Call for papers: "Recent Developments in Forecasting and Macroeconometrics"

For a special issue of the International Journal of Computational Economics and Econometrics.

This special issue will publish high-quality refereed papers focusing on recent developments in forecasting techniques and macroeconometric methods. The Guest Editors welcome papers dealing with any aspect of forecasting: theoretical, computational, methodological and practical. Papers containing applications that show the use and relevance of econometric methods for decision and policy makers will be given high consideration.

Suitable topics include, but are not limited to, the following:

• Econometrics-based forecasting techniques
• Computational and methodological implementations
• Time series models and forecasting
• Financial applications: portfolio selection and management
• Scenario generation and risk management applications
• Impact of forecast uncertainty on decision making
• Macroeconomic forecasting
• Econometric methods for vector autoregressive processes
• Effects of monetary and fiscal policy shocks on the economy
• Economic fluctuations and the business cycle

  

Important Dates

Manuscript submission: 31 March, 2015