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Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning

Balcilar, Mehmet; Gabauer, David; Gupta, Rangan; … - In: Journal of Forecasting 41 (2022) 6, pp. 1049-1064

Utilizing a machine learning technique known as random forests, we study whether regional output growth uncertainty helps to improve the accuracy of forecasts of regional output growth for 12 regions of the UK using monthly data for the period from 1970 to 2020. We use a stochastic volatility...

Persistent link: https://www.econbiz.de/10013382237

The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 47 (2015) 22/24, pp. 2259-2277

Persistent link: https://www.econbiz.de/10010516653

Was the recent downturn in US real GDP predictable?

Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; … - In: Applied economics 47 (2015) 28/30, pp. 2985-3007

Persistent link: https://www.econbiz.de/10011289393

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Gupta, Rangan; Miller, Stephen M.; … - 2014

Persistent link: https://www.econbiz.de/10010415549

Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022

Persistent link: https://www.econbiz.de/10013166706

Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio

Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810

Persistent link: https://www.econbiz.de/10012630699

Forecasting core inflation : the case of South Africa

Ruch, Franz; Balcilar, Mehmet; Gupta, Rangan; Modise, … - In: Applied economics 52 (2020) 28, pp. 3004-3022

Persistent link: https://www.econbiz.de/10012221472

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1557-1580

Persistent link: https://www.econbiz.de/10011661835

Forecasting South African inflation using non-linearmodels : a weighted loss-based evaluation

Kanda, Patrick T.; Balcilar, Mehmet; Bahramian, Pejman; … - In: Applied economics 48 (2016) 25/27, pp. 2412-2427

Persistent link: https://www.econbiz.de/10011591098

The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US

Balcilar, Mehmet; GUPTA, RANGAN; Miller, Stephen M. - Department of Economics, University of Connecticut - 2012

density forecasts between the linear and non-linear models. Finally, in a dynamic 25-step ex-ante and interval forecasting …

Persistent link: https://www.econbiz.de/10010888354