Search Results - subject:"weighting scheme" - EconBiz

Flow of conjunctural information and forecast of euro area economic activity

Drechsel, Katja; Maurin, Laurent - 2008

. This conclusion, reached for all the components and most of the weighting scheme, supports and extends the findings of … weighting schemes are found to outperform the equal weighting scheme in almost all cases. One-quarter ahead, the direct forecast …

Persistent link: https://www.econbiz.de/10011604971

Flow of conjunctural information and forecast of euro area economic activity

Drechsel, Katja; Maurin, Laurent - European Central Bank - 2008

. This conclusion, reached for all the components and most of the weighting scheme, supports and extends the findings of … weighting schemes are found to outperform the equal weighting scheme in almost all cases. One-quarter ahead, the direct forecast …

Persistent link: https://www.econbiz.de/10005816176

The output gap and expected security returns

Biswas, Anindya Kumar - In: Review of financial economics : RFE 23 (2014) 3, pp. 131-140

Persistent link: https://www.econbiz.de/10010442580

The output gap and expected security returns

Biswas, Anindya - In: Review of Financial Economics 23 (2014) 3, pp. 131-140

approach of calculating the output gap based on a simple trend line. It uses a flexible data-driven weighting scheme, and it …

Persistent link: https://www.econbiz.de/10010907040

Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency

Fan, Jianqing; Gasser, Theo; Gijbels, Irène; … - In: Annals of the Institute of Statistical Mathematics 49 (1997) 1, pp. 79-99

Persistent link: https://www.econbiz.de/10005760151

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