| Title | Authors | Year | JEL Codes |
|---|
| Using Past Violence and Current News to Predict Changes in Violence | Mueller, H., Rauh, C.
| [2022] | F21 C53 C55 |
| Forecasting with panel data: estimation uncertainty versus parameter heterogeneity | Pesaran, M. H., Pick, A., Timmermann, A. | [2022] | C33 C53 |
| Conditional Heteroskedasticity in the Volatility of Asset Returns | Ding, Y.
| [2021] | C22 C32 C53 C58 G17 |
| Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility | Ding, Y. | [2021] | C22 C32 C53 C58 |
| The Hard Problem of Prediction for Conflict Prevention | Mueller, H. and Rauh, C.
| [2021] | F21 C53 C55 |
| Regional Heterogeneity and U.S. Presidential Elections | Ahmed, R. and Pesaran, M. H. | [2020] | C53 C55 D72 |
| The Hard Problem of Prediction for Conflict Prevention (see cwpe2103) | Mueller, H. and Rauh, C.
| [2021] | F21 C53 C55 |
| Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts? | Cristea, R. G. | [2020] | C38 C53 C55 E27 E66 Y40 |
| Optimal Feasible Expectations in Economics and Finance | Lake, A. | [2020] | E37 D84 E70 C53 |
| How BLUE is the Sky? Estimating the Air Quality Data in Beijing During the Blue Sky Day Period (2008-2012) by the Bayesian LSTM Approach | Han, Y., Li,V.,Lam, J., Pollitt, M. | [2019] | C53 C63 Q53 |
| Some Dynamic and Steady-State Properties of Threshold Autoregressions with Applications to Stationarity and Local Explosivity | Ahmed, M. F. and Satchell, S. | [2019] | C22 C32 C53 |
| A Semiparametric Intraday GARCH Model | Malec, P. | [2016] | C14 C22 C53 C58 |
| Spline-DCS for Forecasting Trade Volume in High-Frequency Finance | Ito, R. | [2016] | C22 C51 C53 C58 G12 |
| Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data | Ito, R. | [2013] | C22 C51 C53 C58 G01 G12 |
| An Empirical Growth Model for Major Oil Exporters | Esfahani, H., Mohaddes, K. and Pesaran, M. H. | [2012] | C32 C53 E17 F43 F47 Q32 |
| Oil Prices, External Income, and Growth: Lessons from Jordan | Mohaddes, K. and Raissi, M. | [2011] | C32 C53 E17 F43 F47 Q32 |
| Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) | Pesaran, M. H., Pick, A. and Pranovich, M. | [2011] | C22 C53 |
