Narrow search
Showing 1 - 10 of 82
Cover Image
Reimagining India's urban future: A framework for securing high-growth, low-carbon, climate-resilient urban development in India
Tewar, Meenu; Aziz, Zeba; Cook, Mitchell; Goldar, Amrita; … - 2015
India is at the cusp of a major urban transition. In less than twenty years, India's urban population is expected to nearly double from 377 million today to over 600 million. Indian cities already contribute an estimated two-thirds of India's GDP, and this number is expected to rise to 75% by...
Persistent link: https://www.econbiz.de/10011807712
Cover Image
The Chicago Fed DSGE Model
Brave, Scott A.; Campbell, Jeffrey R.; Fisher, Jonas D. M. - 2012
The Chicago Fed dynamic stochastic general equilibrium (DSGE) model is used for policy analysis and forecasting at the …
Persistent link: https://www.econbiz.de/10010292149
Cover Image
Bayesian semiparametric multivariate GARCH modeling
Jensen, Mark J.; Maheu, John M. - 2012
This paper proposes a Bayesian nonparametric modeling approach for the return distribution in multivariate GARCH models. In contrast to the parametric literature, the return distribution can display general forms of asymmetry and thick tails. An infinite mixture of multivariate normals is given...
Persistent link: https://www.econbiz.de/10010292242
Cover Image
Decomposing changes in the aggregate labor force participation rate
Hotchkiss, Julie L. - 2009
This paper presents a simple methodology for decomposing changes in the aggregate labor force participation rate (LFPR) over time into demographic group changes in labor force participation behavior and in population share. The purpose is to identify the relative importance of behavioral changes...
Persistent link: https://www.econbiz.de/10010292316
Cover Image
Simulation-based valuation of project finance: does model complexity really matter?
Weber, Florian; Schmid, Thomas; Pietz, Matthäus; … - 2010
forecasting techniques, e.g. correlation forecasts based on historical values and on a dynamic conditional correlation (DCC) model … varied. We find that the applied volatility forecasting models have a strong influence on the expected net present value … distribution and on the probability of default. In contrast, correlation forecasting models play a minor role. Time resolution and …
Persistent link: https://www.econbiz.de/10010305715
Cover Image
Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach
Dées, Stéphane; Güntner, Jochen - 2014
This paper uses a panel VAR (PVAR) approach to estimating, analysing and forecasting price dynamics in four different …
Persistent link: https://www.econbiz.de/10011310799
Cover Image
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep; Swanson, Norman R. - 2013
forecasting volatility. Key papers in this area include Andersen, Bollerslev, Diebold and Labys (2003), Corsi (2004), Andersen …
Persistent link: https://www.econbiz.de/10010334248
Cover Image
A survey of recent advances in forecast accuracy comparison testing, with an extension to stochastic dominance
Corradi, Valentina; Swanson, Norman - 2013
In recent years, an impressive body or research on predictive accuracy testing and model comparison has been published in the econometrics discipline. Key contributions to this literature include the paper by Diebold and Mariano (DM: 1995) that sets the groundwork for much of the subsequent work...
Persistent link: https://www.econbiz.de/10010334261
Cover Image
Diffusion index model specification and estimation using mixed frequency datasets
Kihwan, Kim; Swanson, Norman - 2013
. Preliminary evidence that mixed frequency based forecasting models yield improvements over standard fixed frequency models is …
Persistent link: https://www.econbiz.de/10010334265
Cover Image
Inflation decomposition model: Application to Macedonian inflation
Andonova, Danica Unevska - 2018
results of the model's forecasting performance suggest that this model can be a useful analytical tool in the process of … to MAKPAM and enriches the set of tools for forecasting and monetary policy analysis in NBRM. In this paper we highlight …
Persistent link: https://www.econbiz.de/10012109773