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JEL Code: C53
362,258 Total downloads
Showing Papers 281 - 330 of 2,079
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Heuristic Model Selection for Leading Indicators in Russia and Germany MAGKS Papers on Economics 201101
Ivan Savin
and
Peter Winker
Date Posted: July 12, 201219 downloads
Forecasting Inflation Risks in Latin America: A Technical Note IDB Working Paper No. IDB-TN-403
Rodrigo Mariscal and
Andrew Powell
affiliation not provided to SSRN
and
Universidad Torcuato Di Tella - School of Business
Date Posted: July 09, 201232 downloads
Equilibrium Simulation with Microeconometric Models: A New Procedure with an Application to Income Support Policies IZA Discussion Paper No. 6679
Ugo Colombino
Date Posted: July 07, 20122 downloads
Capitalisation Effects in Forecasting UK Stock Returns
Daniele Massacci
Date Posted: July 07, 2012Last Revised: August 01, 201227 downloads
Montecarlo Simulation of Long‐Term Dependent Processes: A Primer Borradores de Economia, No. 648, 2011
Carlos León
and
Alejandro Reveiz
affiliation not provided to SSRN
Date Posted: July 07, 201285 downloads
Forecasting Heavy‐Tailed Densities with Positive Edgeworth and Gram‐Charlier Expansions Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 4, pp. 600-627, 2012
Trino‐Manuel Ñíguez and
Javier Perote
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 05, 2012
Assessing Forecasting Performance of Business Tendency Surveys During the Great Recession: Evidence for Russia KOF Working Papers No. 306
Boriss Siliverstovs
,
Sergey V. Smirnov and
Sergey Tsukhlo
Date Posted: July 04, 2012Last Revised: February 12, 20135 downloads
Predicting the Present with Google Trends Economic Record, Vol. 88, pp. 2-9, 2012
Hyunyoung Choi
and
Hal R. Varian
Date Posted: June 28, 2012
Forecasting the Tourism Impact Through the 2008 Messinian Thruway - Simple Linear Regression, the Holt-Winters Method and Sensitization New Facets Of Tourism Management, pp.194-257, R. Jacob, ed., Abhijeet Publications, Delhi
Leonidas A. Papakonstantinidis
Date Posted: June 28, 2012
How to Misinterpret Density Forecasts - Featuring the Log Score
Peter Schanbacher
Date Posted: June 28, 2012
Measuring and Adjusting for Overconfidence
Peter Schanbacher
Date Posted: June 28, 2012
Evaluating Japanese Corporate Executives’ Forecasts Under an Asymmetric Loss Function Economics Letters, Volume 116, Issue 3, Pages 601–603, 2012.
,
Yoichi Tsuchiya
Date Posted: June 25, 2012Last Revised: August 03, 2012
The R-Word Index for Switzerland KOF Working Papers No. 304
David Iselin and
Boriss Siliverstovs
Date Posted: June 25, 201213 downloads
Efficient Yield Curve Estimation and Forecasting in Brazil Revista Economia, January/April 2010
João Caldeira
,
Guilherme V. Moura and
Marcelo Savino Portugal
affiliation not provided to SSRN
Date Posted: June 21, 201221 downloads
Model Selection Using Database Characteristics: Classification Methods and an Application to the 'HMM and Its Children'
Eric M. Schwartz
,
Eric Bradlow
and
Peter Fader
Date Posted: June 18, 2012712 downloads
Assessing the Impact of News on Volatility Using the News Impact Curve of EGARCH
Meera Sharma
Date Posted: June 17, 2012Last Revised: September 17, 2012127 downloads
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability
Nikola Gradojevic
and
Camillo Lento
Date Posted: June 17, 201292 downloads
News on Inflation and the Epidemiology of Inflation Expectations European Banking Center Discussion Paper No. 2012-012, Center Discussion Paper Series No. 2012-048
Damjan Pfajfar
and
Emiliano Santoro
Date Posted: June 16, 201230 downloads
Short-Run Regional Forecasts: Spatial Models Through Varying Cross-Sectional and Temporal Dimensions Quaderni DSE Working Paper No. 835
Roberto Patuelli
and
Matias Mayor
Date Posted: June 16, 201215 downloads
Advances in Forecast Evaluation Federal Reserve Bank of St. Louis Working Paper No. 2011-025B
Michael W. McCracken and
Todd E. Clark
Date Posted: June 13, 2012Last Revised: October 24, 201220 downloads
Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Ludovic Dubrana
Date Posted: June 13, 2012Last Revised: June 16, 2012160 downloads
Forecasting National Recessions Using State Level Data Federal Reserve Bank of St. Louis Working Paper No. 2012-013A
Michael Owyang ,
Jeremy Piger and
Howard J. Wall
Date Posted: June 13, 201214 downloads
Forecasting without Persistence
Christophe Boucher
and
Bertrand B. Maillet
Date Posted: June 11, 201212 downloads
Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models Computational Statistics and Data Analysis, Vol. 56, Issue 11 (2012), pp. 3035-3054
Philippe J. Deschamps
Date Posted: June 10, 2012
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework Quaderni DSE Working Paper No. 831
Alexandros Gabrielsen
,
Paolo Zagaglia ,
Axel Kirchner
and
Zhuoshi Liu
Date Posted: June 08, 2012142 downloads
Multi Model Forecasts of the West Texas Intermediate Crude Oil Spot Price
Martin Emery
,
Laura Ryan
and
Bronwen Whiting
Date Posted: June 07, 2012Last Revised: March 25, 201390 downloads
Bond Portfolio Management Using the Dynamic Nelson-Siegel Model
João Caldeira
,
Guilherme V. Moura and
Andre A. P. Santos
Date Posted: June 07, 2012Last Revised: March 11, 2013257 downloads
Forecasting the U.S. Term Structure of Interest Rates using Nonparametric Functional Data Analysis
João Caldeira
and
Hudson Torrent
Date Posted: June 07, 2012Last Revised: May 11, 201361 downloads
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction Centre for Applied Macroeconomic Analysis Working Paper No. 26/2012
Yin Liao
Date Posted: June 05, 201260 downloads
Macroeconomic Shock Synchronization in the East African Community William Davidson Institute Working Paper No. 1031
Albert Mafusire
and
Zuzana Brixiova
affiliation not provided to SSRN
and
International Monetary Fund (IMF) - European Department
Date Posted: June 05, 201212 downloads
Equity and CDS Sector Indices: Dynamic Models and Risk Hedging
Massimiliano Caporin
Date Posted: June 03, 2012128 downloads
Fast Clustering of GARCH Processes Via Gaussian Mixture Models
Gian Piero Aielli
and
Massimiliano Caporin
affiliation not provided to SSRN
and
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: June 03, 201224 downloads
Skyscrapers and Business Cycles
Mark Thornton
Date Posted: June 02, 20124 downloads
Macroeconomic Forecasting During the Great Recession: The Return of Non-Linearity? Document de Travail No. 383
Laurent Ferrara
,
Massimiliano Giuseppe Marcellino and
Matteo Mogliani
Date Posted: June 01, 201233 downloads
Uncertainty and Heterogeneity in Factor Models Forecasting Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 5
Matteo Luciani
and
Libero Monteforte
Date Posted: June 01, 2012Last Revised: July 31, 201213 downloads
WALS Prediction CentER Discussion Paper Series No. 2012-043
J.R. Magnus ,
Wendun Wang
and
Xinyu Zhang
Date Posted: June 01, 201215 downloads
FEER Index - Forecasting Extreme Events Risk
Amitay Kauffmann
and
Gal Zahavi
Date Posted: May 31, 2012Last Revised: March 19, 2013146 downloads
Realized Wavelet Jump-GARCH Model: Can Time-Frequency Decomposition of Volatility Improve its Forecasting?
Jozef Barunik and
Lukas Vacha
Date Posted: May 31, 2012Last Revised: February 12, 201369 downloads
Nowcasting US GDP: The Role of ISM Business Surveys International Journal of Forecasting, Forthcoming
Kajal Lahiri and
George Monokroussos
Date Posted: May 30, 201229 downloads
The Role of High-Frequency Prices, Long Memory and Jumps for Value-at-Risk Prediction
Ana-Maria Fuertes and
Jose Olmo
Date Posted: May 29, 201294 downloads
Historical Simulation Plus Filtered Historical Simulation - An Evaluation of Basel III Revision of Quantitative Standard (d)
Meera Sharma
Date Posted: May 28, 2012Last Revised: November 28, 2012427 downloads
Forecasting Via Wavelet Denoising – The Random Signal Case
Joanna Bruzda
affiliation not provided to SSRN
Date Posted: May 26, 201258 downloads
Is it Better to Average Probabilities or Quantiles? Darden Business School Working Paper No. 2066806
Kenneth C. Lichtendahl Jr.
,
Yael Grushka-Cockayne
and
Robert L. Winkler
Date Posted: May 25, 2012Last Revised: September 29, 2012125 downloads
The Role of Correlation Dynamics in Sector Allocation
Elena Kalotychou
,
Sotiris K. Staikouras and
Zhao Gang
Date Posted: May 25, 2012Last Revised: November 06, 2012301 downloads
Housing Price Forecastability: A Factor Analysis EFA 2012 Copenhagen Meetings Paper
Lasse Bork and
Stig Vinther Møller
Date Posted: May 24, 2012Last Revised: May 02, 201365 downloads
Overnight News and Daily Equity Trading Risk Limits
Katja Ahoniemi
,
Ana-Maria Fuertes and
Jose Olmo
Date Posted: May 23, 2012Last Revised: July 19, 201275 downloads
Indian Money Market Dynamics
Golaka C. Nath
Date Posted: May 20, 2012Last Revised: May 24, 2012132 downloads
A Quantile Regression Approach to Equity Premium Prediction
Loukia Meligkotsidou
,
Ekaterini Panopoulou
,
Ioannis D. Vrontos
and
Spyridon D. Vrontos
Date Posted: May 18, 2012144 downloads
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture FRB Atlanta Working Paper Series No. 2012-6
Mark J. Jensen and
John M. Maheu
Date Posted: May 16, 201238 downloads
Franco: Una Mente Mai Ferma (Franco: A Mind Never at Rest) Moneta e Credito, Vol. 58, No. 230-231
Paul A. Samuelson
Date Posted: May 15, 2012Last Revised: March 20, 2013
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