Showing 1 - 10 of 4,449
This paper introduces a new regression model - Markov-switching mixed data sampling (MS-MIDAS) - that incorporates regime changes in the parameters of the mixed data sampling (MIDAS) models and allows for the use of mixed-frequency data in Markov-switching models. After a discussion of...
Persistent link: https://www.econbiz.de/10008868072
increasingly featured, along with linear counterparts, in the forecasting literature. In this study, we focus on forecasting South … consistently and signicantly beats the LoLiMoT's performance in forecasting South African in ation. …
Persistent link: https://www.econbiz.de/10011161635
increasingly featured, along with linear counterparts, in the forecasting literature. In this study, we focus on forecasting South … competing model consistently and significantly beats the LoLiMoT's performance in forecasting South African inflation. …
Persistent link: https://www.econbiz.de/10011095462
The debate on the forecasting ability in economics of non-linear models has a long history, and the Great Recession … provides us with an opportunity for a re-assessment of the forecasting performance of several classes of non-linear models … some countries and/or variables appear to be more adapted to non-linear forecasting. …
Persistent link: https://www.econbiz.de/10010550857
) endogenously determine the break points and iii) conduct house price forecasting exercises to see how models with structural breaks … compared the forecasting performance of the model with structural breaks to four competing models – namely, Random Acceleration …. Hence, forecasting models that assume constant coefficients such as ARMA may not accurately capture house price dynamics. …
Persistent link: https://www.econbiz.de/10012610949
, which should be manifested, possibly with a lag, in both producer and consumer prices. We build a forecasting model based on …
Persistent link: https://www.econbiz.de/10005702549
) endogenously determine the break points and iii) conduct house price forecasting exercises to see how models with structural breaks … compared the forecasting performance of the model with structural breaks to four competing models – namely, Random Acceleration …. Hence, forecasting models that assume constant coefficients such as ARMA may not accurately capture house price dynamics. …
Persistent link: https://www.econbiz.de/10010837166
Persistent link: https://www.econbiz.de/10010393920
Persistent link: https://www.econbiz.de/10011348466
This study focuses on the crucial task of forecasting tax revenue for India, specifically the Goods and Services Tax … non-compliance, posing challenges for accurate forecasting. Traditional time-series forecasting methods like ARIMA …, assuming linearity, often yield inaccurate results. To address this, we explore alternative forecasting models, including …
Persistent link: https://www.econbiz.de/10014500976