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Does Consumer Confidence Forecast Household Spending?
Dion, David Pascal - Volkswirtschaftliche Fakultät, … - 2006
consumer spending is based on households’ expectations of their future income. However, in short-term forecasting, the … addition, consumer confidence seems to contain both a forecasting and independent explicative ability to predict consumption …
Persistent link: https://www.econbiz.de/10005787072
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Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia
Bušs, Ginters - Volkswirtschaftliche Fakultät, … - 2010
The paper compares one-period ahead forecasting performance of linear vector-autoregressive (VAR) models and single …
Persistent link: https://www.econbiz.de/10008541474
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Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
Bušs, Ginters - Volkswirtschaftliche Fakultät, … - 2009
paper analyzes how optimal prior changes when an economy is hit by a recession. For this task, an autoregressive distributed …
Persistent link: https://www.econbiz.de/10005103392
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Internet search behavior as an economic forecasting tool: The case of inflation expectations
Guzman, Giselle - Volkswirtschaftliche Fakultät, … - 2010
from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation …, Survey of Professional Forecasters, and the Michigan Survey. While useful in developing models of forecasting inflation …
Persistent link: https://www.econbiz.de/10009647210
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The case for higher frequency inflation expectations
Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2011
Michigan Surveys of Consumers. While these measures have been useful in developing models of forecasting inflation, the data …
Persistent link: https://www.econbiz.de/10009650037
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Hierarchical shrinkage priors for dynamic regressions with many predictors
Korobilis, Dimitris - Volkswirtschaftliche Fakultät, … - 2011
-- 2010 I exhaustively evaluate the forecasting properties of Bayesian shrinkage in regressions with many predictors. Results …
Persistent link: https://www.econbiz.de/10009004835
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¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
Medel, Carlos A. - Volkswirtschaftliche Fakultät, … - 2012
Schwarz. In this paper I evaluate the predictive ability of the Akaike and Schwarz information criteria using autoregressive integrated moving average models, with sectoral data of Chilean GDP. In terms of root mean square error, and after the estimation of more than a million models, the...
Persistent link: https://www.econbiz.de/10009418476
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How informative are in-sample information criteria to forecasting? the case of Chilean GDP
Medel, Carlos A. - Volkswirtschaftliche Fakultät, … - 2012
There is no standard economic forecasting procedure that systematically outperforms the others at all horizons and with … forecasting purposes where the traditional ARMA specification is preferred. Accounting for the Easter effect improves the forecast …
Persistent link: https://www.econbiz.de/10009418499
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Does Consumer Confidence Forecast Household Spending? The Euro Area Case
Dion, David Pascal - Volkswirtschaftliche Fakultät, … - 2006
macroeconomic variables, contains a forecasting and explicative power on consumption. By including consumer confidence in a … provides good forecasting results. …
Persistent link: https://www.econbiz.de/10005616993
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Time series modelling and forecasting of Sarawak black pepper price
Liew, Venus Khim-Sen; Shitan, Mahendran; Hussain, Huzaimi - Volkswirtschaftliche Fakultät, … - 2000
well as the farmers’welfare. In this paper, we take up time series modelling and forecasting of the Sarawak black pepper …
Persistent link: https://www.econbiz.de/10005619901