ESTAR 모형으로 임의행보모형보다 정확한 예측치를 얻지 못했다. 하지만 일부 실질환율의 경우, 특히 독일, 이탈리아 및 프랑스의 경우 예측범위(forecast horizon)가 긴 경우 ESTAR 모형으로 얻은 예측치가 … longer forecast horizons for UK and Switzerland, but at shorter forecast horizons for Japan and Canada, although the … magnitude of the gain from using the ESTAR relative to a random walk is rather small in magnitude at entire forecast horizon …

conduct three experiments to examine its forecast, nowcast, and backcast performance. We find that the mean absolute … summary, deep learning is a promising tool in economic forecast with time series data sampled at different frequencies …

otherwise traditional Phillips curve model. This improvement in forecasting performances is more striking when we forecast … headline CPI rather than core CPI, and the indicators forecast inflation jointly rather than individually. The better …