Narrow search
Showing 1 - 10 of 10
Cover Image
Addressing COVID-19 outliers in BVARs with stochastic volatility
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2022
the pandemic period, as well as for earlier subsamples of relatively high volatility. In historical forecasting, outlier …
Persistent link: https://www.econbiz.de/10013187449
Cover Image
Shadow-rate VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2023
VARs are a popular tool for forecasting and structural analysis, but ill-suited to handle occasionally binding …
Persistent link: https://www.econbiz.de/10014320848
Cover Image
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
Carriero, Andrea; Clark, Todd E.; Marcellino, … - 2022
the pandemic period, as well as for earlier subsamples of relatively high volatility. In historical forecasting, outlier …
Persistent link: https://www.econbiz.de/10013289477
Cover Image
Shadow-Rate VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, … - 2023
VARs are a popular tool for forecasting and structural analysis, but ill-suited to handle occasionally binding …
Persistent link: https://www.econbiz.de/10014352599
Cover Image
The value of competitive information in forecasting FMCG retail product sales and the variable selection problem
Huang, Tao; Fildes, Robert; Soopramanien, Didier - In: European journal of operational research : EJOR 237 (2014) 2, pp. 738-748
Persistent link: https://www.econbiz.de/10010379939
Cover Image
Demand forecasting with high dimensional data : the case of SKU retail sales forecasting with intra- and inter-category promotional information
Ma, Shaohui; Fildes, Robert; Huang, Tao - In: European journal of operational research : EJOR 249 (2016) 1, pp. 245-257
Persistent link: https://www.econbiz.de/10011435824
Cover Image
Do "big losses" in judgmental adjustments to statistical forecasts affect experts' behaviour?
Petropoulos, Fotios; Fildes, Robert; Goodwin, Paul - In: European journal of operational research : EJOR 249 (2016) 3, pp. 827-841
Persistent link: https://www.econbiz.de/10011439098
Cover Image
Retail sales forecasting with meta-learning
Ma, Shaohui; Fildes, Robert - In: European journal of operational research : EJOR 288 (2021) 1, pp. 111-128
Persistent link: https://www.econbiz.de/10012496537
Cover Image
Forecasting retailer product sales in the presence of structural change
Huang, Tao; Fildes, Robert; Soopramanien, Didier - In: European journal of operational research : EJOR 279 (2019) 2, pp. 459-470
Persistent link: https://www.econbiz.de/10012110716
Cover Image
Use of contextual and model-based information in adjusting promotional forecasts
Sroginis, Anna; Fildes, Robert; Kourentzes, Nikolaos - In: European journal of operational research : EJOR 307 (2023) 3, pp. 1177-1191
Persistent link: https://www.econbiz.de/10014282958