Special Issue "New Frontiers in Forecasting the Business Cycle and Financial Markets"
Deadline for manuscript submissions: 31 December 2020.
Interests: time series econometrics and forecasting; DSGE model estimation and forecasting; factor model forecasting; empirical macroeconomics; Bayesian econometrics
The Great Recession in 2007–2009 and the recent Pandemic Crisis in 2020 due to Covid-19 have increased the uncertainty in financial markets and the business cycle.
Researchers in economics and policy-makers have been called upon to provide an empirical analysis of the determinants of the crises and scrutinize the role of both macroeconomic and financial variables. This empirical evidence relies on advanced models in econometrics, in particular in time series analysis, which allow researchers to contribute technically to forecasting the behavior of macroeconomic and financial variables.
This Special Issue will publish high-quality papers that discuss “New Frontiers in Forecasting the Business Cycle and Financial Markets” and propose new contributions from both a methodological and an empirical point of view.
The scope of this Special Issue includes, but is not limited to, the following topics: forecasting economics; forecasting business cycles; forecasting with macroeconometric models; DSGE models; point forecasts; density forecasts; and forecasting horse races.
Dr. Alessia Paccagnini
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Forecasting is an international peer-reviewed open access quarterly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1000 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- business cycle
- macroeconomic variables
- financial variables
- financial markets
- forecasting economics
- time series analysis
- Bayesian econometrics
- point forecast
- density forecast
- DSGE models