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Previsão da eficácia ofensiva do futebol profissional: Um caso Português

Caiado, Jorge; Vieira, Aníbal; Bonito, Ana; Reis, Carlos; … - Volkswirtschaftliche Fakultät, … - 2006

The forecast plays an important role in the planning, the decision-making and control in any domain of activity … (univariate models), that use only the information of its past values to forecast the future, can often predict future with more … accuracy than causal or multivariate models. In this paper, we model and forecast the offensive effectiveness of the soccer …

Persistent link: https://www.econbiz.de/10005789648

General correcting formulae for forecasts

Harin, Alexander - Volkswirtschaftliche Fakultät, … - 2014

The concept of unforeseen events is considered as a part of a hypothesis of uncertain future. The applications of the consequences of the hypothesis in utility and prospect theories are reviewed. Partially unforeseen events and their role in forecasting are analyzed. Preliminary preparations are...

Persistent link: https://www.econbiz.de/10011110243

Economic scenario of United States of America before and after 2012 U.S. Presidential Election

Sinha, Pankaj; Singhal, Anushree; Sondhi, Kriti - Volkswirtschaftliche Fakultät, … - 2012

Deficit/ Surplus, Unemployment Rate, Inflation and others. We forecast the macroeconomic variables post 2012 using ARIMA …

Persistent link: https://www.econbiz.de/10011260661

Comparisons of Chinese and Indian Energy Consumption Forecasting Models

Arora, Vipin - Volkswirtschaftliche Fakultät, … - 2013

I evaluate the out-of-sample forecasting performance of five models of Chinese and Indian energy consumption. The results are mixed, but in general the auto-regressive distributed lag and unobserved components models perform the best over multiple evaluation criteria. I then use these two models...

Persistent link: https://www.econbiz.de/10011114340

A Disaggregate Model and Second Round Effects for the CPI Inflation in Costa Rica

Leon, Jorge - Volkswirtschaftliche Fakultät, … - 2012

disaggregate data is at least as good as the aggregate data in forecast accuracy. The disaggregate model allows to differentiate …

Persistent link: https://www.econbiz.de/10011114384

Forecasting macroeconomic variables using a structural state space model

de Silva, Ashton - Volkswirtschaftliche Fakultät, … - 2008

This paper has a twofold purpose; the first is to present a small macroeconomic model in state space form, the second is to demonstrate that it produces accurate forecasts. The first of these objectives is achieved by fitting two forms of a structural state space macroeconomic model to Australian...

Persistent link: https://www.econbiz.de/10005622122

La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement

Buda, Rodolphe - Volkswirtschaftliche Fakultät, … - 1994

The assumption we submit, because macroeconomic forcasts would be unperfect, is that behavioral equations doesn't enough describe economic behaviours through the capacity of reaction opposite to environment. Further, the forcaster belongs to his search-system, so that, may be, we must now...

Persistent link: https://www.econbiz.de/10005836791

Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results

Bianchi, Carlo; Calzolari, Giorgio - Volkswirtschaftliche Fakultät, … - 1983

In nonlinear econometric models, the evaluation of forecast errors is usually performed, completely or partially, by … in this paper through experiments performed on a set of "real world" econometric models of small, medium and large size … one-period (static) forecast errors empirically. …

Persistent link: https://www.econbiz.de/10008506106

On the restricted reduced form of the Klein-I model: revised computations to complete "A note on the numerical results by Goldberger, Nagar and Odeh", Econometrica, 47 (1979)

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1979

The numerical example which completes the paper by Goldberqer, Nagar and Odeh, on the estimated asymptotic covariance matrix of the reduced form coefficients for the Klein-I model estimated by Two Stage Least Squares (2SLS), has led to some misinterpretations of the properties of the model. In...

Persistent link: https://www.econbiz.de/10008548838

Forecast variance in econometric models

Calzolari, Giorgio - Volkswirtschaftliche Fakultät, … - 1987

In econometric models specified as systems of simultaneous equations, forecast errors can be regarded as random …

Persistent link: https://www.econbiz.de/10008526968