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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Dijk, Dick van"
~person:"Papadimitriou, Theophilos"
~person:"Ravazzolo, Francesco"
~subject:"Nationaleinkommen"
~subject:"Prognose"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~subject:"Welt"
~subject:"World"
~subject:"Zeitreihenanalyse"
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Dijk, Dick van
Papadimitriou, Theophilos
Ravazzolo, Francesco
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1
Moments, shocks and spillovers in Markov switching VAR models
Dijk, Dick van
;
Kole, Erik
-
2021
To investigate how economies, financial markets or institutions can deal with stress, we nowadays often analyze the effects of shocks conditional on a recession or a bear market. MSVAR models are ideally suited for such analyses because they combine gradual movement with sudden switches. In this...
Persistent link: https://www.econbiz.de/10012621564
Saved in:
2
The power of weather : some empirical evidence on predicting day-ahead power prices through day-ahead weather forecasts
Huurman, Christian
;
Ravazzolo, Francesco
;
Chen Zhou
-
2007
wholesale power markets have only recently been deregulated. We introduce the weather factor into well-known
forecasting
models …
Persistent link: https://www.econbiz.de/10011372511
Saved in:
3
Forecasting
day-ahead electricity prices : utilizing hourly prices
Raviv, Eran
;
Bouwman, Kees E.
;
Dijk, Dick van
-
2013
Persistent link: https://www.econbiz.de/10009765836
Saved in:
4
Forecasting
interest rates with shifting
Dijk, Dick van
;
Koopman, Siem Jan
;
Wel, Michel van der
; …
-
2012
Persistent link: https://www.econbiz.de/10009723022
Saved in:
5
Yield curve and recession
forecasting
in a Machine Learning framework
Gkonkas, Periklēs
;
Papadimitriou, Theophilos
; …
- In:
Computational economics
45
(
2015
)
4
,
pp. 635-645
Persistent link: https://www.econbiz.de/10011440977
Saved in:
6
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den
;
Paap, Richard
;
Dijk, Dick van
-
2011
We propose a new approach to deal with structural breaks in time series models. The key contribution is an alternative dynamic stochastic specification for the model parameters which describes potential breaks. After a break new parameter values are generated from a so-called baseline prior...
Persistent link: https://www.econbiz.de/10011383033
Saved in:
7
Gold against the machine
Plakandaras, Vasilios
;
Gkonkas, Periklēs
; …
- In:
Computational economics
57
(
2021
)
1
,
pp. 5-28
Persistent link: https://www.econbiz.de/10012486908
Saved in:
8
The evolution of forecast density combinations in economics
Aastveit, Knut Are
;
Mitchell, James
;
Ravazzolo, Francesco
; …
-
2018
Increasingly, professional forecasters and academic researchers present model-based and subjective or judgment-based forecasts in economics which are accompanied by some measure of uncertainty. In its most complete form this measure is a probability density function for future values of the...
Persistent link: https://www.econbiz.de/10011895935
Saved in:
9
Bayesian econometrics
Bernardi, Mauro
;
Grassi, Stefano
;
Ravazzolo, Francesco
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
11/257
,
pp. 1-2
,
forecasting
, assessment of policy effectiveness in macro, finance, marketing and monetary economics. …
Persistent link: https://www.econbiz.de/10012389851
Saved in:
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