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~isPartOf:"IEEE transactions on engineering management : EM"
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Search: ("Asia-Pacific" OR "EU" OR "Free trade agreements" OR "Integration" OR "International trade" OR "Latin America" OR "Preferential trade agreements" OR "Regionalism" OR "Trade liberalisation" OR "USA" OR "WTO") AND NOT isPartOf:Intereconomics
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1
Inflation, Forecast Intervals and Long Memory Regression Models
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
-
2001
fractional
integration
and structural breaks in the meanand variance of inflation in the 1970s and 1980s and weincorporate these …
Persistent link: https://www.econbiz.de/10010324970
Saved in:
2
From First-Release to Ex-Post Fiscal Data: Exploring the Sources of Revision Errors in the
EU
Beetsma, Roel
;
Bluhm, Benjamin
;
Giuliodori, Massimo
; …
-
2011
This paper explores the determinants of deviations of ex-post budget outcomes from first-release outcomes published towards the end of the year of budget implementation. The predictive content of the first-release outcomes is important, because these figures are an input for the next budget and...
Persistent link: https://www.econbiz.de/10010325661
Saved in:
3
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Most multivariate variance or volatility models suffer from a common problem, the “curse of dimensionality”. For this reason, most are fitted under strong parametric restrictions that reduce the interpretation and flexibility of the models. Recently, the literature has focused on...
Persistent link: https://www.econbiz.de/10010326487
Saved in:
4
Systemic Risk Diagnostics
Schwaab, Bernd
;
Lucas, Andre
;
Koopman, Siem Jan
-
2010
-space methods, we model latent macro-financial and credit risk components for a large data setcomprising the U.S., the
EU
-27 area …
Persistent link: https://www.econbiz.de/10010325790
Saved in:
5
Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis
Brauning, Falk
;
Koopman, Siem Jan
-
2012
We explore a new approach to the forecasting of macroeconomic variables based on a dynamic factor state space analysis. Key economic variables are modeled jointly with principal components from a large time series panel of macroeconomic indicators using a multivariate unobserved components time...
Persistent link: https://www.econbiz.de/10010326452
Saved in:
6
Time-varying Combinations of Predictive Densities using Nonlinear Filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
We propose a Bayesian combination approach for multivariate predictive densities which relies upon a distributional state space representation of the combination weights. Several specifications of multivariate time-varying weights are introduced with a particular focus on weight dynamics driven...
Persistent link: https://www.econbiz.de/10010326141
Saved in:
7
Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model
Koopman, Siem Jan
;
van der Wel, Michel
-
2011
We extend the class of dynamic factor yield curve models for the inclusion of macro-economic factors. We benefit from recent developments in the dynamic factor literature for extracting the common factors from a large panel of macroeconomic series and for estimating the parameters in the model....
Persistent link: https://www.econbiz.de/10010325954
Saved in:
8
Bayesian Forecasting of Federal Funds Target Rate Decisions
van den Hauwe, Sjoerd
;
van Dijk, Dick
;
Paap, Richard
-
2011
This paper examines which macroeconomic and financial variables are most informative for the federal funds target rate decisions made by the Federal Open Market Committee (FOMC) from a forecasting perspective. The analysis is conducted for the FOMC decision during the period January 1990 - June...
Persistent link: https://www.econbiz.de/10010326185
Saved in:
9
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective
Koopman, Siem Jan
;
Lucas, Andre
;
Schwaab, Bernd
-
2010
We determine the magnitude and nature of systematic default risk using 1971{2009) default data from Moody's. We disentangle systematic risk factors due to business cycle effects, common default dynamics (frailty), and industry-specific dynamics (including contagion). To quantify the contribution...
Persistent link: https://www.econbiz.de/10010325719
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10
Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility
Cakmakli, Cem
;
van Dijk, Dick
-
2010
This paper documents that factors extracted from a large set of macroeconomic variables bear useful information for predicting monthly US excess stock returns and volatility over the period 1980-2005. Factor-augmented predictive regression models improve upon both benchmark models that only...
Persistent link: https://www.econbiz.de/10010326025
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