Browsing ECO Working Papers by Title

Title: A Flexible Demand System and VAT Simulations from Spanish Microdata Author(s): LABEAGA, Jose Maria; LOPEZ, Angel Date: 1993 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Flows to and from Insured Unemployment in Hungary Author(s): MICKLEWRIGHT, John; NAGY, Gyula Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: A Follow-Up Survey of Unemployment Insurance Exhausters in Hungary Author(s): MICKLEWRIGHT, John; NAGY, Gyula Date: 1996 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: "For One More Year with You": Changes in Compulsory Schooling, Education and the Distribution of Wages in Europe Author(s): BRUNELLO, Giorgio; FORT, Margherita; WEBER, Guglielmo Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: Using data from 12 European countries and the variation across countries and over time in the changes of minimum school leaving age, we study the effects of the quantity of education on the distribution of earnings. We ...

Title: For One More Year with You: Changes in Compulsory Schooling, Education and the Distribution of Wages in Europe Author(s): FORT, Margherita; BRUNELLO, Giorgio; WEBER, Guglielmo Date: 2007 Type of Publication: Working Paper Series/Report no.: 3102 Abstract: Using data from 12 European countries and the variation across countries and over time in the changes of minimum school leaving age, we study the effects of the quantity of education on the distribution of earnings. We ...

Title: Forecasting Aggregated Time Series Variables: A Survey Author(s): LUETKEPOHL, Helmut Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Aggregated times series variables can be forecasted in different ways. For example, they may be forecasted on the basis of the aggregate series or forecasts of disaggregated variables may be obtained first and then these ...

Title: Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index Author(s): LUETKEPOHL, Helmut; XU, Fang Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper investigates whether using natural logarithms (logs) of price indices for forecasting inflation rates is preferable to employing the original series. Univariate forecasts for annual inflation rates for a number ...

Title: Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights Author(s): BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Many contemporaneously aggregated variables have stochasticaggregation weights. We compare different forecasts for such variables including univariate forecasts of the aggregate, a multivariate forecast of the aggregate ...

Title: Forecasting Emerging Market Indicators: Brazil and Russia Author(s): BYSTROV, Victor Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Forecasting Euro-Area Variables with German Pre-EMU Data Author(s): BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut; MARCELLINO, Massimiliano Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: It is investigated whether Euro-area variables can be forecast better based on synthetic time series for the pre-Euro period or by using just data from Germany for the pre-Euro period. Our forecast comparison is based ...

Title: Forecasting Exchange Rates with a Large Bayesian VAR Author(s): CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate driftless random walk models, especially at short horizons. Multivariate time series models suffer from the ...

Title: Forecasting Government Bond Yields with Large Bayesian VARs Author(s): CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We propose a new approach to forecasting the term structure of interest rates, which allows to efficiently extract the information contained in a large panel of yields. In particular, we use a large Bayesian Vector ...

Title: Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models Author(s): CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The paper addresses the issue of forecasting a large set of variables using multivariate models. In particular, we propose three alternative reduced rank forecasting models and compare their predictive performance for US ...

Title: Forecasting Levels of log Variables in Vector Autoregressions Author(s): BARDSEN, Gunnar; LUETKEPOHL, Helmut Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Sometimes forecasts of the original variable are of interest although a variable appears in logarithms (logs) in a system of time series. In that case converting the forecast for the log of the variable to a naive forecast ...

Title: Forecasting Macroeconomic Variables for the New Member States of the European Union Author(s): BANERJEE, Anindya; MARCELLINO, Massimiliano; MASTEN, Igor Date: 2005 Type of Publication: Working Paper Series/Report no.: ECB Working Paper

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

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