Forecasting remittances to Mexico with a multi-state Markov-Switching model applied to the trend with controlled smoothness
Year of publication: |
2019
|
---|---|
Authors: | Islas, A. ; Guerrero, Víctor M. ; Silva, Eliud |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 1, p. 38-56
|
Subject: | remittances | migration | forecast | Markov-switching | penalized least squares | controlled smoothing | Rücküberweisungen | Remittances | Mexiko | Mexico | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Wirtschaftsprognose | Economic forecast | Theorie | Theory |
-
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre, (2017)
-
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre, (2017)
-
Forecasting GDP growth using mixed-frequency models with switching regimes
Barsoum, Fady, (2015)
- More ...
-
Guerrero, Víctor M., (2014)
-
Guerrero, Víctor M., (2014)
-
Silva, Eliud, (2021)
- More ...