Showing 1 - 10 of 12
Many companies collect stated preference data (SP) like intentions and satisfaction as well as revealed preference data (RP) like actual purchasing behavior. It seems relevant to examine the predictive usefulness of this information for future revealed preferences, that is, customer behavior. In...
Persistent link: https://www.econbiz.de/10010731640
This paper is concerned with forecasting univariate seasonal time series data using periodic autoregressive models. We …
Persistent link: https://www.econbiz.de/10010731727
Product returns are often characterized by a dual uncertainty on time and quantity. In the literature on inventory management with product returns, best forecasts have been associated with methods that use the most informationregarding product return history. In practice however, data is often...
Persistent link: https://www.econbiz.de/10010731790
The Amazon rainforest is one of the world’s greatest natural wonders and holds great importance and significance for the world’s environmental balance. Around 60% of the Amazon rainforest is located in the Brazilian territory. The two biggest states of the Amazon region are Amazonas (the...
Persistent link: https://www.econbiz.de/10010732604
use industrial production, import and export quantity indices. We perform simulated out of sample forecasting exercise by …
Persistent link: https://www.econbiz.de/10010941466
In the aftermath of the financial crisis, understanding the lending behavior of banks has become more important than ever. In this context, bank lending surveys, which are regularly conducted by central banks, enable us to disentangle the drivers of loan supply and loan demand. This paper...
Persistent link: https://www.econbiz.de/10010941489
__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
This paper examines the constraints on the dynamics of the daily US dollar and the Euro exchange rates relative to the Turkish lira after the full fledged Inflation Targeting regime was adopted in 2006. We find that the single threshold specifications with two regimes that allow the conditional...
Persistent link: https://www.econbiz.de/10005792693
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