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Migration from Africa and the Middle East to the EU has intensified over the last two decades. Relative differences between developed EU and less developed African and Middle East countries have not declined that much and continue to drive mobility. Also, demographic trends show a strong...
Persistent link: https://www.econbiz.de/10012544920
This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implied and realized volatilities. Additional regressors known for their ability to explain crude oil futures prices are also...
Persistent link: https://www.econbiz.de/10010189497
Persistent link: https://www.econbiz.de/10012501524
models' out-of-sample forecasting performance for the period 2012 q3 to 2016 q2 by using a number of forecast evaluation … increases. Second, the disaggregated ARIMA model has the smallest forecasting errors. Third, majority of the forecast evaluation … Republic of Macedonia (NBRM) for short-term forecasting of inflation - Autoregressive integrated moving average models …
Persistent link: https://www.econbiz.de/10011717605
The purpose of the paper is to introduce the framework for decomposing the forecast of headline inflation, obtained by … results of the model's forecasting performance suggest that this model can be a useful analytical tool in the process of … inflation forecast, with relatively good fit of equations for food and domestic oil prices. This model serves as satellite model …
Persistent link: https://www.econbiz.de/10011926820
desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … can improve the forecast ability of the univariate autoregressive benchmark’s model of inflation. The Giacomini-White test … indicates that a BVAR performs better than the benchmark in all forecast horizons. Statistical differences between the two BVAR …
Persistent link: https://www.econbiz.de/10011882797
This paper presents a forecasting exercise that assesses the predictive potential of a daily price index based on …. Additionally, an analysis of intra-period forecasts, reveals a slight trend towards increased forecast accuracy as the daily …
Persistent link: https://www.econbiz.de/10011883796
Persistent link: https://www.econbiz.de/10013545821
that, in this case, adding stochastic volatility can further improve the forecasting performance of a single-factor BVAR …
Persistent link: https://www.econbiz.de/10014470036
of Bamako. We invited women to attend a training/marketing session, where information on a more efficient cooking stove … interaction plays a role in technology diffusion. We find that women who participated in the session, but did not buy during the …
Persistent link: https://www.econbiz.de/10011737562