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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
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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
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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
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Forecast-heterogeneity in the business cycle: small deviations from rationality, large dynamic effects
Bomfim, Antulio N. - Federal Reserve Board (Board of Governors of the … - 1993
Persistent link: https://www.econbiz.de/10005513098
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The reliability of output gap estimates in real time
Orphanides, Athanasios; Norden, Simon van - Federal Reserve Board (Board of Governors of the … - 1999
Compared to its central role in policy discussions in the United States and most other developed countries, the reliability of the measurement of the output gap has attracted relatively little academic study. Furthermore, both the academic literature and the debate among practitioners have...
Persistent link: https://www.econbiz.de/10005393651
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Ex ante turning point forecasting with the composite leading index
Diebold, Francis X.; Rudebusch, Glenn D. - Federal Reserve Board (Board of Governors of the … - 1988
Persistent link: https://www.econbiz.de/10005721081
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Heterogeneous forecasts and aggregate dynamics
Bomfim, Antulio N. - Federal Reserve Board (Board of Governors of the … - 2000
model where agents use differing degrees of sophistication when forecasting future economic conditions. All agents solve … problems based on simple forecasting rules of thumb. Assuming a hierarchical information structure similar to the one in …
Persistent link: https://www.econbiz.de/10005721250
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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
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Forecaster Diversity and the Benefits of Combining Forecasts
Batchelor, Roy; Dua, Pami - In: Management Science 41 (1995) 1, pp. 68-75
the forecasts and forecasting methods of a panel of U.S. economists to determine how the benefits of combining vary with …
Persistent link: https://www.econbiz.de/10009208633
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A Model for Predicting Frequencies of Random Events
Rosenfield, Donald - In: Management Science 33 (1987) 8, pp. 947-954
This paper presents a new technique for forecasting frequencies of events over time for individuals. The technique …
Persistent link: https://www.econbiz.de/10009208983