Endogenous vs Exogenous Instability: An Out-of-Sample Comparison
Year of publication: |
2024
|
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Authors: | Gatti, Domenico Delli ; Gusella, Filippo ; Ricchiuti, Giorgio |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | endogenous instability | exogenous instability | behavioral model | forecasting analysis |
Series: | CESifo Working Paper ; 11082 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1887411615 [GVK] RePec:ces:ceswps:_11082 [RePEc] |
Classification: | C13 - Estimation ; C51 - Model Construction and Estimation ; E37 - Forecasting and Simulation ; G01 - Financial Crises ; G10 - General Financial Markets. General |
Source: |
-
Endogenous vs exogenous instability : an out-of-sample comparison
Delli Gatti, Domenico, (2024)
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Endogenous vs exogenous instability : an out-of-sample comparison
Delli Gatti, Domenico, (2024)
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Using sentiment surveys to predict GDP growth and stock returns
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Endogenous vs exogenous instability : an out-of-sample comparison
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Endogenous vs exogenous instability : an out-of-sample comparison
Delli Gatti, Domenico, (2024)
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The complex interplay between exchange rate and real markets : an agent-based model exploration
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