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This paper aims at presenting an integrated framework for the study of territorial dynamics in coastal areas. The use of Geographic Information Systems made possible the association of land cover data and socio-economic data using different levels of spatial analysis. The Coastal Alentejo...
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We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors and time varying volatilities, even when the cross sectional dimension of the system N is particularly large. The algorithm is based on a simple triangularisation which allows to...
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This paper proposes a forecasting model that combines a factor augmented VAR (FAVAR) methodology with the Nelson and … variables. Our forecasting model significantly improves the predicting accuracy of extant models in the literature, particularly …
Persistent link: https://www.econbiz.de/10011523983
information. Finally, when forecasting the headline CPI, our UIG for China outperforms traditional core measures over different …
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product, which in turn are used as an input in the forecasting process. Such forecasts reflect and incorporate the flow of … in a synchronous way. The forecasting power of the dynamic factor model is compared with those of several other models …
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