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Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
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Real-time forecasting of the US federal government budget : a simple mixed frequency data regression approach
Ghysels, Eric; Ozkan, Nazire - In: International journal of forecasting 31 (2015) 4, pp. 1009-1020
Persistent link: https://www.econbiz.de/10011474768
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Point and density forecasts for the euro area using Bayesian VARs
Berg, Tim Oliver; Henzel, Steffen - In: International journal of forecasting 31 (2015) 4, pp. 1067-1095
Persistent link: https://www.econbiz.de/10011474904
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Firm level innovation diffusion of 3G mobile connections in international context
Islam, Towhidul; Meade, Nigel - In: International journal of forecasting 31 (2015) 4, pp. 1138-1152
Persistent link: https://www.econbiz.de/10011474924
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Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting; Lai, Wan-Ni; Sun, Edward W. - In: Computational economics 54 (2019) 2, pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
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Forecasting crude oil prices : a comparison between artificial neural networks and vector autoregressive models
Ramyar, Sepehr; Kianfar, Farhad - In: Computational economics 53 (2019) 2, pp. 743-761
Persistent link: https://www.econbiz.de/10012134859
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Evolutionary computation for macroeconomic forecasting
Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Computational economics 53 (2019) 2, pp. 833-849
Persistent link: https://www.econbiz.de/10012134879
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The predictive power of equilibrium exchange rate models
Ca'Zorzi, Michele; Cap, Adam; Mijakovic, Andrej; … - 2020
better quality than PPP. The MB approach has the most appealing economic interpretation, but performs poorly in forecasting …
Persistent link: https://www.econbiz.de/10012139745
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Bayesian risk forecasting for long horizons
Borowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan - 2019
We present an accurate and efficient method for Bayesian forecasting of two financial risk measures, Value-at-Risk and …
Persistent link: https://www.econbiz.de/10011979983
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Forecasting Bordeaux wine prices using state-space methods
Bazen, Stephen; Cardebat, Jean-Marie - In: Applied economics 50 (2018) 47, pp. 5110-5121
Persistent link: https://www.econbiz.de/10012061692