Showing 1 - 10 of 1,594
from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation …, Survey of Professional Forecasters, and the Michigan Survey. While useful in developing models of forecasting inflation …
Persistent link: https://www.econbiz.de/10009647210
, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to …
Persistent link: https://www.econbiz.de/10009647399
Michigan Surveys of Consumers. While these measures have been useful in developing models of forecasting inflation, the data …
Persistent link: https://www.econbiz.de/10009650037
Gallup rating, obtained in June of the election year, as a significant indicator for forecasting the Presidential election …
Persistent link: https://www.econbiz.de/10011111750
This paper examines the state of the Indian economy pre, during and post recession by analyzing various macro economic factors such as GDP, exchange rate, inflation, capital markets and fiscal deficit. We forecast some of the major economic variables using ARIMA modeling and present a picture of...
Persistent link: https://www.econbiz.de/10008693559
This paper studies the sequential sampling scheme as a solution to the problem of aliasing, where the sampling interval is restricted to a minimum allowable value. Sequential sampling is analyzed and it is proved that when the sampling ratio is an integral number, the associated spectral...
Persistent link: https://www.econbiz.de/10005619887
Financial institutions hold risks in their investments that can potentially affect their ability to serve their clients. For banks to weigh their risks, Value-at-Risk (VaR) methodology is used, which involves studying the distribution of losses and formulating a statistic from this distribution....
Persistent link: https://www.econbiz.de/10008685553
It is generally accepted that the recent economic crisis of 2007-2010 has caused widespread economic recession in different countries. Since the ports and coastal regions are of great importance to economic infrastructure, this study examined the possible impact resulting from such a global...
Persistent link: https://www.econbiz.de/10011108429
This paper is a continuation of our earlier studies on short-term price forecasting of California electricity prices … forecasting accuracy than their Gaussian counterparts. Consequently, we limit the range of analyzed models to autoregressive time …
Persistent link: https://www.econbiz.de/10005790265
Regressive Fractionally Integrated Moving Average model which is based on Fractional Integration Approach) in forecasting daily …-of-sample forecasting performance. Besides, fractal markets hypothesis was examined and according to the findings, fractal structure was … network model had the best performance in out-of-sample forecasting based on the criteria introduced for calculating …
Persistent link: https://www.econbiz.de/10011260249