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competing model consistently and significantly beats the LoLiMoT's performance in forecasting South African inflation. …The conduct of inflation targeting is heavily dependent on accurate inflation forecasts. Non-linear models have … increasingly featured, along with linear counterparts, in the forecasting literature. In this study, we focus on forecasting South …
Persistent link: https://www.econbiz.de/10011095462
Forecasting aggregate retail sales may improve portfolio investors’ ability to predict movements in the stock prices of … the retailing chains. Therefore, this paper uses 26 (23 single and 3 combination) forecasting models to forecast South …
Persistent link: https://www.econbiz.de/10010891728
We emphasize the role of news-based economic policy and equity market uncertainty indices as robust drivers of oil price fluctuations. In that, we utilizea new hybrid nonparametric quantile causality methodology in order to investigate whether EPU and EMU uncertainty measures incorporate...
Persistent link: https://www.econbiz.de/10011267815
20 bivariate regression models, are used in order to capture the influence of fundamentals in forecasting residential …
Persistent link: https://www.econbiz.de/10011149763
This paper uses small set of variables-- real GDP, the inflation rate, and the short-term interest rate -- and a rich …-stochastic-general-equilibrium models of the economy, may prove crucial in forecasting turning points. …
Persistent link: https://www.econbiz.de/10011201327
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/10010812389
increasingly featured, along with linear counterparts, in the forecasting literature. In this study, we focus on forecasting South … consistently and signicantly beats the LoLiMoT's performance in forecasting South African in ation. …
Persistent link: https://www.econbiz.de/10011161635
and non-linear forecasting models and univariate and multivariate techniques. The linear models include vector … for Nevada’s economy. We conclude that non-linear models generally outperform linear models in forecasting future …
Persistent link: https://www.econbiz.de/10010606852
This paper uses small set of variables-- real GDP, the inflation rate, and the short-term interest rate -- and a rich …-stochastic-general-equilibrium models of the economy, may prove crucial in forecasting turning points. …
Persistent link: https://www.econbiz.de/10010640565
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/10010640567