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economic emergencies. This paper aims to forecast the short to medium-term incidence of COVID-19 epidemic through the medium of … an autoregressive integrated moving average (ARIMA) model, applied to Italy, Russia, and the USA The analysis is ….worldometers.info/coronavirus/). The best ARIMA models were Italy (4,2,4), Russia (1,2,1), and the USA (6,2,3). The results showed that: i) ARIMA models …
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basis of in-sample and out-of-sample forecast it can be concluded that the model has sufficient predictive powers and the … findings are well in line with those of other studies. Further, in this study, the main focus is to forecast the monthly …
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-time forecasts of the real price of oil can be more accurate than the no-change forecast at horizons up to one year. In some cases … prices, forecasts based on AR and ARMA models, and the no-change forecast. In addition, these VAR models have consistently … forecasters to interpret their oil price forecast in light of economic models and to evaluate its sensitivity to alternative …
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We use vector autoregressions with drifting coefficients and stochastic volatility to investigate how the dynamic effects of oil supply shocks on the U.S. economy have changed over time. We find a substantial decline in the short-run price elasticity of oil demand since the mid-eighties. This...
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This paper sheds light on the questions whether it is possible to generate an accurate forecast of the real price of … oil and how it can be improved using forecast combinations. For this reason, my work will investigate the out …
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