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Multimodality in macro-financial dynamics

Adrian, Tobias; Boyarchenko, Nina; Giannone, Domenico - 2019

We estimate the evolution of the conditional joint distribution of economic and financial conditions in the United States, documenting a novel empirical fact: while the joint distribution is approximately Gaussian during normal periods, sharp tightenings of financial conditions lead to the...

Persistent link: https://www.econbiz.de/10012123512

A semi-parametric approach for estimating critical fractiles under autocorrelated demand

Lee, Yun Shin - In: European journal of operational research : EJOR 234 (2014) 1, pp. 163-173

Persistent link: https://www.econbiz.de/10010247342

The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis

Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 457-464

Persistent link: https://www.econbiz.de/10011436709

Easy, reliable method for mid-term demand forecasting based on the Bass model : a hybrid approach of NLS and OLS

Hong, Jungsik; Koo, Hoonyoung; Kim, Taegu - In: European journal of operational research : EJOR 248 (2016) 2, pp. 681-690

Persistent link: https://www.econbiz.de/10011409746

Model averaging for interval-valued data

Sun, Yuying; Zhang, Xinyu; Wan, Alan T. K.; Wang, Shouyang - In: European journal of operational research : EJOR 301 (2022) 2, pp. 772-784

Persistent link: https://www.econbiz.de/10013207677

Priors for the long run

Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2017

-run predictions of a wide class of theoretical models yields substantial improvements in the forecasting performance. …

Persistent link: https://www.econbiz.de/10011754400

Discrete forecast reconciliation

Zhang, Bohan; Panagiotelis, Anastasios; Kang, Yanfei - In: European journal of operational research : EJOR 318 (2024) 1, pp. 143-153

Persistent link: https://www.econbiz.de/10015047691