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Vol. 1

International Journal of Computational Economics and Econometrics

2017 Vol. 7 No. 1/2

Special Issue on Recent Developments in Forecasting and Macroeconometrics

Guest Editors: Dr. Lyudmila Grigoryeva, Dr. Juan-Pablo Ortega and Dr. Andrea Silvestrini

 

Preface
PagesTitle and authors
5-42Hyper-parameterised dynamic regressions for nowcasting Spanish GDP growth in real time
David De Antonio Liedo; Elena Fernández Muñoz
DOI: 10.1504/IJCEE.2017.10000659

43-63A daily indicator of economic growth for the euro area
Valentina Aprigliano; Claudia Foroni; Massimiliano Marcellino; Gianluigi Mazzi; Fabrizio Venditti
DOI: 10.1504/IJCEE.2017.10000629

64-77Nowcasting US inflation using a MIDAS augmented Phillips curve
Clément Marsilli
DOI: 10.1504/IJCEE.2017.10000632

78-94Forecasting euro area recessions by combining financial information
Christophe Bellégo; Laurent Ferrara
DOI: 10.1504/IJCEE.2017.10000625

95-114The nature and propagation of shocks in the euro area: a comparative SVAR analysis
Alberto Coco; Andrea Silvestrini
DOI: 10.1504/IJCEE.2017.10000627

115-151An augmented Taylor rule for the Federal Reserve's response to asset prices
Christian M. Hafner; Alexandre R. Lauwers
DOI: 10.1504/IJCEE.2017.10000628

152-169Autocorrelation in an unobservable global trend: does it help to forecast market returns?
Anatoly A. Peresetsky; Ruslan I. Yakubov
DOI: 10.1504/IJCEE.2017.10000626

170-209The back side of banking in Russia: forecasting bank failures with negative capital
Alexander Karminsky; Alexander Kostrov
DOI: 10.1504/IJCEE.2017.10000658