Search Results - subject:"time series"

Navigating inflation challenges : AI-based portfolio management insights

Bareith, Tibor; Tatay, Tibor; Vancsura, László - In: Risks : open access journal 12 (2024) 3, pp. 1-16

structural breaks in the time series, which, among other things, can affect both the pattern recognition and prediction … determine the breakpoints and partitioned the time series into training and testing datasets along these points. We then …

Persistent link: https://www.econbiz.de/10014497442

Monetary policy across inflation regimes

Gargiulo, Valeria; Matthes, Christian; Petrova, Katerina - 2024

construct a parsimonious nonlinear time series model that allows for inflation regimes. We find that the effects of monetary …

Persistent link: https://www.econbiz.de/10014464407

Probabilistic forecast reconciliation under the Gaussian framework

Wickramasuriya, Shanika L. - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 272-285

Persistent link: https://www.econbiz.de/10014449925

Sources of Algeria's economic growth : 1979-2019 : augmented growth accounting framework and growth regression method

Haouas, Amine; Ochi, Anis; Labidi, Mohamed Ali - In: Regional science policy and practice : RSPP 16 (2024) 3, pp. 1-19

This paper examines the sources of economic growth in Algeria, studying the key drivers of their slow and weak economic performance, during the period of 1979-2019 from the perspective of the augmented growth accounting framework and the growth regression method. More specifically, the paper...

Persistent link: https://www.econbiz.de/10014517023