade Costs between European Union Member States & Major Trading Partners: An Empirical Analysis from 1989 - 2006.

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

Bespalova, Olga (2015): The Good, the Bad, and the Ugly…signals of currency crises: Does signal approach work in ex-ante forecasting of currency crises?

Bhatti, S. A. and Hameed, N. and C., Inayatullah (1992): A Computer-based System for the Management of Field Crop Pests. Published in: Modelling, Measurement & Control, C, France, AMSE Press , Vol. 35, No. 1 (1993): pp. 1-20.

Bobeva, Daniela and Atanasov, Atanas (2016): Macroeconomic Imbalances in euro- and non-euro area member states.

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.

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).

C

Cadogan, Godfrey (2010): Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach.

Capraro, Santiago (2007): LA LEY DE THIRLWALL. UNA APROXIMACIÓN TEÓRICA Y EMPÍRICA. EL CASO DE ARGENTINA DURANTE LOS AÑOS 1970-2003.

Carrera, Jorge Eduardo and Cicowiez, Martín and Lacunza, Hernán and Saavedra, Marcelo (2005): Interdependencia y regímenes cambiarios en Mercosur: un modelo macroeconómico de equilibrio general computado para su medición.

Christian, Mueller-Kademann (2009): Puzzle solver.

Chuluunbayar, Delgerjargal (2019): Crises in Some Emerging Economy and Its Contagion Effect.

D

Deluna, Roperto Jr and Cruz, Edgardo (2013): Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model.

E

El Bouhadi, A. and Elkhider, Abdelkader and Kchirid, El Mustapha and Idriss, El Abbassi (2008): LES déterminants du taux de change au Maroc : Une étude empirique.

G

Galy, Michel (1987): A synthetic indicator for the currencies of the G5 countries.

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.

Gawlik, Remigiusz (2007): The Influence of Intergovernmental Organizations on Main Determinants of the Open Systems Model with Correlation Analysis Method Application. Published in: Organizations in Changing Environment. Current Problems, Concepts and Methods of Management (2007): pp. 90-102.

Gawlik, Remigiusz and Teczke, Janusz (2007): The Influence of Non - Governmental Organizations on Main Determinants of the Open Systems Model with Application of the Correlation Analysis Method. Published in: Achieving Competitive Advantage Through Managing Global Resources (2007): pp. 724-735.

Giandomenico, Rossano (2014): Finance & Stochastic.

Guilherme, Moura and Sergio, Da Silva (2006): Testing the Equilibrium Exchange Rate Model - Updated. Forthcoming in: Finance Letters

H

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

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)

I

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.

J

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

K

Khumalo, Zitsile Zamantungwa and Eita, Joel Hinaunye and Choga, Ireen (2020): An Empirical Test of Real Exchange Rate Overshooting in Selected African Countries.

Kitov, Ivan and Kitov, Oleg (2007): Exact prediction of S&P 500 returns.

Kollmann, Robert (2017): Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel.

Kuzmin, Anton (2015): Exchange Rate Modeling: The Case of Ruble. Published in: Review of Business and Economics Studies , Vol. 3, No. 3 (September 2015): pp. 39-48.

L

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2016): Digital DNA of economy of scale and scope.

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

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Quantum macroeconomics theory.

Legrand, Romain (2019): Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean.

Levent, Korap (2008): Exchange rate determination of TL/US$: a co-integration approach. Published in: İstanbul Üniversitesi İktisat Fakültesi Ekonometri ve İstatistik e-Dergisi , Vol. 7, (2008): pp. 24-50.

M

Marques, Luis B (2007): The Costs to Consumers of a Depreciated Conversion Rate to the Euro.

Marques, Luis B (2007): Welfare Implications of Exchange Rate Changes.

Matkovskyy, Roman (2012): Прогнозування реакції економіки України на економічні шоки в сусідніх державах: глобальна векторна авторегресійна модель «Україна-сусіди». Forthcoming in: Economy and Forecast

Matyas, Laszlo and Balazsi, Laszlo (2011): The estimation of three-dimensional fixed effects panel data models.

Meyer, Thomas (2007): India's specialisation in IT exports: Offshoring can't defy gravity. Published in: Deutsche Bank Research, Research Notes No. 27 (2007)

Moniz, António (2006): Foresight methodologies to understand changes in the labour process: Experience from Portugal. Published in: Enterprise and Work Innovation Studies No. 2 (November 2006): pp. 105-116.

Mukherjee, Sanchita (2011): The effects of capital market openness on exchange rate pass-through and welfare in an inflation targeting small open economy.

Musonda, Anthony (2008): Exchange Rate Volatility and Non-Traditional Exports Performance: Zambia, 1965–1999. Published in: AERC Research Papers

mamatzakis, e and Christodoulakis, G (2013): Behavioural Asymmetries in the G7 Foreign Exchange Market. Forthcoming in:

N

Ngouhouo, Ibrahim and Njoya, Loudi and Asongu, Simplice (2022): Corruption, Economic Growth and the Informal Sector: Empirical Evidence from Developing Countries.

Nizar, Muhammad Afdi (2012): DAMPAK FLUKTUASI HARGA MINYAK DUNIA TERHADAP PEREKONOMIAN INDONESIA. Published in: Buletin Ilmiah Litbang Perdagangan , Vol. 6, No. 2 (December 2012): pp. 189-210.

Njoya, Loudi and Ngouhouo, Ibrahim and Asongu, Simplice and Schneider, Friedrich (2022): The role of economic prosperity on informality in Africa: evidence of corruption thresholds from PSTR.

O

Ojeda-Joya, Jair (2019): A consumption-based approach to exchange rate predictability.

Ojo, Marianne (2024): Addressing current inflation levels through green energy technologies and techniques: recent developments. Forthcoming in: American Research Journals , Vol. 5, No. ARJHSS24005 (2024)

Olafsdottir, Katrin (2006): Úttekt á efnahagsspám Þjóðhagsstofnunar fyrir árin 1981-2002.

P

Papahristodoulou, Christos (2019): Is there any theory that explains the SEK?

Photis, Yorgos N. (1992): Locational planning on scenario-based networks. Published in: Proceedings of the IV World Congress of the R.S.A.I. , Vol. 1, No. 52 (1992): pp. 87-118.

Pincheira, Pablo and Hardy, Nicolas (2018): Forecasting Base Metal Prices with Commodity Currencies.

Pincheira, Pablo and Hardy, Nicolas (2020): The Mean Squared Prediction Error Paradox: A summary.

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 Jarsun, Nabil (2020): Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate.

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.

Pramanik, Subhajit (2021): Exchange rate and Economic Growth - a comparative analysis of the possible relationship between them. Forthcoming in:

R

Raihan, Selim and Razzaque, Mohammad A. (2020): Towards A Bi-lateral FTA with China: Potential Implications and Negotiation Strategies for Bangladesh.

Ramos Murillo, Erick (2022): Case studies’ evidence of greenium in green bond sovereign issuances during the pandemic selloff of March 2020.

Roedl, Marianne and Dupont, Genevieve (2020): Monetary policy implications of the COVID-19 outbreak, the social pandemic. Published in: No. Centre for Innovation and Sustainable Development (CISD) Economic Review

S

Saltoglu, Burak and Yenilmez, Taylan (2010): Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash.

Schenker, Oliver (2010): Transporting goods and damages. The role of trade on the distribution of climate change costs.

Shingal, Anirudh (2007): Examining responsiveness of India’s trade flows to exchange rate movements.

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.