JEL classification

Journal of Economic Literature Classification (10696) E - Macroeconomics and Monetary Economics (1324) E1 - General Aggregative Models (90) E17 - Forecasting and Simulation (17)
Number of items at this level: 17.
A
  • Adao, Rodrigo, Costinot, Arnaud, Donaldson, Dave (2024). Putting quantitative models to the test: an application to Trump's trade war. (CEP Discussion Papers CEPDP2002). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
    • B
  • Cornfeld, Ofer, Niu, Kaicheng, Neeman, Oded, Roswell, Michael, Steinbach, Gabi, Beckett, Stephen J., Wardi, Yorai, Weitz, Joshua S., Yashiv, Eran (2025). Integrating macroeconomic and public health impacts in social planning policies for pandemic response. Epidemics, 53, https://doi.org/10.1016/j.epidem.2025.100873 picture_as_pdf
  • Goodhart, Charles, Bin Lim, Wen (2008). Do errors in forecasting inflation lead to errors in forecasting interest rates? (Financial Markets Group Discussion Papers 611). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goodhart, Charles, Bin Lim, Wen (2008). Interest rate forecasts: a pathology. (Financial Markets Group Discussion Papers 612). Financial Markets Group, The London School of Economics and Political Science.
    • D
  • de Grauwe, Paul (2010). The scientific foundation of dynamic stochastic general equilibrium (DSGE) models. Public Choice, 144(3-4), 413-443. https://doi.org/10.1007/s11127-010-9674-x
    • E
  • Ellul, Andrew (2001). The dealers ride again: volatility and order flow dynamics in a hybrid market. (Financial Markets Group Discussion Papers 368). Financial Markets Group, The London School of Economics and Political Science.
    • G
  • Goodhart, C. A. E., Pradhan, Manoj (2023). A snapshot of Central Bank (two year) forecasting: a mixed picture. (CEPR Discussion Papers DP18043). Centre for Economic Policy Research (Great Britain). picture_as_pdf
  • Goodhart, Charles, Lim, Wen Bin (2011). Interest rate forecasts: a pathology. International Journal of Central Banking, 7(2), 135-171.
  • Goodhart, C. A. E., Pradhan, Manoj (2025). A snapshot of Central Bank (two-year) forecasting: a mixed picture. Journal of Forecasting, 44(3), 1097 - 1131. https://doi.org/10.1002/for.3244 picture_as_pdf
  • Julliard, Christian, Ghosh, Anisha (2012). Can rare events explain the equity premium puzzle? Review of Financial Studies, 25(10), 3037-3076. https://doi.org/10.1093/rfs/hhs078
  • Julliard, Christian, Ghosh, Anisha (2008). Can rare events explain the equity premium puzzle? (Financial Markets Group Discussion Papers 610). Financial Markets Group, The London School of Economics and Political Science.
    • H
  • Haberis, Alex, Harrison, Richard, Waldron, Matt (2014). Transitory interest-rate pegs under imperfect credibility. (CFM discussion paper series CFM-DP2014-22). Centre For Macroeconomics.
    • Q
  • Quah, Danny (1996). Convergence as distribution dynamics (with or without growth). (CEP discussion paper; CEPDP0317 317). London School of Economics and Political Science. Centre for Economic Performance.
  • Quah, Danny (1995). Misinterpreting the dynamic effects of aggregate demand and supply disturbances. Economics Letters, 49(3), 247-250. https://doi.org/10.1016/0165-1765(95)00687-B
    • S
  • Schmidt, Nikolaj (2008). Foreign bank entry: a liquidity based theory of entry and credit market segmentation. (Financial Markets Group Discussion Papers 622). Financial Markets Group, The London School of Economics and Political Science.
    • V
  • Vayanos, Dimitri, Woolley, Paul (2011). An institutional theory of momentum and reversal. (Financial Markets Group Discussion Papers 666). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • Z
  • Zhou, Ping (2007). Forecasting bankruptcy and physical default intensity. (Financial Markets Group Discussion Papers 614). Financial Markets Group, The London School of Economics and Political Science.