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forecasting performance of the various model specifications. The extension of a basic growth model with a constant mean to models … expectations is important for forecasting growth in specific periods, such as the the recession periods around 2000s and around …

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Forecasting using DSGE models with financial frictions

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A reappraisal of the Meese-Rogoff puzzle

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Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting

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Forecasting crude oil prices with DSGE models

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Machine learning with parallel neural networks for analyzing and forecasting electricity demand

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Does the foreign sector help forecast domestic variables in DSGE models?

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Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?

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Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data

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The random walk as a forecasting benchmark : drift or no drift?

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