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Group by: Creators | Item Type
Jump to: A | B | C | D | E | G | H | I | N | P | R
Number of items at this level: 20.

A

Ahmadi, Pooyan Amir and Ritschl, Albrecht (2009) Depression econometrics: a FAVAR model of monetary policy during the Great Depression. CEP Discussion Papers, CEPDP0967. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2009) Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors. European Central Bank working paper series, European Central Bank, Frankfurt, Germany.

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2007) Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. LEM working paper series, 2006/13. Laboratory of Economics and Management (LEM), Pisa, Italy.

Aron, Janine and Muellbauer, John (2010) Modelling and forecasting UK mortgage arrears and possessions. SERC Discussion Papers, SERCDP0053. Spatial Economics Research Centre (SERC), London School of Economics and Political Science, London, UK.

B

Blake, David (2002) The impact of wealth on consumption and retirement behaviour in the UK. Discussion paper: UBS Pensions series 005, 429. Financial Markets Group, London School of Economics and Political Science, London, UK.

Bovens, Luc and Rabinowicz, Wlodek (2011) Bets on hats: on Dutch books against groups, degrees of belief as betting rates, and group-reflection. Episteme, 8 (3). pp. 281-300. ISSN 1742-3600

C

Chernov, Mikhail (2003) Alternative models for stock price dynamics. Journal of Econometrics, 116 (1-2). pp. 225-257. ISSN 0304-4076

Chernov, Mikhail (2003) Empirical reverse engineering of the pricing kernel. Journal of Econometrics, 116 (1-2). pp. 329-364. ISSN 0304-4076

Chernov, Mikhail and Ghysels, Eric (2000) A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation. Journal of Financial Economics, 56 (3). pp. 407-458. ISSN 0304-405X

D

Danielsson, Jon (2011) Financial risk forecasting: the theory and practice of forecasting market risk with implementation in R and Matlab. Wiley-Blackwell. ISBN 9780470669433

E

Engle, Robert F. and Patton, Andrew J. (2007) What good is a volatility model? In: Knight, John and Satchell, Stephen, (eds.) Forecasting Volatility in the Financial Markets. Elsevier, pp. 47-63. ISBN 9780750669429

G

Giannone, Domenico, Monti, Francesca and Reichlin, Lucrezia (2014) Exploiting the monthly data-flow in structural forecasting. CFM discussion paper series, CFM-DP2014-16. Centre For Macroeconomics , London, UK.

Goodhart, Charles and Lim, Wen Bin (2011) Interest rate forecasts: a pathology. International Journal of Central Banking, 7 (2). pp. 135-171. ISSN 1815-4654

H

Hidalgo, Javier and Yajima, Y. (2001) Prediction and signal extraction of strong dependent processess in the frequency domain. EM, 418. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

I

Iglesias, Ana, Quiroga, Sonia, Diz, Agustin and Garrote, Luis (2011) Adapting agriculture to climate change. Economia Agraria y Recursos Naturales, 11 (2). pp. 109-122. ISSN 1578-0732

N

Niguez, Trino-Manuel and Perote, Javier (2004) Forecasting the density of asset returns. EM, 479. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

P

Patton, Andrew J. and Timmermann, Allan (2005) Testable implications of forecast optimality. EM, 485. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Petralias, Athanassios, Petros, Sotirios and Prodromídis, Pródromos (2013) Greece in recession: economic predictions, mispredictions and policy implications. GreeSE: Hellenic Observatory papers on Greece and Southeast Europe, 75. Hellenic Observatory, London School of Economics and Political Science, London, U.K..

Peñaranda, Francisco (2003) Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty. Discussion paper, 458. Financial Markets Group, London School of Economics and Political Science, London, UK.

R

Ritschl, Albrecht and Salferaz, Samad (2010) Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931. CEP Discussion Paper, No. 977. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

This list was generated on Mon Dec 22 14:16:44 2014 GMT.