Narrow search
Showing 1 - 10 of 72
Cover Image
Forecasting Productivity Using Information from Firm-Level Data
Bartelsman, Eric J.; Wolf, Zoltán - Tinbergen Institute - 2009
explores various specifications of decompositions and various forecasting experiments. The result from these horse-races is … for richer forecasting specifications, the paper shows, using Bayesian model averaging techniques (BMA), that the …
Persistent link: https://www.econbiz.de/10005016264
Cover Image
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - Tinbergen Institute - 2006
This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …
Persistent link: https://www.econbiz.de/10005137026
Cover Image
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts
Huurman, Christian; Ravazzolo, Francesco; Zhou, Chen - Tinbergen Institute - 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/10005504905
Cover Image
Cointegration Analysis with Mixed-Frequency Data
Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter - CESifo - 2007
We develop a method for directly modeling cointegrated multivariate time series that are observed in mixed frequencies. We regard lower-frequency data as regularly (or irregularly) missing and treat them with higher-frequency data by adopting a state-space model. This utilizes the structure of...
Persistent link: https://www.econbiz.de/10005405735
Cover Image
Forecasting and Combining Competing Models of Exchange Rate Determination
Altavilla, Carlo; Grauwe, Paul De - CESifo - 2006
combining different forecasting procedures generally produces more accurate forecasts than can be attained from a single model. …
Persistent link: https://www.econbiz.de/10005405901
Cover Image
The Warsaw Stock Exchange Index WIG: Modelling and Forecasting
Wdowinski, Piotr; Zglinska-Pietrzak, Aneta - CESifo - 2005
In this paper we have assessed an influence of the NYSE Stock Exchange indexes (DJIA and NASDAQ) and European Stock indexes (DAX and FTSE) on the Warsaw Stock Exchange index WIG within a framework of a GARCH model. By applying a procedure of checking predictive quality of econometric models as...
Persistent link: https://www.econbiz.de/10005406048
Cover Image
Determinants of Country Beta Risk in Poland
Wdowinski, Piotr - CESifo - 2004
In the paper we analyze determinants of the capital market beta risk in Poland in the monthly period 1996-2002. The beta risk is measured as a time-varying parameter estimated in a regression of the Warsaw stock indexes (WIG and WIG20 separately) on major foreign stock market indexes (DJIA,...
Persistent link: https://www.econbiz.de/10005249463
Cover Image
Forecasting Euro Area Real GDP: Optimal Pooling of Information
Hülsewig, Oliver; Mayr, Johannes; Wollmershäuser, Timo - CESifo - 2008
This paper proposes a new method of forecasting euro area quarterly real GDP that uses area-wide indicators, which are … information approach outperforms alternative forecasting methods in terms of forecast accuracy. …
Persistent link: https://www.econbiz.de/10005181446
Cover Image
Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina - CESifo - 2010
to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …
Persistent link: https://www.econbiz.de/10008498989
Cover Image
Revenue Management Without Forecasting or Optimization: An Adaptive Algorithm for Determining Airline Seat Protection Levels
Ryzin, Garrett van; McGill, Jeff - In: Management Science 46 (2000) 6, pp. 760-775
forecasting method with a common seat allocation heuristic (EMSR-b). …
Persistent link: https://www.econbiz.de/10009208568