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The Impact of Jumps and Leverage in Forecasting Co-Volatility
Asai, Manabu; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2015
__Abstract__ The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects … for forecasting weekly and monthly horizons. …
Persistent link: https://www.econbiz.de/10011274348
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OUT-OF-SAMPLE FORECASTING PERFORMANCE OF A ROBUST NEURAL EXCHANGE RATE MODEL OF RON/USD
SAMAN, Corina - In: Journal for Economic Forecasting (2015) 1, pp. 93-106
This paper aims to explore the forecasting accuracy of RON/USD exchange rate structural models with monetary …
Persistent link: https://www.econbiz.de/10011265554
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THE "DOBRESCU" MACROMODEL OF THE ROMANIAN MARKET ECONOMY - 2005 VERSION - YEARLY FORECAST*
Pauna, Bianca; Ghizdeanu, Ion; Scutaru, Cornelia; … - In: Journal for Economic Forecasting 4 (2007) 1, pp. 115-125
The paper briefly presents the "Dobrescu" macromodel, the 2005 version, and the yearly forecast of the Romanian market economy computed on its basis. * (PHARE Programme RO2003/005-551.02.03 "Strengthening the capacity for analysis, macroeconomic forecast and elaboration of economic policies...
Persistent link: https://www.econbiz.de/10005248486
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The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
Scutaru, Cornelia; Fomin, Petre; Pauna, Bianca - In: Journal for Economic Forecasting 3 (2006) 1, pp. 111-112
The paper presents the yearly and monthly forecast of the Romanian transition economy performed on the basis of the “Dobrescu” macromodel. * Source: Emilian DOBRESCU: Macromodels of the Romanian Transition Economy, third edition, Expert Publishing House, September 2000.
Persistent link: https://www.econbiz.de/10005248488
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Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union
Ogrean, Claudia; Herciu, Mihaela - In: Journal for Economic Forecasting 3 (2006) 2, pp. 72-88
Competitiveness and corruption are now - more than ever before - two real challenges for Romania on its way to the European integration. The theoretical approaches to those concepts did not get to a unanimous and happy end and the real figures that evaluate them are not at all pleasing for...
Persistent link: https://www.econbiz.de/10005248497
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Examples of New Macroeconomic Modelling and Simulation Techniques: How They Could Improve Decisions and Public Perception
Albu, Lucian Liviu; Gorun, Adrian - In: Journal for Economic Forecasting (2010) 5, pp. 7-16
Macroeconomic forecasting started around the Second World War as a way to test economic theories, but it also has a …. During the last decades, the economic forecasting and macroeconomic modelling have taken on an increasingly important role in … presenting synthetically the last trends in forecasting and macroeconomic modelling. The next part is devoted to show how new …
Persistent link: https://www.econbiz.de/10009321269
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The Contribution of Econometrics to the Management of the Enterprise
Bourbonnais, Régis; Maftei, Mara Magda - In: Journal for Economic Forecasting (2012) 1, pp. 144-155
applications to companies: demand analysis and forecasting of sales, financial econometrics, marketing and integration of macro …
Persistent link: https://www.econbiz.de/10010553156
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On the use of installed base information for spare parts logistics: a revieuw of ideas and industry practice
Dekker, Rommert; Pinçe, Pinçe, C.; Zuidwijk, … - Faculteit der Economische Wetenschappen, Erasmus … - 2010
installed based information and provide several ways in which installed base forecasting can be used. We discuss cases of … installed based forecasting at four companies and list the issues involved. Moreover, we provide some models to assess the value …
Persistent link: https://www.econbiz.de/10010837719
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Modeling the impact of forecast-based regime switches on macroeconomic time series
Paap, Richard; Bel, Bel, K. - Faculteit der Economische Wetenschappen, Erasmus … - 2013
Forecasts of key macroeconomic variables may lead to policy changes of governments, central banks and other economic agents. Policy changes in turn lead to structural changes in macroeconomic time series models. To describe this phenomenon we introduce a logistic smooth transition autoregressive...
Persistent link: https://www.econbiz.de/10010837733
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Experts' adjustment to model-based forecasts: Does the forecast horizon matter?
Franses, Philip Hans; Legerstee, Legerstee, R. - Faculteit der Economische Wetenschappen, Erasmus … - 2007
Experts may have domain-specific knowledge that is not included in a statistical model and that can improve forecasts. While one-step-ahead forecasts address the conditional mean of the variable, model-based forecasts for longer horizons have a tendency to convert to the unconditional mean of a...
Persistent link: https://www.econbiz.de/10010837737