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forecasting error than 12 benchmark models. By relying on different information and including more variables than traditional … models, PollyBio improves on the accuracy of election forecasting. It is particularly helpful for forecasting open …
Persistent link: https://www.econbiz.de/10005078661
In the paper it has been analyzed specific character of building economy; developed a model of branch forecasting … belongs to demand forecasting. Demand form three components: 1) enterprisal demand for industrial construction and other type …
Persistent link: https://www.econbiz.de/10005087513
A general correcting formula of forecasting (as a framework for long-use and standardized forecasts) is proposed. The … formula provides new forecasting resources and areas of application including economic forecasting. …
Persistent link: https://www.econbiz.de/10005055522
In economic literature are shown different methods and instruments of forecasting of separated factors. The most … conducted on forecasting in the construction industry. Development of a model for the construction industry is a complicated … task. The paper offers a model for forecasting production volumes of the construction industry in Latvian conditions. The …
Persistent link: https://www.econbiz.de/10005061680
Bayesian inference requires an analyst to set priors. Setting the right prior is crucial for precise forecasts. This paper analyzes how optimal prior changes when an economy is hit by a recession. For this task, an autoregressive distributed lag (ADL) model is chosen. The results show that a...
Persistent link: https://www.econbiz.de/10005103392
forecasting performance, the proposed factor model of the yield curve exhibits substantial incremental predictive value. This …
Persistent link: https://www.econbiz.de/10005105704
A general forecasting correcting formula, as a framework for long-use and standardized forecasts, is created. The … formula provides new forecasting resources and new possibilities for expansion of forecasting including economic forecasting … into the areas of municipal needs, middle-size and small-size business and, even, to individual forecasting. …
Persistent link: https://www.econbiz.de/10005025717
the long horizon forecasting for three different monetary models (flexible price, sticky price and relative price) for …
Persistent link: https://www.econbiz.de/10005033496
There has been conducted research on the theme of forecasting in construction industry. Brunch model developing is … problem in forecasting. In the paper is worked out influential factor system for construction industry. General part of … industry forecasting model is part of demand forecasting. Construction demand consists of governmental, private and enterprises …
Persistent link: https://www.econbiz.de/10005037751
This paper exploits the fact that implied volatilities calculated from identical call and put options have often been empirically found to differ, although they should be equal in theory. We propose a new bivariate mixture multiplicative error model and show that it is a good fit to Nikkei 225...
Persistent link: https://www.econbiz.de/10005260039