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IMPROVING THE INFLATION RATE FORECASTS OF ROMANIAN EXPERTS USING A FIXED-EFFECTS MODELS APPROACH

SIMIONESCU, Mihaela - In: Review of Economic and Business Studies (2014) 13, pp. 87-102

values and the forecasts provided by the European Commission, the National Commission for Prognosis and Dobrescu’s model over … predictions of these models and naive forecasts brought a statistically significant improvement for projections made by Romanian …

Persistent link: https://www.econbiz.de/10010959958

The Evaluation of Global Accuracy of Romanian Inflation Rate Predictions Using Mahalanobis Distance Abstract. The purpose of this study is to emphasize the advantages of Mahalanobi...

SIMIONESCU, Mihaela - In: Management Dynamics in the Knowledge Economy Journal 3 (2015) 1, pp. 133-149

Persistent link: https://www.econbiz.de/10011213886

THE ACCURACY OF GENERAL GOVERNMENT BALANCE FORECASTS IN ROMANIA

SIMIONESCU, Mihaela - In: CES Working Papers 7(1) (2015) March, pp. 167-178

Economic forecasts are an essential building block for a budgetary anticipation in order to determine the budgetary … analyzed during the recent economic crisis and the IMF forecasts for this indicator outperformed those provided by Dobrescu …

Persistent link: https://www.econbiz.de/10011272137

MODELLING AND PREDICTING THE REAL MONEY DEMAND IN ROMANIA

PELINESCU, Elena; SIMIONESCU, Mihaela - In: Journal of Financial and Monetary Economics 1 (2014) 1, pp. 117-124

The main aim of this article is to model the quarterly real money demand in Romania and to make short-run forecasts for … this variable. The short-term forecasts based on this model indicated a slow variation in the rate of real money demand …

Persistent link: https://www.econbiz.de/10011184485

Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter

Schlicht, Ekkehart - Institute for the Study of Labor (IZA) - 2004

This note gives a fairly complete statistical description of the Hodrick-Prescott Filter (1997) which has been proposed in the context of my seasonal adjustment method (Schlicht 1981, 1984). A statistics estimator for the smoothing parameter is proposed that is asymptotically equivalent to the...

Persistent link: https://www.econbiz.de/10005703010