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This paper proposes a strategy to increase the efficiency of forecast combination. Given the availability of a wide range of forecasts for the same variable of interest, our goal is to apply combining methods to a restricted set of models. To this aim, a hierarchical procedure based on an...
Persistent link: https://www.econbiz.de/10010293990
This paper proposes a strategy to increase the efficiency of forecast combining methods. Given the availability of a wide range of forecasting models for the same variable of interest, our goal is to apply combining methods to a restricted set of models. To this aim, an algorithm procedure based...
Persistent link: https://www.econbiz.de/10010294027
Persistent link: https://www.econbiz.de/10003776266
Persistent link: https://www.econbiz.de/10003857867
This paper proposes a strategy to increase the efficiency of forecast combination. Given the availability of a wide range of forecasts for the same variable of interest, our goal is to apply combining methods to a restricted set of models. To this aim, a hierarchical procedure based on an...
Persistent link: https://www.econbiz.de/10009734678
This paper proposes a strategy to increase the efficiency of forecast combining methods. Given the availability of a wide range of forecasting models for the same variable of interest, our goal is to apply combining methods to a restricted set of models. To this aim, an algorithm procedure based...
Persistent link: https://www.econbiz.de/10009735352
This paper proposes a strategy to increase the efficiency of forecast combination. Given the availability of a wide range of forecasts for the same variable of interest, our goal is to apply combining methods to a restricted set of models. To this aim, a hierarchical procedure based on an...
Persistent link: https://www.econbiz.de/10005039658
This paper proposes a strategy to increase the efficiency of forecast combining methods. Given the availability of a wide range of forecasting models for the same variable of interest, our goal is to apply combining methods to a restricted set of models. To this aim, an algorithm procedure based...
Persistent link: https://www.econbiz.de/10005040590
Persistent link: https://www.econbiz.de/10004942219
This study represents a first attempt to empirically analyze the role of firm heterogeneity in regional business cycle behaviour. Working with monthly Italy's firms data and estimating a random effects ordered probit model, we first document sizable asymmetries in Northern and Southern firms...
Persistent link: https://www.econbiz.de/10011340665