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Title: Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change Author(s): BANERJEE, Anindya; MARCELLINO, Massimiliano; MASTEN, Igor Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We conduct a detailed simulation study of the forecasting performance of diffusion index-based methods in short samples with structural change. We consider several data generation processes, to mimic different types ...

Title: Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights Author(s): LUETKEPOHL, Helmut Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Despite the fact that many aggregates are nonlinear functions and the aggregation weights of many macroeconomic aggregates are timevarying, much of the literature on forecasting aggregates considers the case of linear ...

Title: The Forecasting Performance of Real Time Estimates of the EURO Area Output Gap Author(s): MARCELLINO, Massimiliano; MUSSO, Alberto Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper provides real time evidence on the usefulness of the euro area output gap as a leading indicator for inflation and growth. A genuine real-time data set for the euro area is used, including vintages of several ...

Title: Forecasting Realized Volatility by Decomposition Author(s): LANNE, Markku Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Forecasting Unstable and Non-Stationary Time Series Author(s): GRILLENZONI, Carlo Date: 1993 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Forecasting Volatility Using High-Frequency Data Author(s): HANSEN, Peter Reinhard; LUNDE, Asger Date: 2011 Type of Publication: Contribution to book Abstract: This article focuses on some aspects of high-frequency data and their use in volatility forecasting. High-frequency data can be used to construct volatility forecasts. The article reviews two leading approaches to this. ...

Title: Forecasting with Factor-augmented Error Correction Models Author(s): MASTEN, Igor; BANERJEE, Anindya; MARCELLINO, Massimiliano Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI RSCAS Abstract: As a generalization of the factor-augmented VAR (FAVAR) and of the Error Correction Model (ECM), Banerjee and Marcellino (2009) introduced the Factor-augmented Error Correction Model (FECM). The FECM combines error-correction, ...

Title: Forecasting with VARMA Models Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Foreign affairs powers and policy in the draft treaty establishing the European Union Author(s): BRÜCKNER, Peter Date: 1985 Type of Publication: Working Paper Series/Report no.: EUI Working Papers

Title: Foreign Aid and Reform: The Diverging Paths of Egypt and Jordan in the 1990's Author(s): GLASSER, Brad Date: 2001 Type of Publication: Working Paper Series/Report no.: EUI RSC

Title: Foreign Armed Intervention in Internal Conflict Author(s): TANCA, Antonio Date: 1993 Type of Publication: Book Abstract: The main aim of this book is to inquire into the system of norms regulating the `internationalization' of internal conflicts. The traditional distinction between international and internal conflict, which entails different ...

Title: Foreign Direct Investments and Spillovers Through Workers' Mobility Author(s): MOTTA, Massimo; FOSFURI, Andrea; RONDE, Thomas Date: 2001 Type of Publication: Article Abstract: We analyze a model where a multinational firm can use a superior technology in a foreign subsidiary only after training a local worker. Technological spillovers from foreign direct investment arise when this worker is later ...

Title: Foreign investment decisions by service multinationals :the case of Portugal and Italy as host countries Author(s): ESPERANCA, Jose Paulo Date: 1993 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Foreign investment in contemporary Russia : the problem of managing capital entry Author(s): KUZNETSOV, Andrei I. Date: 1992 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: Foreign military assistance, national military spending and military rule in Latin America Author(s): SCHMITTER, Philippe C. Date: 1973 Type of Publication: Contribution to book

Title: Foreign trade and economic growth in the European periphery : Portugal,1851-1913 Author(s): LAINS E SILVA, Pedro Date: 1992 Type of Publication: Thesis Series/Report no.: EUI PhD theses

Title: De Forenade rikena Sverige och Norge 1814-1905: En eller tva kulturer? Author(s): STRATH, Bo Date: 2005 Type of Publication: Article

Title: Forerunners and Policy Tunnels Author(s): KUNNAS, Jan; MYLLYNTAUS, Timo Date: 2008 Type of Publication: Contribution to book Abstract: Based on a comparison of the carbon dioxide emissions of three EU member states and Switzerland for the period 1870 to 2003, we show that for cumulative pollutants focusing on yearly emissions is utterly misleading. ...

Title: Forests and Development: Local, national and global issues Author(s): DELACOTE, Philippe Date: 2007 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: no abstract available

Title: Foreword Author(s): KOHLI, Martin Date: 2011 Type of Publication: Contribution to book

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